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This paper introduces a new method for minimizing matrix-smooth non-convex objectives through the use of novel Compressed Gradient Descent (CGD) algorithms enhanced with a matrix-valued stepsize. The proposed algorithms are theoretically…

Optimization and Control · Mathematics 2024-04-23 Hanmin Li , Avetik Karagulyan , Peter Richtárik

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

Communication-constrained algorithms for decentralized learning and optimization rely on local updates coupled with the exchange of compressed signals. In this context, differential quantization is an effective technique to mitigate the…

Multiagent Systems · Computer Science 2024-06-27 Roula Nassif , Stefan Vlaski , Marco Carpentiero , Vincenzo Matta , Ali H. Sayed

Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…

Machine Learning · Computer Science 2026-05-14 Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

We consider a many-to-one wireless architecture for federated learning at the network edge, where multiple edge devices collaboratively train a model using local data. The unreliable nature of wireless connectivity, together with…

Networking and Internet Architecture · Computer Science 2021-02-17 Junshan Zhang , Na Li , Mehmet Dedeoglu

In this paper, we provide a comprehensive theoretical analysis of Stochastic Gradient Descent (SGD) and its momentum variants (Polyak Heavy-Ball and Nesterov) for tracking time-varying optima under strong convexity and smoothness. Our…

Machine Learning · Statistics 2026-05-20 Sharan Sahu , Cameron J. Hogan , Martin T. Wells

Variational inequalities are an important tool, which includes minimization, saddles, games, fixed-point problems. Modern large-scale and computationally expensive practical applications make distributed methods for solving these problems…

Optimization and Control · Mathematics 2023-03-01 Aleksandr Beznosikov , Alexander Gasnikov

This paper considers decentralized optimization with application to machine learning on graphs. The growing size of neural network (NN) models has motivated prior works on decentralized stochastic gradient algorithms to incorporate…

Optimization and Control · Mathematics 2021-10-12 Arjun Ashok Rao , Hoi-To Wai

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

In this paper, we study communication-efficient distributed stochastic gradient descent (SGD) with data sets of users distributed over a certain area and communicating through wireless channels. Since the time for one iteration in the…

Information Theory · Computer Science 2021-05-21 Jinho Choi

Decentralized optimization and communication compression have exhibited their great potential in accelerating distributed machine learning by mitigating the communication bottleneck in practice. While existing decentralized algorithms with…

Machine Learning · Computer Science 2021-08-13 Yao Li , Xiaorui Liu , Jiliang Tang , Ming Yan , Kun Yuan

This work investigates the performance of the final iterate produced by stochastic gradient descent (SGD) under temporally dependent data. We consider two complementary sources of dependence: $(i)$ martingale-type dependence in both the…

Statistics Theory · Mathematics 2026-01-06 Yinan Shen , Yichen Zhang , Wen-Xin Zhou

Scaling models has led to significant advancements in deep learning, but training these models in decentralized settings remains challenging due to communication bottlenecks. While existing compression techniques are effective in…

Machine Learning · Computer Science 2025-06-03 Sameera Ramasinghe , Thalaiyasingam Ajanthan , Gil Avraham , Yan Zuo , Alexander Long

Modern supervised learning techniques, particularly those using deep nets, involve fitting high dimensional labelled data sets with functions containing very large numbers of parameters. Much of this work is empirical. Interesting phenomena…

Machine Learning · Statistics 2018-05-30 Partha P Mitra

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

Machine Learning · Computer Science 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

The decentralized gradient descent (DGD) algorithm, and its sibling, diffusion, are workhorses in decentralized machine learning, distributed inference and estimation, and multi-agent coordination. We propose a novel, principled framework…

Signal Processing · Electrical Eng. & Systems 2025-06-04 Erik G. Larsson , Nicolo Michelusi

We study stochastic gradient descent (SGD) for composite optimization problems with $N$ sequential operators subject to perturbations in both the forward and backward passes. Unlike classical analyses that treat gradient noise as additive…

Optimization and Control · Mathematics 2026-02-25 Boao Kong , Hengrui Zhang , Kun Yuan

Gradient descent (GD) methods are commonly employed in machine learning problems to optimize the parameters of the model in an iterative fashion. For problems with massive datasets, computations are distributed to many parallel computing…

Information Theory · Computer Science 2019-03-06 Emre Ozfatura , Deniz Gunduz , Sennur Ulukus

Intensive communication and synchronization cost for gradients and parameters is the well-known bottleneck of distributed deep learning training. Based on the observations that Synchronous SGD (SSGD) obtains good convergence accuracy while…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-12 Yemao Xu , Dezun Dong , Yawei Zhao , Weixia Xu , Xiangke Liao

Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…

Machine Learning · Statistics 2026-05-26 Jose Blanchet , Peter Glynn , Wenhao Yang
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