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We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…

Machine Learning · Computer Science 2016-12-21 Zhouyuan Huo , Heng Huang

Many machine learning models, such as logistic regression~(LR) and support vector machine~(SVM), can be formulated as composite optimization problems. Recently, many distributed stochastic optimization~(DSO) methods have been proposed to…

Machine Learning · Statistics 2016-12-13 Shen-Yi Zhao , Ru Xiang , Ying-Hao Shi , Peng Gao , Wu-Jun Li

Stochastic optimization algorithms are widely used for machine learning with large-scale data. However, their convergence often suffers from non-vanishing variance. Variance Reduction (VR) methods, such as SVRG and SARAH, address this issue…

Machine Learning · Computer Science 2026-01-12 Daniil Medyakov , Gleb Molodtsov , Savelii Chezhegov , Alexey Rebrikov , Aleksandr Beznosikov

Due to the substantial computational cost, training state-of-the-art deep neural networks for large-scale datasets often requires distributed training using multiple computation workers. However, by nature, workers need to frequently…

Machine Learning · Computer Science 2018-02-21 Yusuke Tsuzuku , Hiroto Imachi , Takuya Akiba

In this paper, we design a novel distributed learning algorithm using stochastic compressed communications. In detail, we pursue a modular approach, merging ADMM and a gradient-based approach, benefiting from the robustness of the former…

Optimization and Control · Mathematics 2025-07-01 Guido Carnevale , Nicola Bastianello

Compression schemes have been extensively used in Federated Learning (FL) to reduce the communication cost of distributed learning. While most approaches rely on a bounded variance assumption of the noise produced by the compressor, this…

Machine Learning · Computer Science 2023-11-01 Mahmoud Hegazy , Rémi Leluc , Cheuk Ting Li , Aymeric Dieuleveut

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. More precisely, we interpret a large class of…

Machine Learning · Statistics 2020-09-07 Andrei Kulunchakov , Julien Mairal

Gradient-based optimization methods implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the high communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-11 Xiaoge Deng , Dongsheng Li , Tao Sun , Xicheng Lu

We consider distributed optimization where the objective function is spread among different devices, each sending incremental model updates to a central server. To alleviate the communication bottleneck, recent work proposed various schemes…

Optimization and Control · Mathematics 2019-04-11 Samuel Horváth , Dmitry Kovalev , Konstantin Mishchenko , Sebastian Stich , Peter Richtárik

Large language models (LLMs) have demonstrated impressive capabilities in a wide range of downstream natural language processing tasks. Nevertheless, their considerable sizes and memory demands hinder practical deployment, underscoring the…

Computation and Language · Computer Science 2026-03-17 Haolei Bai , Siyong Jian , Tuo Liang , Yu Yin , Huan Wang

Decentralized optimization methods enable on-device training of machine learning models without a central coordinator. In many scenarios communication between devices is energy demanding and time consuming and forms the bottleneck of the…

Optimization and Control · Mathematics 2020-11-04 Dmitry Kovalev , Anastasia Koloskova , Martin Jaggi , Peter Richtarik , Sebastian U. Stich

Support vector regression (SVR) is one of the most popular machine learning algorithms aiming to generate the optimal regression curve through maximizing the minimal margin of selected training samples, i.e., support vectors. Recent…

Machine Learning · Computer Science 2019-05-07 Gaoyang Li , Jinyu Yang , Chunguo Wu , Qin Ma

Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck…

Machine Learning · Computer Science 2021-05-24 Dmitrii Avdiukhin , Grigory Yaroslavtsev

We consider the problem of communication efficient distributed optimization where multiple nodes exchange important algorithm information in every iteration to solve large problems. In particular, we focus on the stochastic variance-reduced…

Machine Learning · Computer Science 2020-03-16 Hossein S. Ghadikolaei , Sindri Magnusson

Communication overhead is a known bottleneck in federated learning (FL). To address this, lossy compression is commonly used on the information communicated between the server and clients during training. In horizontal FL, where each client…

Machine Learning · Computer Science 2025-02-25 Pedro Valdeira , João Xavier , Cláudia Soares , Yuejie Chi

We show that the convergence proof of a recent algorithm called dist-EF-SGD for distributed stochastic gradient descent with communication efficiency using error-feedback of Zheng et al. (NeurIPS 2019) is problematic mathematically.…

Optimization and Control · Mathematics 2021-05-11 Tran Thi Phuong , Le Trieu Phong

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

Large-scale machine learning models are often trained by parallel stochastic gradient descent algorithms. However, the communication cost of gradient aggregation and model synchronization between the master and worker nodes becomes the…

Machine Learning · Computer Science 2020-07-03 Xiaorui Liu , Yao Li , Jiliang Tang , Ming Yan

In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms,…

Optimization and Control · Mathematics 2017-04-10 Kevin Scaman , Francis Bach , Sébastien Bubeck , Yin Tat Lee , Laurent Massoulié