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We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…

Machine Learning · Computer Science 2018-02-19 Ilja Kuzborskij , Christoph H. Lampert

Optimal algorithm design for federated learning (FL) remains an open problem. This paper explores the full potential of FL in practical edge computing systems where workers may have different computation and communication capabilities, and…

Machine Learning · Computer Science 2021-11-29 Yangchen Li , Ying Cui , Vincent Lau

We study the last-iterate convergence of variance reduction methods for extragradient (EG) algorithms for a class of variational inequalities satisfying error-bound conditions. Previously, last-iterate linear convergence was only known…

Optimization and Control · Mathematics 2024-01-02 Tianlong Nan , Yuan Gao , Christian Kroer

We consider a federated learning (FL) system consisting of multiple clients and a server, where the clients aim to collaboratively learn a common decision model from their distributed data. Unlike the conventional FL framework that assumes…

Machine Learning · Computer Science 2023-05-10 Kun Jin , Tongxin Yin , Zhongzhu Chen , Zeyu Sun , Xueru Zhang , Yang Liu , Mingyan Liu

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

Although Federated Learning (FL) enables global model training across clients without compromising their raw data, due to the unevenly distributed data among clients, existing Federated Averaging (FedAvg)-based methods suffer from the…

Machine Learning · Computer Science 2024-07-08 Ming Hu , Zhihao Yue , Xiaofei Xie , Cheng Chen , Yihao Huang , Xian Wei , Xiang Lian , Yang Liu , Mingsong Chen

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

In traffic prediction, the goal is to estimate traffic speed or flow in specific regions or road segments using historical data collected by devices deployed in each area. Each region or road segment can be viewed as an individual client…

Machine Learning · Computer Science 2025-07-15 Audri Banik , Glaucio Haroldo Silva de Carvalho , Renata Dividino

Over the past ten years, driven by large scale optimisation problems arising from machine learning, the development of stochastic optimisation methods have witnessed a tremendous growth. However, despite their popularity, the theoretical…

Optimization and Control · Mathematics 2018-11-05 Clarice Poon , Jingwei Liang , Carola-Bibiane Schönlieb

Federated Learning is a distributed learning paradigm with two key challenges that differentiate it from traditional distributed optimization: (1) significant variability in terms of the systems characteristics on each device in the network…

Machine Learning · Computer Science 2020-04-23 Tian Li , Anit Kumar Sahu , Manzil Zaheer , Maziar Sanjabi , Ameet Talwalkar , Virginia Smith

We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine…

Optimization and Control · Mathematics 2024-11-25 Dmitry Kovalev , Ekaterina Borodich

The statistical heterogeneity of the non-independent and identically distributed (non-IID) data in local clients significantly limits the performance of federated learning. Previous attempts like FedProx, SCAFFOLD, MOON, FedNova and FedDyn…

Machine Learning · Computer Science 2022-12-15 Ziqing Fan , Yanfeng Wang , Jiangchao Yao , Lingjuan Lyu , Ya Zhang , Qi Tian

Federated learning, where algorithms are trained across multiple decentralized devices without sharing local data, is increasingly popular in distributed machine learning practice. Typically, a graph structure $G$ exists behind local…

Machine Learning · Statistics 2022-09-20 Huiyuan Wang , Xuyang Zhao , Wei Lin

Federated learning (FL) is a distributed learning protocol in which a server needs to aggregate a set of models learned some independent clients to proceed the learning process. At present, model averaging, known as FedAvg, is one of the…

Machine Learning · Computer Science 2020-08-12 Kenta Nagura , Song Bian , Takashi Sato

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

There is an increasing interest in a fast-growing machine learning technique called Federated Learning, in which the model training is distributed over mobile user equipments (UEs), exploiting UEs' local computation and training data.…

Machine Learning · Computer Science 2020-12-23 Canh T. Dinh , Nguyen H. Tran , Minh N. H. Nguyen , Choong Seon Hong , Wei Bao , Albert Y. Zomaya , Vincent Gramoli

Federated Learning (FL) is a way for machines to learn from data that is kept locally, in order to protect the privacy of clients. This is typically done using local SGD, which helps to improve communication efficiency. However, such a…

Machine Learning · Computer Science 2023-06-01 Yongxin Guo , Xiaoying Tang , Tao Lin

Federated learning is a prime candidate for distributed machine learning at the network edge due to the low communication complexity and privacy protection among other attractive properties. However, existing algorithms face issues with…

Machine Learning · Computer Science 2022-03-25 Hung T. Nguyen , H. Vincent Poor , Mung Chiang

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

Fairness has emerged as a critical problem in federated learning (FL). In this work, we identify a cause of unfairness in FL -- conflicting gradients with large differences in the magnitudes. To address this issue, we propose the federated…

Machine Learning · Computer Science 2021-06-17 Zheng Wang , Xiaoliang Fan , Jianzhong Qi , Chenglu Wen , Cheng Wang , Rongshan Yu
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