Related papers: Distributed gradient-based optimization in the pre…
In this thesis, I study the minimax oracle complexity of distributed stochastic optimization. First, I present the "graph oracle model", an extension of the classic oracle complexity framework that can be applied to study distributed…
Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…
This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…
Modern artificial intelligence relies on networks of agents that collect data, process information, and exchange it with neighbors to collaboratively solve optimization and learning problems. This article introduces a novel distributed…
We consider distributed iterative algorithms for the averaging problem over time-varying topologies. Our focus is on the convergence time of such algorithms when complete (unquantized) information is available, and on the degradation of…
In realistic distributed optimization scenarios, individual nodes possess only partial information and communicate over bandwidth constrained channels. For this reason, the development of efficient distributed algorithms is essential. In…
In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…
Decentralized optimization algorithms have recently attracted increasing attention due to its wide applications in all areas of science and engineering. In these algorithms, a collection of agents collaborate to minimize the average of a…
In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…
This paper studies a distributed multi-agent convex optimization problem. The system comprises multiple agents in this problem, each with a set of local data points and an associated local cost function. The agents are connected to a…
This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…
We consider stochastic optimization under distributional uncertainty, where the unknown distributional parameter is estimated from streaming data that arrive sequentially over time. Moreover, data may depend on the decision of the time when…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a noisy gradient of its own objective function, and can communicate with its neighbors via a network. To handle this…
Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…
Distributed supply-chain optimization demands algorithms that can cope with unreliable communication, unbounded messaging delays, and geographically dispersed agents while still guaranteeing convergence with provable rates. In this work, we…
This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…
Recently, there is a growing interest in the study of median-based algorithms for distributed non-convex optimization. Two prominent such algorithms include signSGD with majority vote, an effective approach for communication reduction via…
Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…
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…
We consider the distributed stochastic optimization problem where $n$ agents want to minimize a global function given by the sum of agents' local functions, and focus on the heterogeneous setting when agents' local functions are defined…