Related papers: Federated Random Reshuffling with Compression and …
In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…
Differentially Private Stochastic Gradient Descent (DP-SGD) forms a fundamental building block in many applications for learning over sensitive data. Two standard approaches, privacy amplification by subsampling, and privacy amplification…
Federated Learning (FL) enables collaborative model training across distributed clients while preserving data privacy, yet faces challenges in non-independent and identically distributed (non-IID) settings due to client drift, which impairs…
Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…
In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…
When applying a stochastic algorithm, one must choose an order to draw samples. The practical choices are without-replacement sampling orders, which are empirically faster and more cache-friendly than uniform-iid-sampling but often have…
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…
Soft random sampling (SRS) is a simple yet effective approach for efficient training of large-scale deep neural networks when dealing with massive data. SRS selects a subset uniformly at random with replacement from the full data set in…
We present a randomized forward mode gradient (RFG) as an alternative to backpropagation. RFG is a random estimator for the gradient that is constructed based on the directional derivative along a random vector. The forward mode automatic…
Stochastic Gradient Descent (SGD), a widely used optimization algorithm in deep learning, is often limited to converging to local optima due to the non-convex nature of the problem. Leveraging these local optima to improve model performance…
Random feature (RF) has been widely used for node consistency in decentralized kernel ridge regression (KRR). Currently, the consistency is guaranteed by imposing constraints on coefficients of features, necessitating that the random…
Recent studies on few-shot classification using transfer learning pose challenges to the effectiveness and efficiency of episodic meta-learning algorithms. Transfer learning approaches are a natural alternative, but they are restricted to…
Recently, research on accelerated stochastic gradient descent methods (e.g., SVRG) has made exciting progress (e.g., linear convergence for strongly convex problems). However, the best-known methods (e.g., Katyusha) requires at least two…
We propose a new optimization formulation for training federated learning models. The standard formulation has the form of an empirical risk minimization problem constructed to find a single global model trained from the private data stored…
Local Stochastic Gradient Descent (SGD) with periodic model averaging (FedAvg) is a foundational algorithm in Federated Learning. The algorithm independently runs SGD on multiple workers and periodically averages the model across all the…
Adaptive importance sampling for stochastic optimization is a promising approach that offers improved convergence through variance reduction. In this work, we propose a new framework for variance reduction that enables the use of mixtures…
This paper presents an enhanced adaptive random Fourier features (ARFF) training algorithm for shallow neural networks, building upon the work introduced in "Adaptive Random Fourier Features with Metropolis Sampling", Kammonen et al.,…
In (\cite{zhang2014nonlinear,zhang2014nonlinear2}), we have viewed machine learning as a coding and dimensionality reduction problem, and further proposed a simple unsupervised dimensionality reduction method, entitled deep distributed…
Although SGD with random reshuffle has been widely-used in machine learning applications, there is a limited understanding of how model characteristics affect the convergence of the algorithm. In this work, we introduce model incoherence to…
In federated learning, communication cost is often a critical bottleneck to scale up distributed optimization algorithms to collaboratively learn a model from millions of devices with potentially unreliable or limited communication and…