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Decentralized stochastic optimization has recently benefited from gradient tracking methods \cite{DSGT_Pu,DSGT_Xin} providing efficient solutions for large-scale empirical risk minimization problems. In Part I \cite{GT_SAGA} of this work,…

Optimization and Control · Mathematics 2019-12-12 Ran Xin , Usman A. Khan , Soummya Kar

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Optimization and Control · Mathematics 2026-04-10 Qing Xu , Yiwei Liao , Wenqi Fan , Xingxing You , Songyi Dian

We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired…

Optimization and Control · Mathematics 2022-04-19 Mohammad Taha Toghani , César A. Uribe

Network consensus optimization has received increasing attention in recent years and has found important applications in many scientific and engineering fields. To solve network consensus optimization problems, one of the most well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-10 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

This paper presents a novel distributed formulation of the min-max optimization problem. Such a formulation enables enhanced flexibility among agents when optimizing their maximization variables. To address the problem, we propose two…

Optimization and Control · Mathematics 2025-05-19 Runze You , Kun Huang , Shi Pu

This paper studies a decentralized stochastic gradient tracking (DSGT) algorithm for non-convex empirical risk minimization problems over a peer-to-peer network of nodes, which is in sharp contrast to the existing DSGT only for convex…

Machine Learning · Computer Science 2020-08-31 Jiaqi Zhang , Keyou You

In this paper, we present a conditional gradient type (CGT) method for solving a class of composite optimization problems where the objective function consists of a (weakly) smooth term and a (strongly) convex regularization term. While…

Optimization and Control · Mathematics 2018-01-03 Saeed Ghadimi

In this paper, we consider the decentralized optimization problems with generalized orthogonality constraints, where both the objective function and the constraint exhibit a distributed structure. Such optimization problems, albeit…

Optimization and Control · Mathematics 2024-09-10 Lei Wang , Nachuan Xiao , Xin Liu

In the modern paradigm of multi-agent networks, communication has become one of the main bottlenecks for decentralized optimization, where a large number of agents are involved in minimizing the average of the local cost functions. In this…

Optimization and Control · Mathematics 2023-03-14 Yiwei Liao , Zhuorui Li , Shi Pu

An increasing bottleneck in decentralized optimization is communication. Bigger models and growing datasets mean that decentralization of computation is important and that the amount of information exchanged is quickly growing. While…

Machine Learning · Computer Science 2021-08-19 Tharindu B. Adikari , Stark C. Draper

This paper considers the decentralized consensus optimization problem defined over a network where each node holds a second-order differentiable local objective function. Our goal is to minimize the summation of local objective functions…

Optimization and Control · Mathematics 2020-08-25 Jiaojiao Zhang , Qing Ling , Anthony Man-Cho So

Due to the high communication cost in distributed and federated learning problems, methods relying on compression of communicated messages are becoming increasingly popular. While in other contexts the best performing gradient-type methods…

Optimization and Control · Mathematics 2020-06-29 Zhize Li , Dmitry Kovalev , Xun Qian , Peter Richtárik

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

In the modern paradigm of multi-agent networks, communication has become one of the main bottlenecks for decentralized optimization, where a large number of agents are involved in minimizing the average of the local cost functions. In this…

Optimization and Control · Mathematics 2024-08-06 Yiwei Liao , Zhuorui Li , Shi Pu , Tsung-Hui Chang

Due to the explosion in the size of the training datasets, distributed learning has received growing interest in recent years. One of the major bottlenecks is the large communication cost between the central server and the local workers.…

Machine Learning · Computer Science 2022-02-25 Yujia Wang , Lu Lin , Jinghui Chen

A wide range of optimization problems arising in machine learning can be solved by gradient descent algorithms, and a central question in this area is how to efficiently compress a large-scale dataset so as to reduce the computational…

Machine Learning · Computer Science 2022-10-11 Jiawei Huang , Ruomin Huang , Wenjie Liu , Nikolaos M. Freris , Hu Ding

In this paper, we consider a strongly convex finite-sum minimization problem over a decentralized network and propose a communication-efficient decentralized Newton's method for solving it. We first apply dynamic average consensus (DAC) so…

Optimization and Control · Mathematics 2022-10-04 Huikang Liu , Jiaojiao Zhang , Anthony Man-Cho So , Qing Ling

Modern image and video compression codes employ elaborate structures existing in such signals to encode them into few number of bits. Compressed sensing recovery algorithms on the other hand use such signals' structures to recover them from…

Information Theory · Computer Science 2017-04-10 Sajjad Beygi , Shirin Jalali , Arian Maleki , Urbashi Mitra

Network-distributed optimization has attracted significant attention in recent years due to its ever-increasing applications. However, the classic decentralized gradient descent (DGD) algorithm is communication-inefficient for large-scale…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-12-09 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

We investigate the problem of agent-to-agent interaction in decentralized (federated) learning over time-varying directed graphs, and, in doing so, propose a consensus-based algorithm called DSGTm-TV. The proposed algorithm incorporates…

Optimization and Control · Mathematics 2024-09-27 Duong Thuy Anh Nguyen , Su Wang , Duong Tung Nguyen , Angelia Nedich , H. Vincent Poor