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We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

We propose a novel analysis of the Decentralized Stochastic Gradient Descent (DSGD) algorithm with constant step size, interpreting the iterates of the algorithm as a Markov chain. We show that DSGD converges to a stationary distribution,…

Machine Learning · Computer Science 2026-01-13 Lucas Versini , Paul Mangold , Aymeric Dieuleveut

We consider distributed on-device learning with limited communication and security requirements. We propose a new robust distributed optimization algorithm with efficient communication and attack tolerance. The proposed algorithm has…

Machine Learning · Computer Science 2019-10-03 Cong Xie , Sanmi Koyejo , Indranil Gupta

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

Communication efficiency is a major bottleneck in the applications of distributed networks. To address the problem, the problem of quantized distributed optimization has attracted a lot of attention. However, most of the existing quantized…

Optimization and Control · Mathematics 2022-11-01 Yongyang Xiong , Ligang Wu , Keyou You , Lihua Xie

Limiting failures of machine learning systems is of paramount importance for safety-critical applications. In order to improve the robustness of machine learning systems, Distributionally Robust Optimization (DRO) has been proposed as a…

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

In this paper, we introduce a fast row-stochastic decentralized algorithm, referred to as FRSD, to solve consensus optimization problems over directed communication graphs. The proposed algorithm only utilizes row-stochastic weights,…

Optimization and Control · Mathematics 2023-10-02 Diyako Ghaderyan , Necdet Serhat Aybat , A. Pedro Aguiar , Fernando Lobo Pereira

We consider distributed learning using constant stepsize SGD (DSGD) over several devices, each sending a final model update to a central server. In a final step, the local estimates are aggregated. We prove in the setting of…

Machine Learning · Statistics 2022-10-24 Mike Nguyen , Charly Kirst , Nicole Mücke

Multi-objective optimization (MOO) has become an influential framework in many machine learning problems with multiple objectives such as learning with multiple criteria and multi-task learning (MTL). In this paper, we propose a new…

Machine Learning · Computer Science 2023-11-30 Peiyao Xiao , Hao Ban , Kaiyi Ji

We consider a distributed learning problem in which the computation is carried out on a system consisting of a master node and multiple worker nodes. In such systems, the existence of slow-running machines called stragglers will cause a…

Information Theory · Computer Science 2019-01-16 Shunsuke Horii , Takahiro Yoshida , Manabu Kobayashi , Toshiyasu Matsushima

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

We study the problem of how to distribute the training of large-scale deep learning models in the parallel computing environment. We propose a new distributed stochastic optimization method called Elastic Averaging SGD (EASGD). We analyze…

Machine Learning · Computer Science 2016-05-10 Sixin Zhang

We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the…

Machine Learning · Computer Science 2019-03-26 Giulia Denevi , Carlo Ciliberto , Riccardo Grazzi , Massimiliano Pontil

In this work, we focus on the communication aspect of decentralized learning, which involves multiple agents training a shared machine learning model using decentralized stochastic gradient descent (D-SGD) over distributed data. In…

Networking and Internet Architecture · Computer Science 2023-07-10 Zheng Chen , Martin Dahl , Erik G. Larsson

We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…

Optimization and Control · Mathematics 2019-08-20 Jemin George , Tao Yang , He Bai , Prudhvi Gurram

Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the…

Optimization and Control · Mathematics 2022-10-07 Shaojun Dong , Fengyu Le , Meng Zhang , Si-Jing Tao , Chao Wang , Yong-Jian Han , Guo-Ping Guo

We study the consensus decentralized optimization problem where the objective function is the average of $n$ agents private non-convex cost functions; moreover, the agents can only communicate to their neighbors on a given network topology.…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-20 Sulaiman A. Alghunaim , Kun Yuan

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Machine Learning · Statistics 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi
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