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Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…
Stochastic first-order methods such as Stochastic Extragradient (SEG) or Stochastic Gradient Descent-Ascent (SGDA) for solving smooth minimax problems and, more generally, variational inequality problems (VIP) have been gaining a lot of…
We propose \texttt{FedGLOMO}, a novel federated learning (FL) algorithm with an iteration complexity of $\mathcal{O}(\epsilon^{-1.5})$ to converge to an $\epsilon$-stationary point (i.e., $\mathbb{E}[\|\nabla f(\bm{x})\|^2] \leq \epsilon$)…
In this paper, we study stochastic minimax problems with decision-dependent distributions (SMDD), where the probability distribution of stochastic variable depends on decision variable. For SMDD with nonconvex-(strongly) concave objective…
Distributed stochastic gradient descent~(DSGD) has been widely used for optimizing large-scale machine learning models, including both convex and non-convex models. With the rapid growth of model size, huge communication cost has been the…
Federated learning (FL) is a new paradigm that enables many clients to jointly train a machine learning (ML) model under the orchestration of a parameter server while keeping the local data not being exposed to any third party. However, the…
In the rapidly evolving realm of machine learning, algorithm effectiveness often faces limitations due to data quality and availability. Traditional approaches grapple with data sharing due to legal and privacy concerns. The federated…
In this paper, we study communication-efficient distributed stochastic gradient descent (SGD) with data sets of users distributed over a certain area and communicating through wireless channels. Since the time for one iteration in the…
Federated learning (FL) allows multiple clients cooperatively train models without disclosing local data. However, the existing works fail to address all these practical concerns in FL: limited communication resources, dynamic network…
There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…
Federated learning is a training paradigm according to which a server-based model is cooperatively trained using local models running on edge devices and ensuring data privacy. These devices exchange information that induces a substantial…
Minimax problems, such as generative adversarial network, adversarial training, and fair training, are widely solved by a multi-step gradient descent ascent (MGDA) method in practice. However, its convergence guarantee is limited. In this…
Federated Learning (FL) makes a large amount of edge computing devices (e.g., mobile phones) jointly learn a global model without data sharing. In FL, data are generated in a decentralized manner with high heterogeneity. This paper studies…
In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…
Federated learning (FL) is an emerging technique for training machine learning models using geographically dispersed data collected by local entities. It includes local computation and synchronization steps. To reduce the communication…
Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…
In this work, we study empirical risk minimization (ERM) within a federated learning framework, where a central server minimizes an ERM objective function using training data that is stored across $m$ clients. In this setting, the Federated…
The large communication cost for exchanging gradients between different nodes significantly limits the scalability of distributed training for large-scale learning models. Motivated by this observation, there has been significant recent…
Federated Learning (FL) is a nascent decentralized learning framework under which a massive collection of heterogeneous clients collaboratively train a model without revealing their local data. Scarce communication, privacy leakage, and…
Existing federated learning paradigms usually extensively exchange distributed models at a central solver to achieve a more powerful model. However, this would incur severe communication burden between a server and multiple clients…