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The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

Nonconvex-concave min-max problem arises in many machine learning applications including minimizing a pointwise maximum of a set of nonconvex functions and robust adversarial training of neural networks. A popular approach to solve this…

Optimization and Control · Mathematics 2025-03-21 Jiawei Zhang , Peijun Xiao , Ruoyu Sun , Zhi-Quan Luo

Load imbalance pervasively exists in distributed deep learning training systems, either caused by the inherent imbalance in learned tasks or by the system itself. Traditional synchronous Stochastic Gradient Descent (SGD) achieves good…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-22 Shigang Li , Tal Ben-Nun , Salvatore Di Girolamo , Dan Alistarh , Torsten Hoefler

Hogwild! implements asynchronous Stochastic Gradient Descent (SGD) where multiple threads in parallel access a common repository containing training data, perform SGD iterations and update shared state that represents a jointly learned…

Machine Learning · Computer Science 2021-03-02 Marten van Dijk , Nhuong V. Nguyen , Toan N. Nguyen , Lam M. Nguyen , Quoc Tran-Dinh , Phuong Ha Nguyen

We consider stochastic optimization of a smooth non-convex loss function with a convex non-smooth regularizer. In the online setting, where a single sample of the stochastic gradient of the loss is available at every iteration, the problem…

Optimization and Control · Mathematics 2021-09-01 Basil M. Idrees , Javed Akhtar , Ketan Rajawat

In large-scale time series forecasting, one often encounters the situation where the temporal patterns of time series, while drifting over time, differ from one another in the same dataset. In this paper, we provably show under such…

Machine Learning · Computer Science 2021-06-14 Yucheng Lu , Youngsuk Park , Lifan Chen , Yuyang Wang , Christopher De Sa , Dean Foster

We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…

Machine Learning · Computer Science 2016-12-21 Zhouyuan Huo , Heng Huang

We study asynchronous finite sum minimization in a distributed-data setting with a central parameter server. While asynchrony is well understood in parallel settings where the data is accessible by all machines -- e.g., modifications of…

Machine Learning · Computer Science 2021-03-11 Margalit Glasgow , Mary Wootters

Distributed model training needs to be adapted to challenges such as the straggler effect and Byzantine attacks. When coordinating the training process with multiple computing nodes, ensuring timely and reliable gradient aggregation amidst…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-12-11 Jiahe Yan , Pratik Chaudhari , Leonard Kleinrock

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

Optimization and Control · Mathematics 2025-11-21 Fabio Nobile , Matteo Raviola , Nathan Schaeffer

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

Machine Learning · Computer Science 2025-06-13 Liu Ziyin , Hongchao Li , Masahito Ueda

Gradient descent (GD) methods are commonly employed in machine learning problems to optimize the parameters of the model in an iterative fashion. For problems with massive datasets, computations are distributed to many parallel computing…

Information Theory · Computer Science 2019-03-06 Emre Ozfatura , Deniz Gunduz , Sennur Ulukus

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Machine Learning · Computer Science 2026-01-27 Zhao Song , Song Yue

The growth of large language models (LLMs) increases challenges of accelerating distributed training across multiple GPUs in different data centers. Moreover, concerns about data privacy and data exhaustion have heightened interest in…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-18 Zhenheng Tang , Zichen Tang , Junlin Huang , Xinglin Pan , Rudan Yan , Yuxin Wang , Amelie Chi Zhou , Shaohuai Shi , Xiaowen Chu , Bo Li

We develop a general framework unifying several gradient-based stochastic optimization methods for empirical risk minimization problems both in centralized and distributed scenarios. The framework hinges on the introduction of an augmented…

Optimization and Control · Mathematics 2022-07-11 Yan Huang , Ying Sun , Zehan Zhu , Changzhi Yan , Jinming Xu

Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However,…

Machine Learning · Computer Science 2020-02-18 Tao Lin , Sebastian U. Stich , Kumar Kshitij Patel , Martin Jaggi

Owing to its application in solving the difficult and diverse clustering or outlier detection problem, support-based clustering has recently drawn plenty of attention. Support-based clustering method always undergoes two phases: finding the…

Machine Learning · Computer Science 2017-09-20 Tung Pham , Trung Le , Hang Dang

In this paper, we propose to solve a regularized distributionally robust learning problem in the decentralized setting, taking into account the data distribution shift. By adding a Kullback-Liebler regularization function to the robust…

Machine Learning · Computer Science 2022-09-13 Chaouki Ben Issaid , Anis Elgabli , Mehdi Bennis

This paper theoretically reanalyzes the convergence of the mini-batch stochastic gradient descent (SGD) for a structured minimization problem involving a finite-sum function with its gradient being stochastically approximated, and an…

Optimization and Control · Mathematics 2026-04-07 Runze Li , Jintao Xu , Wenxun Xing

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao