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This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

Stochastic gradient descent (SGD) is one of the most widely used optimization methods for solving various machine learning problems. SGD solves an optimization problem by iteratively sampling a few data points from the input data, computing…

Machine Learning · Computer Science 2020-11-18 Aditya Devarakonda , James Demmel

Distributed optimization is essential for training large models on large datasets. Multiple approaches have been proposed to reduce the communication overhead in distributed training, such as synchronizing only after performing multiple…

Machine Learning · Computer Science 2020-02-21 Jianyu Wang , Vinayak Tantia , Nicolas Ballas , Michael Rabbat

Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Machine Learning · Computer Science 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy

For SGD based distributed stochastic optimization, computation complexity, measured by the convergence rate in terms of the number of stochastic gradient calls, and communication complexity, measured by the number of inter-node…

Optimization and Control · Mathematics 2019-05-14 Hao Yu , Rong Jin

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

We study distributed optimization problems over multi-agent networks, including consensus and network flow problems. Existing distributed methods neglect the heterogeneity among agents' computational capabilities, limiting their…

Optimization and Control · Mathematics 2023-08-03 Xiaochun Niu , Ermin Wei

Consider $n$ agents connected over a network collaborating to minimize the average of their local cost functions combined with a common nonsmooth function. This paper introduces a unified algorithmic framework for solving such a problem…

Optimization and Control · Mathematics 2026-05-05 Kun Huang , Shi Pu , Angelia Nedić

As the size of models and datasets grows, it has become increasingly common to train models in parallel. However, existing distributed stochastic gradient descent (SGD) algorithms suffer from insufficient utilization of computational…

Machine Learning · Computer Science 2023-08-30 Xin Zhou , Ling Chen , Houming Wu

We formulate the swarming optimization problem as a weakly coupled, dissipative dynamical system governed by a controlled energy dissipation rate and initial velocities that adhere to the nonequilibrium Onsager principle. In this framework,…

Numerical Analysis · Mathematics 2025-07-15 Xuelong Gu , Qi Wang

With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…

Machine Learning · Computer Science 2021-04-27 Jinhuan Duan , Xianxian Li , Shiqi Gao , Jinyan Wang , Zili Zhong

Modern machine learning often requires training with large batch size, distributed data, and massively parallel compute hardware (like mobile and other edge devices or distributed data centers). Communication becomes a major bottleneck in…

Machine Learning · Computer Science 2025-12-12 Ahmed Khaled , Satyen Kale , Arthur Douillard , Chi Jin , Rob Fergus , Manzil Zaheer

Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…

Machine Learning · Computer Science 2020-09-22 Negar Foroutan Eghlidi , Martin Jaggi

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

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

In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with…

Optimization and Control · Mathematics 2022-10-31 Shuhua Yu , Soummya Kar

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

We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…

Optimization and Control · Mathematics 2021-10-05 Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar , Umut Simsekli , Lingjiong Zhu

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2023-10-18 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb
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