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Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…

Optimization and Control · Mathematics 2023-02-06 Songyang Ge , Tsung-Hui Chang

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 focus on solving the decentralized optimization problem of minimizing the sum of $n$ objective functions over a multi-agent network. The agents are embedded in an undirected graph where they can only send/receive…

Optimization and Control · Mathematics 2024-04-23 Zhuoqing Song , Lei Shi , Shi Pu , Ming Yan

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2020-03-11 Shi Pu , Angelia Nedić

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li

We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…

Optimization and Control · Mathematics 2023-03-01 Yonggui Yan , Jie Chen , Pin-Yu Chen , Xiaodong Cui , Songtao Lu , Yangyang Xu

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

Stochastic Gradient Descent (SGD) is the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…

Machine Learning · Computer Science 2019-06-17 Kwangmin Yu , Thomas Flynn , Shinjae Yoo , Nicholas D'Imperio

Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…

Optimization and Control · Mathematics 2020-11-06 Haoran Sun , Songtao Lu , Mingyi Hong

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

Information Theory · Computer Science 2021-03-17 Ghadir Ayache , Salim El Rouayheb

We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…

Optimization and Control · Mathematics 2021-10-14 Farzad Yousefian , Jayesh Yevale , Harshal D. Kaushik

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-09 Anastasia Koloskova , Tao Lin , Sebastian U. Stich

We study high-probability (HP) convergence guarantees in decentralized stochastic optimization, where multiple agents collaborate to jointly train a model over a network. Existing HP results in decentralized settings almost exclusively…

Machine Learning · Computer Science 2026-05-04 Aleksandar Armacki , Haoyuan Cai , Ali H. Sayed

In distributed and federated learning algorithms, communication overhead is often reduced by performing multiple local updates between communication rounds. However, due to data heterogeneity across nodes and the local gradient noise within…

Machine Learning · Computer Science 2025-12-02 Yan Huang , Jinming Xu , Jiming Chen , Karl Henrik Johansson

Gradient-tracking (GT) based decentralized methods have emerged as an effective and viable alternative method to decentralized (stochastic) gradient descent (DSGD) when solving distributed online stochastic optimization problems. Initial…

Optimization and Control · Mathematics 2023-01-10 Sulaiman A. Alghunaim , Kun Yuan

Distributed stochastic gradient descent is an important subroutine in distributed learning. A setting of particular interest is when the clients are mobile devices, where two important concerns are communication efficiency and the privacy…

Machine Learning · Statistics 2018-05-29 Naman Agarwal , Ananda Theertha Suresh , Felix Yu , Sanjiv Kumar , H. Brendan Mcmahan

Communication compression techniques are of growing interests for solving the decentralized optimization problem under limited communication, where the global objective is to minimize the average of local cost functions over a multi-agent…

Optimization and Control · Mathematics 2022-05-26 Yiwei Liao , Zhuorui Li , Kun Huang , Shi Pu

Distributed descent-based methods are an essential toolset to solving optimization problems in multi-agent system scenarios. Here the agents seek to optimize a global objective function through mutual cooperation. Oftentimes, cooperation is…

Optimization and Control · Mathematics 2019-08-28 Arunselvan Ramaswamy

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
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