Related papers: SLowcal-SGD: Slow Query Points Improve Local-SGD f…
This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…
The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…
Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…
Previous works on stochastic gradient descent (SGD) often focus on its success. In this work, we construct worst-case optimization problems illustrating that, when not in the regimes that the previous works often assume, SGD can exhibit…
In this paper, we propose a stochastic scheduling strategy for estimating the states of N discrete-time linear time invariant (DTLTI) dynamic systems, where only one system can be observed by the sensor at each time instant due to practical…
As learning models continue to grow in size, enabling on-device local training of these models has emerged as a critical challenge in federated learning. A popular solution is sub-model training, where the server only distributes randomly…
In this paper, we demonstrate, both theoretically and by numerical examples, that adding a local prediction component to the update rule can significantly improve the convergence rate of distributed averaging algorithms. We focus on the…
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…
We consider practical data characteristics underlying federated learning, where unbalanced and non-i.i.d. data from clients have a block-cyclic structure: each cycle contains several blocks, and each client's training data follow…
Machine learning with big data often involves large optimization models. For distributed optimization over a cluster of machines, frequent communication and synchronization of all model parameters (optimization variables) can be very…
Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…
In distributed training of deep neural networks, parallel mini-batch SGD is widely used to speed up the training process by using multiple workers. It uses multiple workers to sample local stochastic gradient in parallel, aggregates all…
We introduce a collaborative learning framework allowing multiple parties having different sets of attributes about the same user to jointly build models without exposing their raw data or model parameters. In particular, we propose a…
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…
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…
Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of…
The Lookahead optimizer enhances deep learning models by employing a dual-weight update mechanism, which has been shown to improve the performance of underlying optimizers such as SGD. However, most theoretical studies focus on its…
Stochastic gradient methods (SGMs) are predominant approaches for solving stochastic optimization. On smooth nonconvex problems, a few acceleration techniques have been applied to improve the convergence rate of SGMs. However, little…
Decentralized stochastic gradient descent (SGD) is a driving engine for decentralized federated learning (DFL). The performance of decentralized SGD is jointly influenced by inter-node communications and local updates. In this paper, we…
We introduce SubGD, a novel few-shot learning method which is based on the recent finding that stochastic gradient descent updates tend to live in a low-dimensional parameter subspace. In experimental and theoretical analyses, we show that…