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We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

Optimization and Control · Mathematics 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In distributed machine learning, a central node outsources computationally expensive calculations to external worker nodes. The properties of optimization procedures like stochastic gradient descent (SGD) can be leveraged to mitigate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-19 Maximilian Egger , Serge Kas Hanna , Rawad Bitar

Synchronous mini-batch SGD is state-of-the-art for large-scale distributed machine learning. However, in practice, its convergence is bottlenecked by slow communication rounds between worker nodes. A natural solution to reduce communication…

Machine Learning · Computer Science 2019-04-26 Kumar Kshitij Patel , Aymeric Dieuleveut

We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…

Systems and Control · Computer Science 2012-08-16 Andrea Simonetto , Tamas Keviczky , Mikael Johansson

Reducing communication in training large-scale machine learning applications on distributed platform is still a big challenge. To address this issue, we propose a distributed hierarchical averaging stochastic gradient descent (Hier-AVG)…

Machine Learning · Computer Science 2019-09-10 Fan Zhou , Guojing Cong

We revisit the classical Local SGD and Federated Averaging (FedAvg) methods for distributed optimization and federated learning. While prior work has primarily focused on iteration complexity, we analyze these methods through the lens of…

Optimization and Control · Mathematics 2025-09-30 Adrien Fradin , Peter Richtárik , Alexander Tyurin

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

Machine Learning · Statistics 2025-09-09 Naoki Yoshida , Shogo Nakakita , Masaaki Imaizumi

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Decentralized optimization is emerging as a viable alternative for scalable distributed machine learning, but also introduces new challenges in terms of synchronization costs. To this end, several communication-reduction techniques, such as…

Machine Learning · Computer Science 2022-03-28 Giorgi Nadiradze , Amirmojtaba Sabour , Peter Davies , Shigang Li , Dan Alistarh

In centralized settings, it is well known that stochastic gradient descent (SGD) avoids saddle points and converges to local minima in nonconvex problems. However, similar guarantees are lacking for distributed first-order algorithms. The…

Optimization and Control · Mathematics 2022-03-07 Brian Swenson , Ryan Murray , H. Vincent Poor , Soummya Kar

We study adaptive aggregation for heterogeneous local SGD in convex finite-sum optimization, allowing heterogeneous local horizons, minibatch sizes, gradient noise, and participation. We introduce HEW-Local SGD, a corrected local-SGD method…

Optimization and Control · Mathematics 2026-04-29 Dmitry Pasechnyuk-Vilensky , Martin Takáč

We consider speeding up stochastic gradient descent (SGD) by parallelizing it across multiple workers. We assume the same data set is shared among $N$ workers, who can take SGD steps and coordinate with a central server. While it is…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-28 Artin Spiridonoff , Alex Olshevsky , Ioannis Ch. Paschalidis

We consider distributed optimization as motivated by machine learning in a multi-agent system: each agent holds local data and the goal is to minimize an aggregate loss function over a common model, via an interplay of local training and…

Optimization and Control · Mathematics 2025-04-08 Dingran Yi , Fanhao Zeng , Nikolaos M. Freris

Communication is a major bottleneck in distributed learning, especially in large-scale settings and in federated learning environments with slow links. Three standard ways to reduce this cost are communication compression, local training,…

Machine Learning · Computer Science 2026-05-21 Yassine Maziane , Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

This paper investigates scaling laws for local SGD in LLM training, a distributed optimization algorithm that facilitates training on loosely connected devices. Through extensive experiments, we show that local SGD achieves competitive…

Computation and Language · Computer Science 2024-09-23 Qiaozhi He , Xiaomin Zhuang , Zhihua Wu

The question of how to parallelize the stochastic gradient descent (SGD) method has received much attention in the literature. In this paper, we focus instead on batch methods that use a sizeable fraction of the training set at each…

Optimization and Control · Mathematics 2016-10-26 Albert S. Berahas , Jorge Nocedal , Martin Takáč

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

In distributed optimization for large-scale learning, a major performance limitation comes from the communications between the different entities. When computations are performed by workers on local data while a coordinator machine…

Optimization and Control · Mathematics 2020-06-26 Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick , Massih-Reza Amini