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Training large machine learning models requires a distributed computing approach, with communication of the model updates being the bottleneck. For this reason, several methods based on the compression (e.g., sparsification and/or…

Machine Learning · Computer Science 2023-12-29 Konstantin Mishchenko , Eduard Gorbunov , Martin Takáč , Peter Richtárik

In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…

Optimization and Control · Mathematics 2019-06-11 Saeed Soori , Konstantin Mischenko , Aryan Mokhtari , Maryam Mehri Dehnavi , Mert Gurbuzbalaban

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

Multiagent Systems · Computer Science 2009-11-13 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

Optimization and Control · Mathematics 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

The paper studies decentralized optimization over networks, where agents minimize a sum of {\it locally} smooth (strongly) convex losses and plus a nonsmooth convex extended value term. We propose decentralized methods wherein agents {\it…

Optimization and Control · Mathematics 2026-02-20 Xiaokai Chen , Ilya Kuruzov , Gesualdo Scutari

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how…

Optimization and Control · Mathematics 2016-09-28 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

In developing efficient optimization algorithms, it is crucial to account for communication constraints -- a significant challenge in modern Federated Learning. The best-known communication complexity among non-accelerated algorithms is…

Machine Learning · Computer Science 2024-11-05 Xiaowen Jiang , Anton Rodomanov , Sebastian U. Stich

Processing data collected by a network of agents often boils down to solving an optimization problem. The distributed nature of these problems calls for methods that are, themselves, distributed. While most collaborative learning problems…

Machine Learning · Computer Science 2018-08-29 Inês Almeida , João Xavier

This work examines a stochastic formulation of the generalized Nash equilibrium problem (GNEP) where agents are subject to randomness in the environment of unknown statistical distribution. We focus on fully-distributed online learning by…

Computer Science and Game Theory · Computer Science 2017-06-28 Chung-Kai Yu , Mihaela van der Schaar , Ali H. Sayed

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

A classic approach for solving differential equations with neural networks builds upon neural forms, which employ the differential equation with a discretisation of the solution domain. Making use of neural forms for time-dependent…

Neural and Evolutionary Computing · Computer Science 2022-09-02 Toni Schneidereit , Michael Breuß

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

Optimization and Control · Mathematics 2023-07-17 Yi Huang , Ziyang Meng , Jian Sun , Wei Ren

In this paper, we propose objective-function-free (OFF) variants of the proximal Newton method for nonconvex composite optimization problems and the regularized Newton method for unconstrained optimization problems, respectively, using…

Optimization and Control · Mathematics 2026-05-19 Hong Zhu

We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…

Numerical Analysis · Mathematics 2019-12-09 Qipin Chen , Wenrui Hao

The choice of step-size used in Stochastic Gradient Descent (SGD) optimization is empirically selected in most training procedures. Moreover, the use of scheduled learning techniques such as Step-Decaying, Cyclical-Learning, and Warmup to…

Machine Learning · Computer Science 2020-06-12 Mahdi S. Hosseini , Konstantinos N. Plataniotis

In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solutions of PDEs and deep generative models are employed to…

Numerical Analysis · Mathematics 2022-07-06 Kejun Tang , Xiaoliang Wan , Chao Yang

As the complexity of our neural network models grow, so too do the data and computation requirements for successful training. One proposed solution to this problem is training on a distributed network of computational devices, thus…

Machine Learning · Computer Science 2020-05-22 Kyle Crandall , Dustin Webb

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

Optimization and Control · Mathematics 2022-11-10 Shengchao Zhao , Yongchao Liu
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