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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…

Optimization and Control · Mathematics 2024-06-04 Siqi Zhang , Sayantan Choudhury , Sebastian U Stich , Nicolas Loizou

Dynamic state estimation (DSE) is becoming increasingly important for monitoring inverter-dominated power systems. Due to their cascading control structures, inverter-based resources (IBRs) exhibit multi-timescale dynamics, leading to stiff…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Xingyu Zhao , Marcos Netto , Junbo Zhao

Large-scale machine learning models are often trained by parallel stochastic gradient descent algorithms. However, the communication cost of gradient aggregation and model synchronization between the master and worker nodes becomes the…

Machine Learning · Computer Science 2020-07-03 Xiaorui Liu , Yao Li , Jiliang Tang , Ming Yan

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…

Optimization and Control · Mathematics 2017-10-17 Lin Xiao , Adams Wei Yu , Qihang Lin , Weizhu Chen

Decentralized training of deep learning models is a key element for enabling data privacy and on-device learning over networks. In realistic learning scenarios, the presence of heterogeneity across different clients' local datasets poses an…

Machine Learning · Computer Science 2021-06-21 Tao Lin , Sai Praneeth Karimireddy , Sebastian U. Stich , Martin Jaggi

Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy…

Machine Learning · Computer Science 2020-02-14 Ran Xin , Soummya Kar , Usman A. Khan

Distributed optimization methods with local updates have recently attracted a lot of attention due to their potential to reduce the communication cost of distributed methods. In these algorithms, a collection of nodes performs several local…

Optimization and Control · Mathematics 2023-10-11 Sulaiman A. Alghunaim

Local stochastic gradient descent (Local-SGD), also referred to as federated averaging, is an approach to distributed optimization where each device performs more than one SGD update per communication. This work presents an empirical study…

In this work, we propose a distributed algorithm for stochastic non-convex optimization. We consider a worker-server architecture where a set of $K$ worker nodes (WNs) in collaboration with a server node (SN) jointly aim to minimize a…

Optimization and Control · Mathematics 2020-05-04 Prashant Khanduri , Pranay Sharma , Swatantra Kafle , Saikiran Bulusu , Ketan Rajawat , Pramod K. Varshney

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Machine Learning · Computer Science 2021-03-01 Yuyang Deng , Mehrdad Mahdavi

In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…

Optimization and Control · Mathematics 2021-12-21 Eduard Gorbunov

We propose a novel single-loop decentralized algorithm called DGDA-VR for solving the stochastic nonconvex strongly-concave minimax problem over a connected network of $M$ agents. By using stochastic first-order oracles to estimate the…

Optimization and Control · Mathematics 2024-03-21 Xuan Zhang , Gabriel Mancino-Ball , Necdet Serhat Aybat , Yangyang Xu

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

In this paper, we propose and analyze SQuARM-SGD, a communication-efficient algorithm for decentralized training of large-scale machine learning models over a network. In SQuARM-SGD, each node performs a fixed number of local SGD steps…

Machine Learning · Computer Science 2021-10-12 Navjot Singh , Deepesh Data , Jemin George , Suhas Diggavi

This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

In distributed machine learning, efficient training across multiple agents with different data distributions poses significant challenges. Even with a centralized coordinator, current algorithms that achieve optimal communication complexity…

Machine Learning · Computer Science 2024-08-13 Junchi Yang , Murat Yildirim , Qiu Feng

With the increasing demand for large-scale training of machine learning models, fully decentralized optimization methods have recently been advocated as alternatives to the popular parameter server framework. In this paradigm, each worker…

Machine Learning · Computer Science 2024-07-10 Guojun Xiong , Gang Yan , Shiqiang Wang , Jian Li

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…

Machine Learning · Computer Science 2025-08-07 Chengcheng Yan , Jiawei Xu , Zheng Peng , Qingsong Wang

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…

Machine Learning · Computer Science 2021-06-17 Sebastian U. Stich , Sai Praneeth Karimireddy

In decentralized optimization, multiple nodes in a network collaborate to minimize the sum of their local loss functions. The information exchange between nodes required for this task, is often limited by network connectivity. We consider a…

Optimization and Control · Mathematics 2021-10-07 Rajarshi Saha , Stefano Rini , Milind Rao , Andrea Goldsmith