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In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…

Machine Learning · Computer Science 2018-10-31 Fanhua Shang , Kaiwen Zhou , Hongying Liu , James Cheng , Ivor W. Tsang , Lijun Zhang , Dacheng Tao , Licheng Jiao

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

We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…

Optimization and Control · Mathematics 2023-11-09 Firooz Shahriari-Mehr , Ashkan Panahi

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

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $\epsilon$-accurate first-order…

Optimization and Control · Mathematics 2021-06-15 Ran Xin , Usman A. Khan , Soummya Kar

Decentralized optimization has emerged as a critical paradigm for distributed learning, enabling scalable training while preserving data privacy through peer-to-peer collaboration. However, existing methods often suffer from communication…

Machine Learning · Computer Science 2026-01-06 Yijie Zhou , Shi Pu

This paper proposes a new decentralized conjugate gradient (NDCG) method and a decentralized memoryless BFGS (DMBFGS) method for the nonconvex and strongly convex decentralized optimization problem, respectively, of minimizing a finite sum…

Optimization and Control · Mathematics 2025-01-20 Liping Wang , Hao Wu , Hongchao Zhang

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 propose a novel policy gradient method for multi-agent reinforcement learning, which leverages two different variance-reduction techniques and does not require large batches over iterations. Specifically, we propose a momentum-based…

Machine Learning · Computer Science 2021-12-07 Zhanhong Jiang , Xian Yeow Lee , Sin Yong Tan , Kai Liang Tan , Aditya Balu , Young M. Lee , Chinmay Hegde , Soumik Sarkar

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

Distributed stochastic gradient descent~(DSGD) has been widely used for optimizing large-scale machine learning models, including both convex and non-convex models. With the rapid growth of model size, huge communication cost has been the…

Machine Learning · Statistics 2019-05-31 Shen-Yi Zhao , Hao Gao , Wu-Jun Li

We study distributed adaptive algorithms with local updates (intermittent communication). Despite the great empirical success of adaptive methods in distributed training of modern machine learning models, the theoretical benefits of local…

Machine Learning · Computer Science 2025-02-13 Ziheng Cheng , Margalit Glasgow

Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale data. This paper studies…

Machine Learning · Computer Science 2024-06-03 Hongchang Gao

Distributed Deep Learning (DDL) is essential for large-scale Deep Learning (DL) training. Synchronous Stochastic Gradient Descent (SSGD) 1 is the de facto DDL optimization method. Using a sufficiently large batch size is critical to…

Machine Learning · Computer Science 2021-12-03 Wei Zhang , Mingrui Liu , Yu Feng , Xiaodong Cui , Brian Kingsbury , Yuhai Tu

Decentralized machine learning (DML) supports collaborative training in large-scale networks with no central server. It is sensitive to the quality and reliability of inter-device communications that result in time-varying and stochastic…

Signal Processing · Electrical Eng. & Systems 2025-11-06 Zhiyuan Zhai , Shuyan Hu , Wei Ni , Xiaojun Yuan , Xin Wang

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…

Optimization and Control · Mathematics 2019-05-13 Hao Yu , Rong Jin , Sen Yang

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Emiliano Dall'Anese

Decentralized learning (DL) is an emerging technique that allows nodes on the web to collaboratively train machine learning models without sharing raw data. Dealing with stragglers, i.e., nodes with slower compute or communication than…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-04 Sayan Biswas , Anne-Marie Kermarrec , Alexis Marouani , Rafael Pires , Rishi Sharma , Martijn de Vos

In decentralized optimization over networks, synchronizing the updates of all nodes incurs significant communication overhead. For this reason, much of the recent literature has focused on the analysis and design of asynchronous…

Optimization and Control · Mathematics 2025-04-29 Marina Costantini , Nikolaos Liakopoulos , Panayotis Mertikopoulos , Thrasyvoulos Spyropoulos
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