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We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…

Optimization and Control · Mathematics 2019-08-20 Jemin George , Tao Yang , He Bai , Prudhvi Gurram

In this paper, we consider minimizing a sum of local convex objective functions in a distributed setting, where communication can be costly. We propose and analyze a class of nested distributed gradient methods with adaptive quantized…

Optimization and Control · Mathematics 2019-08-28 Albert S. Berahas , Charikleia Iakovidou , Ermin Wei

We analyze the effect of synchronization on distributed stochastic gradient algorithms. By exploiting an analogy with dynamical models of biological quorum sensing - where synchronization between agents is induced through communication with…

Optimization and Control · Mathematics 2020-12-18 Nicholas M. Boffi , Jean-Jacques E. Slotine

First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers…

Machine Learning · Computer Science 2020-02-05 Chih-Hao Fang , Sudhir B Kylasa , Fred Roosta , Michael W. Mahoney , Ananth Grama

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

Optimization and Control · Mathematics 2021-09-01 Zhiguo Wang , Jiawei Zhang , Tsung-Hui Chang , Jian Li , Zhi-Quan Luo

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Beznosikov , Alexander Gasnikov , Karina Zainulina , Alexander Maslovskiy , Dmitry Pasechnyuk

We consider distributed optimization where the objective function is spread among different devices, each sending incremental model updates to a central server. To alleviate the communication bottleneck, recent work proposed various schemes…

Optimization and Control · Mathematics 2019-04-11 Samuel Horváth , Dmitry Kovalev , Konstantin Mishchenko , Sebastian Stich , 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

Quantized neural networks typically require smaller memory footprints and lower computation complexity, which is crucial for efficient deployment. However, quantization inevitably leads to a distribution divergence from the original…

Computer Vision and Pattern Recognition · Computer Science 2022-05-30 Runpei Dong , Zhanhong Tan , Mengdi Wu , Linfeng Zhang , Kaisheng Ma

We consider machine learning applications that train a model by leveraging data distributed over a trusted network, where communication constraints can create a performance bottleneck. A number of recent approaches propose to overcome this…

Machine Learning · Computer Science 2021-09-10 Osama A. Hanna , Yahya H. Ezzeldin , Christina Fragouli , Suhas Diggavi

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

Parallel implementations of stochastic gradient descent (SGD) have received significant research attention, thanks to excellent scalability properties of this algorithm, and to its efficiency in the context of training deep neural networks.…

Machine Learning · Computer Science 2017-12-07 Dan Alistarh , Demjan Grubic , Jerry Li , Ryota Tomioka , Milan Vojnovic

This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered objective function is the sum of local convex…

Optimization and Control · Mathematics 2016-08-04 Xianlin Zeng , Peng Yi , Yiguang Hong , Lihua Xie

Distributed optimization problems usually face inexact communication issues induced by channel noise, communication quantization or differential privacy protection. Most existing algorithms need a two-timescale setting of the stepsize of…

Optimization and Control · Mathematics 2026-03-03 Shengchao Zhao , Yongchao Liu

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

Distributed machine learning has recently become a critical paradigm for training large models on vast datasets. We examine the stochastic optimization problem for deep learning within synchronous parallel computing environments under…

Machine Learning · Computer Science 2024-11-07 Yoni Choukroun , Shlomi Azoulay , Pavel Kisilev

We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…

Optimization and Control · Mathematics 2023-03-01 Yonggui Yan , Jie Chen , Pin-Yu Chen , Xiaodong Cui , Songtao Lu , Yangyang Xu

Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as…

Machine Learning · Computer Science 2017-10-31 Jianqiao Wangni , Jialei Wang , Ji Liu , Tong Zhang

In modern large-scale networked systems, rapidly solving optimization problems while utilizing communication resources efficiently is critical for addressing complex tasks. In this paper, we consider an unconstrained distributed…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Ruochen Wu , Xu Du , Karl H. Johansson , Apostolos I. Rikos

We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…

Optimization and Control · Mathematics 2014-10-02 Andrea Simonetto , Leon Kester , Geert Leus