Related papers: Distributed Extra-gradient with Optimal Complexity…
We consider variational inequalities coming from monotone operators, a setting that includes convex minimization and convex-concave saddle-point problems. We assume an access to potentially noisy unbiased values of the monotone operators…
Excess noise is a major obstacle to high-performance continuous-variable quantum key distribution (CVQKD), which is mainly derived from the amplitude attenuation and phase fluctuation of quantum signals caused by channel instability. Here,…
We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…
Modern deep neural networks often require distributed training with many workers due to their large size. As the number of workers increases, communication overheads become the main bottleneck in data-parallel minibatch stochastic gradient…
We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a…
We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…
Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…
In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…
This paper proposes a novel federated algorithm that leverages momentum-based variance reduction with adaptive learning to address non-convex settings across heterogeneous data. We intend to minimize communication and computation overhead,…
In this paper, we study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…
Gradient tracking (GT) is an algorithm designed for solving decentralized optimization problems over a network (such as training a machine learning model). A key feature of GT is a tracking mechanism that allows to overcome data…
Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…
This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…
We resolve the min-max complexity of distributed stochastic convex optimization (up to a log factor) in the intermittent communication setting, where $M$ machines work in parallel over the course of $R$ rounds of communication to optimize…
We present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general…
Stochastic gradient descent (SGD) is one of the most widely used optimization methods for parallel and distributed processing of large datasets. One of the key limitations of distributed SGD is the need to regularly communicate the…
Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…
This paper introduces a new extragradient-type algorithm for a class of nonconvex-nonconcave minimax problems. It is well-known that finding a local solution for general minimax problems is computationally intractable. This observation has…
This paper studies the distributed optimization problem over directed networks with noisy information-sharing. To resolve the imperfect communication issue over directed networks, a series of noise-robust variants of Push-Pull/AB method…
We study the global convergence of generative adversarial imitation learning for linear quadratic regulators, which is posed as minimax optimization. To address the challenges arising from non-convex-concave geometry, we analyze the…