Related papers: Smoothed Gradient Clipping and Error Feedback for …
Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…
This paper presents a finite time convergence analysis for a decentralized stochastic approximation (SA) scheme. The scheme generalizes several algorithms for decentralized machine learning and multi-agent reinforcement learning. Our proof…
Stochastic gradient descent is the method of choice for large scale optimization of machine learning objective functions. Yet, its performance is greatly variable and heavily depends on the choice of the stepsizes. This has motivated a…
Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…
We study a class of zeroth-order distributed optimization problems, where each agent can control a partial vector and observe a local cost that depends on the joint vector of all agents, and the agents can communicate with each other with…
Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…
Stochastic gradient algorithms are often unstable when applied to functions that do not have Lipschitz-continuous and/or bounded gradients. Gradient clipping is a simple and effective technique to stabilize the training process for problems…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…
Semi-supervised learning (SSL), thanks to the significant reduction of data annotation costs, has been an active research topic for large-scale 3D scene understanding. However, the existing SSL-based methods suffer from severe training…
Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…
Due to the non-smoothness of optimization problems in Machine Learning, generalized smoothness assumptions have been gaining a lot of attention in recent years. One of the most popular assumptions of this type is $(L_0,L_1)$-smoothness…
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…
The empirical success of deep learning is often attributed to SGD's mysterious ability to avoid sharp local minima in the loss landscape, as sharp minima are known to lead to poor generalization. Recently, empirical evidence of heavy-tailed…
This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…
In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…
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…
In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…
Decentralized optimization is a promising parallel computation paradigm for large-scale data analytics and machine learning problems defined over a network of nodes. This paper is concerned with decentralized non-convex composite problems…
Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…