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Gradient Descent Ascent (GDA) methods for min-max optimization problems typically produce oscillatory behavior that can lead to instability, e.g., in bilinear settings. To address this problem, we introduce a dissipation term into the GDA…
Heavy-tailed noise has attracted growing attention in nonconvex stochastic optimization, as numerous empirical studies suggest it offers a more realistic assumption than standard bounded variance assumption. In this work, we investigate…
As one of the most fundamental stochastic optimization algorithms, stochastic gradient descent (SGD) has been intensively developed and extensively applied in machine learning in the past decade. There have been some modified SGD-type…
Federated Learning (FL) is a nascent decentralized learning framework under which a massive collection of heterogeneous clients collaboratively train a model without revealing their local data. Scarce communication, privacy leakage, and…
Despite remarkable empirical success, the training dynamics of generative adversarial networks (GAN), which involves solving a minimax game using stochastic gradients, is still poorly understood. In this work, we analyze last-iterate…
Accelerated gradient-based methods are being extensively used for solving non-convex machine learning problems, especially when the data points are abundant or the available data is distributed across several agents. Two of the prominent…
Federated learning (FL) has emerged as an important machine learning paradigm where a global model is trained based on the private data from distributed clients. However, most of existing FL algorithms cannot guarantee the performance…
In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…
The classical line search for learning rate (LR) tuning in the stochastic gradient descent (SGD) algorithm can tame the convergence slowdown due to data-sampling noise. In a federated setting, wherein the client heterogeneity introduces a…
Federated learning enables a large amount of edge computing devices to learn a model without data sharing jointly. As a leading algorithm in this setting, Federated Average FedAvg, which runs Stochastic Gradient Descent (SGD) in parallel on…
We consider nonconvex-concave minimax optimization problems of the form $\min_{\bf x}\max_{\bf y\in{\mathcal Y}} f({\bf x},{\bf y})$, where $f$ is strongly-concave in $\bf y$ but possibly nonconvex in $\bf x$ and ${\mathcal Y}$ is a convex…
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…
Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…
The growing size of available data has attracted increasing interest in solving minimax problems in a decentralized manner for various machine learning tasks. Previous theoretical research has primarily focused on the convergence rate and…
We investigate the Randomized Stochastic Accelerated Gradient (RSAG) method, utilizing either constant or adaptive step sizes, for stochastic optimization problems with generalized smooth objective functions. Under relaxed affine variance…
Stochastic approximation with multiple coupled sequences (MSA) has found broad applications in machine learning as it encompasses a rich class of problems including bilevel optimization (BLO), multi-level compositional optimization (MCO),…
Federated learning enables a large amount of edge computing devices to jointly learn a model without data sharing. As a leading algorithm in this setting, Federated Averaging (\texttt{FedAvg}) runs Stochastic Gradient Descent (SGD) in…
Nonconvex minimax problems appear frequently in emerging machine learning applications, such as generative adversarial networks and adversarial learning. Simple algorithms such as the gradient descent ascent (GDA) are the common practice…
Conditional stochastic optimization has found applications in a wide range of machine learning tasks, such as invariant learning, AUPRC maximization, and meta-learning. As the demand for training models with large-scale distributed data…
Federated learning (FL), which has gained increasing attention recently, enables distributed devices to train a common machine learning (ML) model for intelligent inference cooperatively without data sharing. However, problems in practical…