Related papers: Stochastic Smoothed Gradient Descent Ascent for Fe…

Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…

We introduce a new analytic framework to analyze the convergence of the Randomized Stochastic Gradient Descent Ascent (RSGDA) algorithm for stochastic minimax optimization problems. Under the so-called NC-PL condition on one of the…

Algorithm unrolling has emerged as a learning-based optimization paradigm that unfolds truncated iterative algorithms in trainable neural-network optimizers. We introduce Stochastic UnRolled Federated learning (SURF), a method that expands…

In the recent paper FLECS (Agafonov et al, FLECS: A Federated Learning Second-Order Framework via Compression and Sketching), the second-order framework FLECS was proposed for the Federated Learning problem. This method utilize compression…

Federated learning (FL) for minimax optimization has emerged as a powerful paradigm for training models across distributed nodes/clients while preserving data privacy and model robustness on data heterogeneity. In this work, we delve into…

In this paper, a Federated Learning (FL) simulation platform is introduced. The target scenario is Acoustic Model training based on this platform. To our knowledge, this is the first attempt to apply FL techniques to Speech Recognition…

In this paper, we revisit \textsf{ROOT-SGD}, an innovative method for stochastic optimization to bridge the gap between stochastic optimization and statistical efficiency. The proposed method enhances the performance and reliability of…

Minimax optimization problems have attracted a lot of attention over the past few years, with applications ranging from economics to machine learning. While advanced optimization methods exist for such problems, characterizing their…

Momentum Stochastic Gradient Descent (MSGD) algorithm has been widely applied to many nonconvex optimization problems in machine learning, e.g., training deep neural networks, variational Bayesian inference, and etc. Despite its empirical…

In distributed training of machine learning models, gradient descent with local iterative steps, commonly known as Local (Stochastic) Gradient Descent (Local-(S)GD) or Federated averaging (FedAvg), is a very popular method to mitigate…

Edge computing allows artificial intelligence and machine learning models to be deployed on edge devices, where they can learn from local data and collaborate to form a global model. Federated learning (FL) is a distributed machine learning…

Fractional-order stochastic gradient descent (FOSGD) leverages fractional exponents to capture long-memory effects in optimization. However, its utility is often limited by the difficulty of tuning and stabilizing these exponents. We…

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

In Federated Learning (FL) client devices connected over the internet collaboratively train a machine learning model without sharing their private data with a central server or with other clients. The seminal Federated Averaging (FedAvg)…

In this paper, we consider the nonsmooth convex optimization problems over the fixed point constraint sets of firmly nonexpansive operators. To find an optimal solution of the problem, we present an iterative method based on the hybrid…

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…

Over-the-air computation is a communication-efficient solution for federated learning (FL). In such a system, iterative procedure is performed: Local gradient of private loss function is updated, amplified and then transmitted by every…

In this paper, we study stochastic minimax problems with decision-dependent distributions (SMDD), where the probability distribution of stochastic variable depends on decision variable. For SMDD with nonconvex-(strongly) concave objective…

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, specially when the objective is to improve the performance of a stochastic system. However, the performance of these…

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…