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Network consensus optimization has received increasing attention in recent years and has found important applications in many scientific and engineering fields. To solve network consensus optimization problems, one of the most well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-10 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

To lower the communication complexity of federated min-max learning, a natural approach is to utilize the idea of infrequent communications (through multiple local updates) same as in conventional federated learning. However, due to the…

Machine Learning · Computer Science 2022-12-27 Haibo Yang , Zhuqing Liu , Xin Zhang , Jia Liu

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-09 Anastasia Koloskova , Tao Lin , Sebastian U. Stich

This paper proposes a new decentralized conjugate gradient (NDCG) method and a decentralized memoryless BFGS (DMBFGS) method for the nonconvex and strongly convex decentralized optimization problem, respectively, of minimizing a finite sum…

Optimization and Control · Mathematics 2025-01-20 Liping Wang , Hao Wu , Hongchao Zhang

We study high-probability (HP) convergence guarantees in decentralized stochastic optimization, where multiple agents collaborate to jointly train a model over a network. Existing HP results in decentralized settings almost exclusively…

Machine Learning · Computer Science 2026-05-04 Aleksandar Armacki , Haoyuan Cai , Ali H. Sayed

We study sparse linear regression over a network of agents, modeled as an undirected graph and no server node. The estimation of the $s$-sparse parameter is formulated as a constrained LASSO problem wherein each agent owns a subset of the…

Machine Learning · Computer Science 2024-12-30 Marie Maros , Gesualdo Scutari , Ying Sun , Guang Cheng

Methods for distributed optimization have received significant attention in recent years owing to their wide applicability in various domains. A distributed optimization method typically consists of two key components: communication and…

Optimization and Control · Mathematics 2018-06-04 Albert S. Berahas , Raghu Bollapragada , Nitish Shirish Keskar , Ermin Wei

Privacy protection has become an increasingly pressing requirement in distributed optimization. However, equipping distributed optimization with differential privacy, the state-of-the-art privacy protection mechanism, will unavoidably…

Optimization and Control · Mathematics 2023-04-28 Yu Xuan , Yongqiang Wang

We study a fully decentralized federated learning algorithm, which is a novel gradient descent algorithm executed on a communication-based network. For convenience, we refer to it as a network gradient descent (NGD) method. In the NGD…

Machine Learning · Computer Science 2022-05-18 Shuyuan Wu , Danyang Huang , Hansheng Wang

We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…

Optimization and Control · Mathematics 2021-10-05 Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar , Umut Simsekli , Lingjiong Zhu

Decentralized stochastic optimization has recently benefited from gradient tracking methods \cite{DSGT_Pu,DSGT_Xin} providing efficient solutions for large-scale empirical risk minimization problems. In Part I \cite{GT_SAGA} of this work,…

Optimization and Control · Mathematics 2019-12-12 Ran Xin , Usman A. Khan , Soummya Kar

Decentralized nonconvex optimization has received increasing attention in recent years in machine learning due to its advantages in system robustness, data privacy, and implementation simplicity. However, three fundamental challenges in…

Machine Learning · Computer Science 2021-05-20 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

Federated learning is a popular distributed and privacy-preserving learning paradigm in machine learning. Recently, some federated learning algorithms have been proposed to solve the distributed minimax problems. However, these federated…

Machine Learning · Computer Science 2024-03-01 Feihu Huang , Xinrui Wang , Junyi Li , Songcan Chen

This work considers the problem of decentralized online learning, where the goal is to track the optimum of the sum of time-varying functions, distributed across several nodes in a network. The local availability of the functions and their…

Machine Learning · Computer Science 2024-02-14 Shivangi Dubey Sharma , Ketan Rajawat

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

In this work, we introduce an asynchronous decentralized accelerated stochastic gradient descent type of method for decentralized stochastic optimization, considering communication and synchronization are the major bottlenecks. We establish…

Optimization and Control · Mathematics 2018-09-26 Guanghui Lan , Yi Zhou

Recently, the decentralized optimization problem is attracting growing attention. Most existing methods are deterministic with high per-iteration cost and have a convergence rate quadratically depending on the problem condition number.…

Machine Learning · Statistics 2018-05-28 Zebang Shen , Aryan Mokhtari , Tengfei Zhou , Peilin Zhao , Hui Qian

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li