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Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

Machine Learning · Computer Science 2020-08-28 Jerry Chee , Ping Li

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

Although distributed computing can significantly reduce the training time of deep neural networks, scaling the training process while maintaining high efficiency and final accuracy is challenging. Distributed asynchronous training enjoys…

Machine Learning · Computer Science 2020-10-15 Ido Hakimi , Saar Barkai , Moshe Gabel , Assaf Schuster

Consider a network of $N$ decentralized computing agents collaboratively solving a nonconvex stochastic composite problem. In this work, we propose a single-loop algorithm, called DEEPSTORM, that achieves optimal sample complexity for this…

Optimization and Control · Mathematics 2023-04-14 Gabriel Mancino-Ball , Shengnan Miao , Yangyang Xu , Jie Chen

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-06 Janis Keuper , Franz-Josef Pfreundt

This paper proposes Asynchronous Triggered Gradient Tracking, i.e., a distributed optimization algorithm to solve consensus optimization over networks with asynchronous communication. As a building block, we devise the continuous-time…

Optimization and Control · Mathematics 2023-09-13 Guido Carnevale , Ivano Notarnicola , Lorenzo Marconi , Giuseppe Notarstefano

In this paper, we investigate a distributed aggregative optimization problem in a network, where each agent has its own local cost function which depends not only on the local state variable but also on an aggregated function of state…

Optimization and Control · Mathematics 2023-04-18 Jiaxu Liu , Song Chen , Shengze Cai , Chao Xu

In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…

Machine Learning · Computer Science 2020-03-30 Naeimeh Omidvar , Mohammad Ali Maddah-Ali , Hamed Mahdavi

A stochastic gradient method for synchronous distributed optimization is studied. For reducing communication cost, we particularly focus on utilization of compression of communicated gradients. Several work has shown that {\it{sparsified}}…

Optimization and Control · Mathematics 2020-06-22 Tomoya Murata , Taiji Suzuki

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…

Optimization and Control · Mathematics 2021-10-15 Shengjun Zhang , Colleen P. Bailey

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 paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual…

Optimization and Control · Mathematics 2018-03-30 Nicolas Loizou , Peter Richtárik

In this work, we investigate the effect of momentum on the optimisation trajectory of gradient descent. We leverage a continuous-time approach in the analysis of momentum gradient descent with step size $\gamma$ and momentum parameter…

Machine Learning · Computer Science 2024-03-11 Hristo Papazov , Scott Pesme , Nicolas Flammarion

We consider distributed optimization where $N$ nodes in a connected network minimize the sum of their local costs subject to a common constraint set. We propose a distributed projected gradient method where each node, at each iteration $k$,…

Information Theory · Computer Science 2016-08-24 Dusan Jakovetic , Dragana Bajovic , Natasa Krejic , Natasa Krklec-Jerinkic

In this paper, we study the communication and (sub)gradient computation costs in distributed optimization and give a sharp complexity analysis for the proposed distributed accelerated gradient methods. We present two algorithms based on the…

Optimization and Control · Mathematics 2020-08-19 Huan Li , Cong Fang , Wotao Yin , Zhouchen Lin

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck…

Machine Learning · Computer Science 2021-05-24 Dmitrii Avdiukhin , Grigory Yaroslavtsev

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

Machine Learning · Computer Science 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

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

Distributed power control over interference limited network has received an increasing intensity of interest over the past few years. Distributed solutions (like the iterative water-filling, gradient projection, etc.) have been intensively…

Information Theory · Computer Science 2015-05-19 Yong Cheng , Vincent K. N. Lau