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In realistic distributed optimization scenarios, individual nodes possess only partial information and communicate over bandwidth constrained channels. For this reason, the development of efficient distributed algorithms is essential. In…

Systems and Control · Electrical Eng. & Systems 2024-10-21 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…

Machine Learning · Computer Science 2023-05-23 Arun Ganesh , Mahdi Haghifam , Thomas Steinke , Abhradeep Thakurta

This article establishes a method to answer a finite set of linear queries on a given dataset while ensuring differential privacy. To achieve this, we formulate the corresponding task as a saddle-point problem, i.e. an optimization problem…

Methodology · Statistics 2024-11-05 Giorgio Micali , Clement Lezane , Annika Betken

We study differentially private stochastic convex optimization (DP-SCO) under user-level privacy, where each user may hold multiple data items. Existing work for user-level DP-SCO either requires super-polynomial runtime [Ghazi et al.…

Machine Learning · Computer Science 2023-11-08 Hilal Asi , Daogao Liu

We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…

Optimization and Control · Mathematics 2021-06-16 Van Sy Mai , Richard J. La , Tao Zhang , Abdella Battou

Decentralized optimization is effective to save communication in large-scale machine learning. Although numerous algorithms have been proposed with theoretical guarantees and empirical successes, the performance limits in decentralized…

Machine Learning · Computer Science 2022-10-17 Kun Yuan , Xinmeng Huang , Yiming Chen , Xiaohan Zhang , Yingya Zhang , Pan Pan

Gradient perturbation, widely used for differentially private optimization, injects noise at every iterative update to guarantee differential privacy. Previous work first determines the noise level that can satisfy the privacy requirement…

Machine Learning · Computer Science 2020-10-27 Da Yu , Huishuai Zhang , Wei Chen , Tie-Yan Liu , Jian Yin

Many applications of machine learning, such as human health research, involve processing private or sensitive information. Privacy concerns may impose significant hurdles to collaboration in scenarios where there are multiple sites holding…

Machine Learning · Computer Science 2021-02-24 Hafiz Imtiaz , Jafar Mohammadi , Anand D. Sarwate

Communication and privacy are two critical concerns in distributed learning. Many existing works treat these concerns separately. In this work, we argue that a natural connection exists between methods for communication reduction and…

Machine Learning · Computer Science 2019-12-09 Tian Li , Zaoxing Liu , Vyas Sekar , Virginia Smith

Decentralized algorithms for stochastic optimization and learning rely on the diffusion of information as a result of repeated local exchanges of intermediate estimates. Such structures are particularly appealing in situations where agents…

Machine Learning · Computer Science 2020-10-26 Stefan Vlaski , Ali H. Sayed

Security concerns in large-scale networked environments are becoming increasingly critical. To further improve the algorithm security from the design perspective of decentralized optimization algorithms, we introduce a new measure: Privacy…

Optimization and Control · Mathematics 2024-12-16 Luqing Wang , Luyao Guo , Shaofu Yang , Xinli Shi

We study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex (possibly) nonsmooth…

Optimization and Control · Mathematics 2018-09-03 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

Privacy and communication constraints are two major bottlenecks in federated learning (FL) and analytics (FA). We study the optimal accuracy of mean and frequency estimation (canonical models for FL and FA respectively) under joint…

Machine Learning · Statistics 2023-04-05 Wei-Ning Chen , Dan Song , Ayfer Ozgur , Peter Kairouz

In this paper, we propose a distributed algorithm for stochastic smooth, non-convex optimization. We assume a worker-server architecture where $N$ nodes, each having $n$ (potentially infinite) number of samples, collaborate with the help of…

Optimization and Control · Mathematics 2020-11-09 Pranay Sharma , Swatantra Kafle , Prashant Khanduri , Saikiran Bulusu , Ketan Rajawat , Pramod K. Varshney

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

We consider a resource allocation problem involving a large number of agents with individual constraints subject to privacy, and a central operator whose objective is to optimize a global, possibly nonconvex, cost while satisfying the…

Optimization and Control · Mathematics 2020-06-24 Olivier Beaude , Pascal Benchimol , Stéphane Gaubert , Paulin Jacquot , Nadia Oudjane

In this paper, we study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-12 Zhishuai Guo , Mingrui Liu , Zhuoning Yuan , Li Shen , Wei Liu , Tianbao Yang

In many signal processing and machine learning applications, datasets containing private information are held at different locations, requiring the development of distributed privacy-preserving algorithms. Tensor and matrix factorizations…

Machine Learning · Statistics 2019-04-23 Hafiz Imtiaz , Anand D. Sarwate

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

We analyze two communication-efficient algorithms for distributed statistical optimization on large-scale data sets. The first algorithm is a standard averaging method that distributes the $N$ data samples evenly to $\nummac$ machines,…

Machine Learning · Statistics 2013-10-14 Yuchen Zhang , John C. Duchi , Martin Wainwright