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One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Optimization and Control · Mathematics 2021-07-08 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Peter W. Glynn , Yinyu Ye

Stochastic Gradient Descent-Ascent (SGDA) is one of the most prominent algorithms for solving min-max optimization and variational inequalities problems (VIP) appearing in various machine learning tasks. The success of the method led to…

Optimization and Control · Mathematics 2023-03-09 Aleksandr Beznosikov , Eduard Gorbunov , Hugo Berard , Nicolas Loizou

Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…

Machine Learning · Computer Science 2026-05-14 Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

Distributed learning is an effective approach to accelerate model training using multiple workers. However, substantial communication delays emerge between workers and a parameter server due to massive costs associated with communicating…

Machine Learning · Computer Science 2024-02-05 Chanho Park , Namyoon Lee

Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…

Optimization and Control · Mathematics 2023-02-06 Songyang Ge , Tsung-Hui Chang

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Federated learning (FL) has emerged as a prominent distributed learning paradigm. FL entails some pressing needs for developing novel parameter estimation approaches with theoretical guarantees of convergence, which are also communication…

Machine Learning · Computer Science 2024-01-24 Richeng Jin , Yufan Huang , Xiaofan He , Huaiyu Dai , Tianfu Wu

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

Optimization and Control · Mathematics 2019-05-06 Sebastian U. Stich

Stochastic gradient descent (SGD) is a popular stochastic optimization method in machine learning. Traditional parallel SGD algorithms, e.g., SimuParallel SGD, often require all nodes to have the same performance or to consume equal…

Machine Learning · Computer Science 2017-08-17 Cheng Daning , Li Shigang , Zhang Yunquan

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

Zero-order (ZO) optimization is a powerful tool for dealing with realistic constraints. On the other hand, the gradient-tracking (GT) technique proved to be an efficient method for distributed optimization aiming to achieve consensus.…

Machine Learning · Computer Science 2024-10-10 Elissa Mhanna , Mohamad Assaad

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

Optimization and Control · Mathematics 2022-11-10 Shengchao Zhao , Yongchao Liu

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

The communication bottleneck has been a critical problem in large-scale distributed deep learning. In this work, we study distributed SGD with random block-wise sparsification as the gradient compressor, which is ring-allreduce compatible…

Machine Learning · Computer Science 2022-06-14 An Xu , Heng Huang

An increasing bottleneck in decentralized optimization is communication. Bigger models and growing datasets mean that decentralization of computation is important and that the amount of information exchanged is quickly growing. While…

Machine Learning · Computer Science 2021-08-19 Tharindu B. Adikari , Stark C. Draper

The recent many-fold increase in the size of deep neural networks makes efficient distributed training challenging. Many proposals exploit the compressibility of the gradients and propose lossy compression techniques to speed up the…

Machine Learning · Computer Science 2021-03-19 Ahmed M. Abdelmoniem , Ahmed Elzanaty , Mohamed-Slim Alouini , Marco Canini

A popular method of force-directed graph drawing is multidimensional scaling using graph-theoretic distances as input. We present an algorithm to minimize its energy function, known as stress, by using stochastic gradient descent (SGD) to…

Computational Geometry · Computer Science 2018-06-29 Jonathan X. Zheng , Samraat Pawar , Dan F. M. Goodman