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We present and analyze a stochastic distributed method (S-NEAR-DGD) that can tolerate inexact computation and inaccurate information exchange to alleviate the problems of costly gradient evaluations and bandwidth-limited communication in…

Optimization and Control · Mathematics 2021-02-02 Charikleia Iakovidou , Ermin Wei

We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…

Optimization and Control · Mathematics 2014-10-02 Andrea Simonetto , Leon Kester , Geert Leus

We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic…

Machine Learning · Computer Science 2020-11-18 Ilqar Ramazanli , Han Nguyen , Hai Pham , Sashank J. Reddi , Barnabas Poczos

We resolve the min-max complexity of distributed stochastic convex optimization (up to a log factor) in the intermittent communication setting, where $M$ machines work in parallel over the course of $R$ rounds of communication to optimize…

Machine Learning · Computer Science 2021-08-06 Blake Woodworth , Brian Bullins , Ohad Shamir , Nathan Srebro

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

Optimization and Control · Mathematics 2022-10-06 Melinda Hagedorn , Florian Jarre

The decentralized optimization paradigm assumes that each term of a finite-sum objective is privately stored by the corresponding agent. Agents are only allowed to communicate with their neighbors in the communication graph. We consider the…

Optimization and Control · Mathematics 2023-09-07 Demyan Yarmoshik , Alexander Rogozin , Alexander Gasnikov

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

Machine Learning · Statistics 2016-12-04 Valentin Dalibard , Michael Schaarschmidt , Eiko Yoneki

Adam is the important optimization algorithm to guarantee efficiency and accuracy for training many important tasks such as BERT and ImageNet. However, Adam is generally not compatible with information (gradient) compression technology.…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-31 Hanlin Tang , Shaoduo Gan , Samyam Rajbhandari , Xiangru Lian , Ji Liu , Yuxiong He , Ce Zhang

Recent developments and emerging use cases, such as smart Internet of Things (IoT) and Edge AI, have sparked considerable interest in the training of neural networks over fully decentralized (serverless) networks. One of the major…

Machine Learning · Computer Science 2025-01-30 Eunjeong Jeong , Marios Kountouris

Large-scale machine learning training, in particular distributed stochastic gradient descent, needs to be robust to inherent system variability such as node straggling and random communication delays. This work considers a distributed…

Machine Learning · Computer Science 2019-03-08 Jianyu Wang , Gauri Joshi

In distributed optimization problems, a technique called gradient coding, which involves replicating data points, has been used to mitigate the effect of straggling machines. Recent work has studied approximate gradient coding, which…

Machine Learning · Statistics 2021-08-09 Margalit Glasgow , Mary Wootters

We propose a distributed solution for a constrained convex optimization problem over a network of clustered agents each consisted of a set of subagents. The communication range of the clustered agents is such that they can form a connected…

Multiagent Systems · Computer Science 2021-04-06 Hossein Moradian , Solmaz S. Kia

Distributed-memory implementations of numerical optimization algorithm, such as stochastic gradient descent (SGD), require interprocessor communication at every iteration of the algorithm. On modern distributed-memory clusters where…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-14 Aditya Devarakonda , Ramakrishnan Kannan

We show that stochastic acceleration can be achieved under the perturbed iterate framework (Mania et al., 2017) in asynchronous lock-free optimization, which leads to the optimal incremental gradient complexity for finite-sum objectives. We…

Optimization and Control · Mathematics 2021-10-01 Kaiwen Zhou , Anthony Man-Cho So , James Cheng

In this paper, we consider a network of agents that jointly aim to minimise the sum of local functions subject to coupling constraints involving all local variables. To solve this problem, we propose a novel solution based on a primal-dual…

Optimization and Control · Mathematics 2025-02-11 Mohamed Abdelmouamin Messilem , Guido Carnevale , Ruggero Carli

We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

Optimization and Control · Mathematics 2023-02-08 Umberto Biccari , Ana Navarro-Quiles , Enrique Zuazua

Communication-efficient SGD algorithms, which allow nodes to perform local updates and periodically synchronize local models, are highly effective in improving the speed and scalability of distributed SGD. However, a rigorous convergence…

Machine Learning · Computer Science 2019-01-28 Jianyu Wang , Gauri Joshi

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

We consider a group of computation units trying to cooperatively solve a distributed optimization problem with shared linear equality and inequality constraints. Assuming that the computation units are communicating over a network whose…

Optimization and Control · Mathematics 2019-06-06 Simon Michalowsky , Bahman Gharesifard , Christian Ebenbauer

We study stochastic algorithms for solving nonconvex optimization problems with a convex yet possibly nonsmooth regularizer, which find wide applications in many practical machine learning applications. However, compared to asynchronous…

Machine Learning · Computer Science 2018-09-18 Rui Zhu , Di Niu , Zongpeng Li