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We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Optimization and Control · Mathematics 2012-04-10 John C. Duchi , Peter L. Bartlett , Martin J. Wainwright

This paper proposes a general framework of Riemannian adaptive optimization methods. The framework encapsulates several stochastic optimization algorithms on Riemannian manifolds and incorporates the mini-batch strategy that is often used…

Optimization and Control · Mathematics 2025-02-14 Hiroyuki Sakai , Hideaki Iiduka

We consider a class of nonsmooth and nonconvex optimization problems over the Stiefel manifold where the objective function is the summation of a nonconvex smooth function and a nonsmooth Lipschitz continuous convex function composed with…

Optimization and Control · Mathematics 2023-03-28 Jinlai Zhu , Jianfeng Huang , Lihua Yang , Qia Li

We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…

Optimization and Control · Mathematics 2021-06-09 Mert Gürbüzbalaban , Andrzej Ruszczyński , Landi Zhu

In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization problems. Adaptive methods that use exponential moving averages…

Optimization and Control · Mathematics 2020-05-26 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…

Optimization and Control · Mathematics 2019-06-14 Jiang Hu , Xin Liu , Zaiwen Wen , Yaxiang Yuan

Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…

Optimization and Control · Mathematics 2023-12-05 Aleksandr Lobanov , Andrew Veprikov , Georgiy Konin , Aleksandr Beznosikov , Alexander Gasnikov , Dmitry Kovalev

In Federated Learning, we aim to train models across multiple computing units (users), while users can only communicate with a common central server, without exchanging their data samples. This mechanism exploits the computational power of…

Machine Learning · Computer Science 2020-10-26 Alireza Fallah , Aryan Mokhtari , Asuman Ozdaglar

In recent years, manifold learning has become increasingly popular as a tool for performing non-linear dimensionality reduction. This has led to the development of numerous algorithms of varying degrees of complexity that aim to recover man…

Machine Learning · Statistics 2013-06-03 Dominique Perraul-Joncas , Marina Meila

Federated learning has attracted increasing attention with the emergence of distributed data. While extensive federated learning algorithms have been proposed for the non-convex distributed problem, federated learning in practice still…

Machine Learning · Computer Science 2023-03-10 Xidong Wu , Feihu Huang , Zhengmian Hu , Heng Huang

Federated learning is a prime candidate for distributed machine learning at the network edge due to the low communication complexity and privacy protection among other attractive properties. However, existing algorithms face issues with…

Machine Learning · Computer Science 2022-03-25 Hung T. Nguyen , H. Vincent Poor , Mung Chiang

Heterogeneity within data distribution poses a challenge in many modern federated learning tasks. We formalize it as an optimization problem involving a computationally heavy composite under data similarity. By employing different sets of…

Optimization and Control · Mathematics 2026-01-14 Dmitry Bylinkin , Sergey Skorik , Dmitriy Bystrov , Leonid Berezin , Aram Avetisyan , Aleksandr Beznosikov

Federated Learning (FL) is a promising paradigm for realizing edge intelligence, allowing collaborative learning among distributed edge devices by sharing models instead of raw data. However, the shared models are often assumed to be ideal,…

Machine Learning · Computer Science 2025-06-02 Dongzi Jin , Yong Xiao , Yingyu Li

Manifold learning is a central task in modern statistics and data science. Many datasets (cells, documents, images, molecules) can be represented as point clouds embedded in a high dimensional ambient space, however the degrees of freedom…

Machine Learning · Statistics 2025-02-18 Stephen Zhang , Gilles Mordant , Tetsuya Matsumoto , Geoffrey Schiebinger

Different federated optimization algorithms typically employ distinct client-selection strategies: some methods communicate only with a randomly sampled subset of clients at each round, while others need to periodically communicate with all…

Machine Learning · Computer Science 2025-12-08 Xiaowen Jiang , Anton Rodomanov , Sebastian U. Stich

In this work, we consider constrained stochastic optimization problems under hidden convexity, i.e., those that admit a convex reformulation via non-linear (but invertible) map $c(\cdot)$. A number of non-convex problems ranging from…

Optimization and Control · Mathematics 2024-11-12 Ilyas Fatkhullin , Niao He , Yifan Hu

Federated Learning has become an important learning paradigm due to its privacy and computational benefits. As the field advances, two key challenges that still remain to be addressed are: (1) system heterogeneity - variability in the…

Machine Learning · Computer Science 2022-06-02 Disha Makhija , Nhat Ho , Joydeep Ghosh

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

Optimization and Control · Mathematics 2018-03-12 Andre Milzarek , Xiantao Xiao , Shicong Cen , Zaiwen Wen , Michael Ulbrich

This paper proposes a novel analysis for the Scaffold algorithm, a popular method for dealing with data heterogeneity in federated learning. While its convergence in deterministic settings--where local control variates mitigate client…

Machine Learning · Statistics 2025-03-11 Paul Mangold , Alain Durmus , Aymeric Dieuleveut , Eric Moulines