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This paper studies the role of data homogeneity on multi-agent optimization. Concentrating on the decentralized stochastic gradient (DSGD) algorithm, we characterize the transient time, defined as the minimum number of iterations required…

Optimization and Control · Mathematics 2022-08-30 Qiang Li , Hoi-To Wai

This paper is concerned with minimizing the average of $n$ cost functions over a network in which agents may communicate and exchange information with each other. We consider the setting where only noisy gradient information is available.…

Optimization and Control · Mathematics 2021-02-02 Shi Pu , Alex Olshevsky , Ioannis Ch. Paschalidis

We study high-probability (HP) convergence guarantees in decentralized stochastic optimization, where multiple agents collaborate to jointly train a model over a network. Existing HP results in decentralized settings almost exclusively…

Machine Learning · Computer Science 2026-05-04 Aleksandar Armacki , Haoyuan Cai , Ali H. Sayed

We consider the decentralized stochastic optimization problems, where a network of $n$ nodes, each owning a local cost function, cooperate to find a minimizer of the globally-averaged cost. A widely studied decentralized algorithm for this…

Optimization and Control · Mathematics 2022-03-04 Kun Yuan , Sulaiman A. Alghunaim , Xinmeng Huang

The decentralized gradient descent (DGD) algorithm, and its sibling, diffusion, are workhorses in decentralized machine learning, distributed inference and estimation, and multi-agent coordination. We propose a novel, principled framework…

Signal Processing · Electrical Eng. & Systems 2025-06-04 Erik G. Larsson , Nicolo Michelusi

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

In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…

Optimization and Control · Mathematics 2024-10-01 Kun Huang , Shi Pu

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2020-03-11 Shi Pu , Angelia Nedić

One of the key challenges in decentralized and federated learning is to design algorithms that efficiently deal with highly heterogeneous data distributions across agents. In this paper, we revisit the analysis of the popular Decentralized…

Machine Learning · Computer Science 2022-10-24 Batiste Le Bars , Aurélien Bellet , Marc Tommasi , Erick Lavoie , Anne-Marie Kermarrec

Over the last decades, Stochastic Gradient Descent (SGD) has been intensively studied by the Machine Learning community. Despite its versatility and excellent performance, the optimization of large models via SGD still is a time-consuming…

Machine Learning · Computer Science 2025-12-01 Mauro DL Tosi , Martin Theobald

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $\epsilon$-accurate first-order…

Optimization and Control · Mathematics 2021-06-15 Ran Xin , Usman A. Khan , Soummya Kar

We consider the distributed optimization problem where $n$ agents each possessing a local cost function, collaboratively minimize the average of the $n$ cost functions over a connected network. Assuming stochastic gradient information is…

Optimization and Control · Mathematics 2021-05-12 Kun Huang , Shi Pu

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

We propose a novel analysis of the Decentralized Stochastic Gradient Descent (DSGD) algorithm with constant step size, interpreting the iterates of the algorithm as a Markov chain. We show that DSGD converges to a stationary distribution,…

Machine Learning · Computer Science 2026-01-13 Lucas Versini , Paul Mangold , Aymeric Dieuleveut

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

We revisit two fundamental decentralized optimization methods, Decentralized Gradient Tracking (DGT) and Decentralized Gradient Descent (DGD), with multiple local updates. We consider two settings and demonstrate that incorporating local…

Machine Learning · Computer Science 2024-12-25 Tongle Wu , Zhize Li , Ying Sun

In decentralized optimization, $m$ agents form a network and only communicate with their neighbors, which gives advantages in data ownership, privacy, and scalability. At the same time, decentralized stochastic gradient descent…

Optimization and Control · Mathematics 2022-12-13 Haishan Ye , Xiangyu Chang

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-09 Anastasia Koloskova , Tao Lin , Sebastian U. Stich

We develop a general framework unifying several gradient-based stochastic optimization methods for empirical risk minimization problems both in centralized and distributed scenarios. The framework hinges on the introduction of an augmented…

Optimization and Control · Mathematics 2022-07-11 Yan Huang , Ying Sun , Zehan Zhu , Changzhi Yan , Jinming Xu

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi
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