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We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

We study finite-time performance of a recently proposed distributed dual subgradient (DDSG) method for convex constrained multi-agent optimization problems. The algorithm enjoys performance guarantees on the last primal iterate, as opposed…

Optimization and Control · Mathematics 2023-07-28 Subhonmesh Bose , Hoa Dinh Nguyen , Haitian Liu , Ye Guo , Thinh T. Doan , Carolyn L. Beck

Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…

Optimization and Control · Mathematics 2023-12-15 Kun Huang , Xiao Li , Shi Pu

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

Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

Machine Learning · Computer Science 2026-05-26 Yihan Zhang , My T. Thai , Jie Wu , Hongchang Gao

Stochastic gradient descent (SGD) forms the core optimization method for deep neural networks. While some theoretical progress has been made, it still remains unclear why SGD leads the learning dynamics in overparameterized networks to…

Machine Learning · Computer Science 2019-10-30 Mingwei Wei , David J Schwab

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

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 2019-08-02 Shi Pu , Angelia Nedić

Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…

Machine Learning · Computer Science 2025-05-16 Yijie Zhou , Shi Pu

We analyze asynchronous-type algorithms for distributed SGD in the heterogeneous setting, where each worker has its own computation and communication speeds, as well as data distribution. In these algorithms, workers compute possibly stale…

Machine Learning · Computer Science 2023-11-01 Rustem Islamov , Mher Safaryan , Dan Alistarh

Stochastic Gradient Descent or SGD is the most popular optimization algorithm for large-scale problems. SGD estimates the gradient by uniform sampling with sample size one. There have been several other works that suggest faster epoch-wise…

Machine Learning · Computer Science 2019-11-01 Beidi Chen , Yingchen Xu , Anshumali Shrivastava

We consider the distributed learning problem with data dispersed across multiple workers under the orchestration of a central server. Asynchronous Stochastic Gradient Descent (SGD) has been widely explored in such a setting to reduce the…

Machine Learning · Computer Science 2024-05-28 Xiaolu Wang , Yuchang Sun , Hoi-To Wai , Jun Zhang

We study the consensus decentralized optimization problem where the objective function is the average of $n$ agents private non-convex cost functions; moreover, the agents can only communicate to their neighbors on a given network topology.…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-20 Sulaiman A. Alghunaim , Kun Yuan

In this paper, we introduce an accelerated distributed stochastic gradient method with momentum for solving the distributed optimization problem, where a group of $n$ agents collaboratively minimize the average of the local objective…

Optimization and Control · Mathematics 2025-03-27 Kun Huang , Shi Pu , Angelia Nedić

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

Optimization and Control · Mathematics 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan

We consider a distributed multi-agent network system where the goal is to minimize a sum of convex objective functions of the agents subject to a common convex constraint set. Each agent maintains an iterate sequence and communicates the…

Optimization and Control · Mathematics 2008-11-18 S. Sundhar Ram , A. Nedich , V. V. Veeravalli

This paper investigates the stochastic optimization problem with a focus on developing scalable parallel algorithms for deep learning tasks. Our solution involves a reformation of the objective function for stochastic optimization in neural…

Machine Learning · Computer Science 2020-04-09 Pengzhan Guo , Zeyang Ye , Keli Xiao , Wei Zhu

We study distributed stochastic gradient descent (SGD) in the master-worker architecture under Byzantine attacks. We consider the heterogeneous data model, where different workers may have different local datasets, and we do not make any…

Machine Learning · Statistics 2020-05-19 Deepesh Data , Suhas Diggavi

We study the Hamiltonian flow for optimization (HF-opt), which simulates the Hamiltonian dynamics for some integration time and resets the velocity to $0$ to decrease the objective function; this is the optimization analogue of the…

Optimization and Control · Mathematics 2025-09-19 Qiang Fu , Andre Wibisono