Related papers: Tighter Performance Theory of FedExProx
In this paper, we study a large-scale multi-agent minimax optimization problem, which models many interesting applications in statistical learning and game theory, including Generative Adversarial Networks (GANs). The overall objective is a…
In this work we focus our attention on distributed optimization problems in the context where the communication time between the server and the workers is non-negligible. We obtain novel methods supporting bidirectional compression (both…
Consensus optimization has received considerable attention in recent years. A number of decentralized algorithms have been proposed for {convex} consensus optimization. However, to the behaviors or consensus \emph{nonconvex} optimization,…
Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…
Federated learning is an efficient machine learning tool for dealing with heterogeneous big data and privacy protection. Federated learning methods with regularization can control the level of communications between the central and local…
Density functional theory calculations use a significant fraction of current supercomputing time. The resources required scale with the problem size, internal workings of the code and the number of iterations to convergence, the latter…
We propose a novel framework to study asynchronous federated learning optimization with delays in gradient updates. Our theoretical framework extends the standard FedAvg aggregation scheme by introducing stochastic aggregation weights to…
We analyze stochastic gradient algorithms for optimizing nonconvex, nonsmooth finite-sum problems. In particular, the objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a possibly…
We study level set teleportation, an optimization routine which tries to accelerate gradient descent (GD) by maximizing the gradient norm over a level set of the objective. While teleportation intuitively speeds-up GD via bigger steps,…
Composite optimization problems, where a smooth loss is combined with a nonsmooth regularizer, are common in machine learning and inverse problems. In this work, we study a proximal extension of NAG-GS, a semi-implicit accelerated method…
Performative prediction is a framework that captures distribution shifts that occur during the training of machine learning models due to their deployment. As the trained model is used, data generation causes the model to evolve, leading to…
This paper studies delayed stochastic algorithms for weakly convex optimization in a distributed network with workers connected to a master node. Recently, Xu et al. 2022 showed that an inertial stochastic subgradient method converges at a…
We are concerned with a class of nonconvex and nonsmooth composite optimization problems, comprising a twice differentiable function and a prox-regular function. We establish a sufficient condition for the proximal mapping of a prox-regular…
Theoretical estimates of the convergence rate of many well-known gradient-type optimization methods are based on quadratic interpolation, provided that the Lipschitz condition for the gradient is satisfied. In this article we obtain a…
Federated Learning (FL) has emerged as a privacy-preserving method for training machine learning models in a distributed manner on edge devices. However, on-device models face inherent computational power and memory limitations, potentially…
We consider the extragradient method to minimize the sum of two functions, the first one being smooth and the second being convex. Under the Kurdyka-Lojasiewicz assumption, we prove that the sequence produced by the extragradient method…
This paper is devoted to the class of paraconvex functions and presents some of its fundamental properties, characterization, and examples that can be used for their recognition and optimization. Next, the convergence analysis of the…
This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a…
This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…
We develop model-based methods for solving stochastic convex optimization problems, introducing the approximate-proximal point, or aProx, family, which includes stochastic subgradient, proximal point, and bundle methods. When the modeling…