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This paper addresses the problem of localization, which is inherently non-convex and non-smooth in a federated setting where the data is distributed across a multitude of devices. Due to the decentralized nature of federated environments,…

Machine Learning · Computer Science 2023-09-04 Reza Mirzaeifard , Naveen K. D. Venkategowda , Stefan Werner

In stochastic convex optimization problems, most existing adaptive methods rely on prior knowledge about the diameter bound $D$ when the smoothness or the Lipschitz constant is unknown. This often significantly affects performance as only a…

Optimization and Control · Mathematics 2025-10-08 Clément Lezane , Alexandre d'Aspremont

In this paper a novel distributed algorithm for blind macro calibration in sensor networks based on output synchronization is proposed. The algorithm is formulated as a set of gradient-type recursions for estimating parameters of sensor…

Systems and Control · Computer Science 2016-03-27 Miloš S. Stanković , Srđan S. Stanković , Karl Henrik Johansson

Regularization is crucial to the success of many practical deep learning models, in particular in a more often than not scenario where there are only a few to a moderate number of accessible training samples. In addition to weight decay,…

Machine Learning · Computer Science 2018-08-07 Che-Wei Huang , Shrikanth S. Narayanan

In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…

Machine Learning · Computer Science 2018-01-16 Ankit Pensia , Varun Jog , Po-Ling Loh

Deep learning has been demonstrated with tremendous success in recent years. Despite so, its performance in practice often degenerates drastically when encountering out-of-distribution (OoD) data, i.e. training and test data are sampled…

Computer Vision and Pattern Recognition · Computer Science 2024-10-30 Haoyue Bai

The convergence of stochastic gradient descent is highly dependent on the step-size, especially on non-convex problems such as neural network training. Step decay step-size schedules (constant and then cut) are widely used in practice…

Optimization and Control · Mathematics 2021-02-19 Xiaoyu Wang , Sindri Magnússon , Mikael Johansson

This paper studies non-smooth problems of convex stochastic optimization. Using the smoothing technique based on the replacement of the function value at the considered point by the averaged function value over a ball (in $l_1$-norm or…

Optimization and Control · Mathematics 2023-05-23 Aleksandr Lobanov , Belal Alashqar , Darina Dvinskikh , Alexander Gasnikov

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this paper, we establish universal approximation theorems for neural networks applied to general nonlinear ill-posed operator equations. In addition to the approximation error, the measurement error is also taken into account in our…

Numerical Analysis · Mathematics 2025-11-21 Lan Wang , Qiao Zhu , Bangti Jin , Ye Zhang

Tuning hyperparameters, such as the stepsize, presents a major challenge of training machine learning models. To address this challenge, numerous adaptive optimization algorithms have been developed that achieve near-optimal complexities,…

Optimization and Control · Mathematics 2023-11-07 Florian Hübler , Junchi Yang , Xiang Li , Niao He

At the heart of machine learning lies the question of generalizability of learned rules over previously unseen data. While over-parameterized models based on neural networks are now ubiquitous in machine learning applications, our…

Machine Learning · Computer Science 2020-05-04 Melikasadat Emami , Mojtaba Sahraee-Ardakan , Parthe Pandit , Sundeep Rangan , Alyson K. Fletcher

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

The accuracy of deep learning, i.e., deep neural networks, can be characterized by dividing the total error into three main types: approximation error, optimization error, and generalization error. Whereas there are some satisfactory…

Machine Learning · Statistics 2021-11-03 Pengzhan Jin , Lu Lu , Yifa Tang , George Em Karniadakis

Normalization techniques such as Batch Normalization have been applied successfully for training deep neural networks. Yet, despite its apparent empirical benefits, the reasons behind the success of Batch Normalization are mostly…

Machine Learning · Statistics 2018-10-09 Jonas Kohler , Hadi Daneshmand , Aurelien Lucchi , Ming Zhou , Klaus Neymeyr , Thomas Hofmann

Stochastic gradient descent is the method of choice for large scale optimization of machine learning objective functions. Yet, its performance is greatly variable and heavily depends on the choice of the stepsizes. This has motivated a…

Machine Learning · Statistics 2019-02-28 Xiaoyu Li , Francesco Orabona

Communication efficiency is a central challenge in distributed machine learning training, and message compression is a widely used solution. However, standard Error Feedback (EF) methods (Seide et al., 2014), though effective for smooth…

Optimization and Control · Mathematics 2025-10-07 Yuan Gao , Anton Rodomanov , Jeremy Rack , Sebastian Stich

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

This paper proposes a novel federated algorithm that leverages momentum-based variance reduction with adaptive learning to address non-convex settings across heterogeneous data. We intend to minimize communication and computation overhead,…

Machine Learning · Computer Science 2024-12-17 Dipanwita Thakur , Antonella Guzzo , Giancarlo Fortino , Sajal K. Das

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh