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A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…

Optimization and Control · Mathematics 2026-05-27 Lei Qin , Michael Cantoni , Ye Pu

Communication-efficient SGD algorithms, which allow nodes to perform local updates and periodically synchronize local models, are highly effective in improving the speed and scalability of distributed SGD. However, a rigorous convergence…

Machine Learning · Computer Science 2019-01-28 Jianyu Wang , Gauri Joshi

Control of network systems with uncertain local dynamics has remained an open problem for a long time. In this paper, a distributed minimax adaptive control algorithm is proposed for such networks whose local dynamics has an uncertain…

Systems and Control · Electrical Eng. & Systems 2023-11-03 Venkatraman Renganathan , Anders Rantzer , Olle Kjellqvist

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

Machine Learning · Computer Science 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

Generalization analyses of deep learning typically assume that the training converges to a fixed point. But, recent results indicate that in practice, the weights of deep neural networks optimized with stochastic gradient descent often…

Machine Learning · Computer Science 2022-08-22 Nisha Chandramoorthy , Andreas Loukas , Khashayar Gatmiry , Stefanie Jegelka

Generalization performance is a key metric in evaluating machine learning models when applied to real-world applications. Good generalization indicates the model can predict unseen data correctly when trained under a limited number of data.…

Machine Learning · Computer Science 2023-06-07 Zhenyu Sun , Xiaochun Niu , Ermin Wei

Stochastic gradient descent with momentum (SGDM) methods have become fundamental optimization tools in machine learning, combining the computational efficiency of stochastic gradients with the acceleration benefits of momentum. Despite…

Optimization and Control · Mathematics 2026-03-02 Zimeng Wang , Alp Yurtsever

We study distributed stochastic nonconvex optimization in multi-agent networks. We introduce a novel algorithmic framework for the distributed minimization of the sum of the expected value of a smooth (possibly nonconvex) function (the…

Signal Processing · Electrical Eng. & Systems 2020-05-13 Paolo Di Lorenzo , Simone Scardapane

We introduce a new analytic framework to analyze the convergence of the Randomized Stochastic Gradient Descent Ascent (RSGDA) algorithm for stochastic minimax optimization problems. Under the so-called NC-PL condition on one of the…

Optimization and Control · Mathematics 2023-07-27 Zehua Liu , Zenan Li , Xiaoming Yuan , Yuan Yao

Federated learning (FL) for minimax optimization has emerged as a powerful paradigm for training models across distributed nodes/clients while preserving data privacy and model robustness on data heterogeneity. In this work, we delve into…

Machine Learning · Computer Science 2024-05-09 Chris Junchi Li

Smooth minimax games often proceed by simultaneous or alternating gradient updates. Although algorithms with alternating updates are commonly used in practice, the majority of existing theoretical analyses focus on simultaneous algorithms…

Machine Learning · Computer Science 2022-02-15 Guodong Zhang , Yuanhao Wang , Laurent Lessard , Roger Grosse

Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning. Algorithmic convergence and statistical estimation rates are well-understood for…

Machine Learning · Statistics 2020-07-31 Lu Yu , Krishnakumar Balasubramanian , Stanislav Volgushev , Murat A. Erdogdu

In distributed machine learning, where agents collaboratively learn from diverse private data sets, there is a fundamental tension between consensus and optimality. In this paper, we build on recent algorithmic progresses in distributed…

Machine Learning · Statistics 2018-05-31 Zhanhong Jiang , Aditya Balu , Chinmay Hegde , Soumik Sarkar

Recently, generalization bounds of the non-convex empirical risk minimization paradigm using Stochastic Gradient Langevin Dynamics (SGLD) have been extensively studied. Several theoretical frameworks have been presented to study this…

Machine Learning · Computer Science 2021-12-17 Bingzhe Wu , Zhicong Liang , Yatao Bian , ChaoChao Chen , Junzhou Huang , Yuan Yao

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

Communication overhead is one of the key challenges that hinders the scalability of distributed optimization algorithms. In this paper, we study local distributed SGD, where data is partitioned among computation nodes, and the computation…

Machine Learning · Computer Science 2020-05-15 Farzin Haddadpour , Mohammad Mahdi Kamani , Mehrdad Mahdavi , Viveck R. Cadambe

This paper presents a novel distributed formulation of the min-max optimization problem. Such a formulation enables enhanced flexibility among agents when optimizing their maximization variables. To address the problem, we propose two…

Optimization and Control · Mathematics 2025-05-19 Runze You , Kun Huang , Shi Pu

Decentralized optimization is emerging as a viable alternative for scalable distributed machine learning, but also introduces new challenges in terms of synchronization costs. To this end, several communication-reduction techniques, such as…

Machine Learning · Computer Science 2022-03-28 Giorgi Nadiradze , Amirmojtaba Sabour , Peter Davies , Shigang Li , Dan Alistarh

Stochastic gradient descent (SGD) performed in an asynchronous manner plays a crucial role in training large-scale machine learning models. However, the generalization performance of asynchronous delayed SGD, which is an essential metric…

Machine Learning · Computer Science 2025-05-27 Xiaoge Deng , Li Shen , Shengwei Li , Tao Sun , Dongsheng Li , Dacheng Tao