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We propose a new optimization formulation for training federated learning models. The standard formulation has the form of an empirical risk minimization problem constructed to find a single global model trained from the private data stored…

Machine Learning · Computer Science 2021-02-15 Filip Hanzely , Peter Richtárik

We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity,…

Machine Learning · Computer Science 2018-09-20 Dominic Richards , Patrick Rebeschini

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

Decentralized optimization has emerged as a critical paradigm for distributed learning, enabling scalable training while preserving data privacy through peer-to-peer collaboration. However, existing methods often suffer from communication…

Machine Learning · Computer Science 2026-01-06 Yijie Zhou , Shi Pu

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

Optimization and Control · Mathematics 2019-05-06 Sebastian U. Stich

We revisit the classical Local SGD and Federated Averaging (FedAvg) methods for distributed optimization and federated learning. While prior work has primarily focused on iteration complexity, we analyze these methods through the lens of…

Optimization and Control · Mathematics 2025-09-30 Adrien Fradin , Peter Richtárik , Alexander Tyurin

Federated Learning is a powerful machine learning paradigm to cooperatively train a global model with highly distributed data. A major bottleneck on the performance of distributed Stochastic Gradient Descent (SGD) algorithm for large-scale…

Machine Learning · Computer Science 2020-01-24 Haozhao Wang , Zhihao Qu , Song Guo , Xin Gao , Ruixuan Li , Baoliu Ye

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

Federated learning enables a large amount of edge computing devices to jointly learn a model without data sharing. As a leading algorithm in this setting, Federated Averaging (\texttt{FedAvg}) runs Stochastic Gradient Descent (SGD) in…

Machine Learning · Statistics 2020-06-26 Xiang Li , Kaixuan Huang , Wenhao Yang , Shusen Wang , Zhihua Zhang

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

We provide the first convergence analysis of local gradient descent for minimizing the average of smooth and convex but otherwise arbitrary functions. Problems of this form and local gradient descent as a solution method are of importance…

Machine Learning · Computer Science 2020-03-19 Ahmed Khaled , Konstantin Mishchenko , Peter Richtárik

The increasing size of deep learning models has made distributed training across multiple devices essential. However, current methods such as distributed data-parallel training suffer from large communication and synchronization overheads…

Machine Learning · Computer Science 2025-02-10 Cabrel Teguemne Fokam , Khaleelulla Khan Nazeer , Lukas König , David Kappel , Anand Subramoney

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

Federated learning enables multiple participants to collaboratively train a model without aggregating the training data. Although the training data are kept within each participant and the local gradients can be securely synthesized, recent…

Machine Learning · Computer Science 2021-04-28 Yanjun Zhang , Guangdong Bai , Xue Li , Surya Nepal , Ryan K L Ko

In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

Machine Learning · Computer Science 2025-05-13 Davide Barbieri , Matteo Bonforte , Peio Ibarrondo

The gradient descent (GD) method -- is a fundamental and likely the most popular optimization algorithm in machine learning (ML), with a history traced back to a paper in 1847 (Cauchy, 1847). It was studied under various assumptions,…

Optimization and Control · Mathematics 2025-02-20 Aleksandr Lobanov , Alexander Gasnikov , Eduard Gorbunov , Martin Takáč

A major obstacle to achieving global convergence in distributed and federated learning is the misalignment of gradients across clients, or mini-batches due to heterogeneity and stochasticity of the distributed data. In this work, we show…

Machine Learning · Computer Science 2021-12-14 Yatin Dandi , Luis Barba , Martin Jaggi

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed-point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an…

Machine Learning · Computer Science 2020-06-17 Grigory Malinovsky , Dmitry Kovalev , Elnur Gasanov , Laurent Condat , Peter Richtárik