Related papers: A Bias-Correction Decentralized Stochastic Gradien…

In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

In this paper we study the problem of convergence and generalization error bound of stochastic momentum for deep learning from the perspective of regularization. To do so, we first interpret momentum as solving an $\ell_2$-regularized…

In this paper, we propose a novel accelerated stochastic gradient method with momentum, which momentum is the weighted average of previous gradients. The weights decays inverse proportionally with the iteration times. Stochastic gradient…

SGD with momentum is one of the key components for improving the performance of neural networks. For decentralized learning, a straightforward approach using momentum is Distributed SGD (DSGD) with momentum (DSGDm). However, DSGDm performs…

The scale of deep learning nowadays calls for efficient distributed training algorithms. Decentralized momentum SGD (DmSGD), in which each node averages only with its neighbors, is more communication efficient than vanilla Parallel momentum…

Various gradient compression schemes have been proposed to mitigate the communication cost in distributed training of large scale machine learning models. Sign-based methods, such as signSGD, have recently been gaining popularity because of…

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…

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

In this paper, we study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

We develop a distributed algorithm for convex Empirical Risk Minimization, the problem of minimizing large but finite sum of convex functions over networks. The proposed algorithm is derived from directly discretizing the second-order…

Minimax optimization plays an important role in many machine learning tasks such as generative adversarial networks (GANs) and adversarial training. Although recently a wide variety of optimization methods have been proposed to solve the…

Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…

In this paper, we propose SGEM, Stochastic Gradient with Energy and Momentum, to solve a large class of general non-convex stochastic optimization problems, based on the AEGD method that originated in the work [AEGD: Adaptive Gradient…

Big data, including applications with high security requirements, are often collected and stored on multiple heterogeneous devices, such as mobile devices, drones and vehicles. Due to the limitations of communication costs and security…