Related papers: Non-Stationary Gradient Descent for Optimal Auto-S…
We consider the setting of distributed empirical risk minimization where multiple machines compute the gradients in parallel and a centralized server updates the model parameters. In order to reduce the number of communications required to…
Elastic scaling is one of the central benefits provided by serverless platforms, and requires that they scale resource up and down in response to changing workloads. Serverless platforms scale-down resources by terminating previously…
Autoscaling functions provide the foundation for achieving elasticity in the modern cloud computing paradigm. It enables dynamic provisioning or de-provisioning resources for cloud software services and applications without human…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…
In this paper, we propose a distributed algorithm for stochastic smooth, non-convex optimization. We assume a worker-server architecture where $N$ nodes, each having $n$ (potentially infinite) number of samples, collaborate with the help of…
Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…
We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…
We consider the problem of optimising the expected value of a loss functional over a nonlinear model class of functions, assuming that we have only access to realisations of the gradient of the loss. This is a classical task in statistics,…
We consider centralized distributed optimization in the classical federated learning setup, where $n$ workers jointly find an $\varepsilon$-stationary point of an $L$-smooth, $d$-dimensional nonconvex function $f$, having access only to…
Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…
We consider the minimization of a Lipschitz continuous and expectation-valued function, denoted by $f$ and defined as $f(\mathbf{x}) \triangleq \mathbb{E}[\tilde{f}(\mathbf{x}, \mathbf{\xi})]$, over a closed and convex set $\mathcal{X}$. We…
Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…
Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…
In this paper, we study a stochastic variant of the celebrated k-server problem. In the k-server problem, we are required to minimize the total movement of k servers that are serving an online sequence of t requests in a metric. In the…
Multi-server jobs are imperative in modern cloud computing systems. A noteworthy feature of multi-server jobs is that, they usually request multiple computing devices simultaneously for their execution. How to schedule multi-server jobs…
Autoscaling is a hallmark of cloud computing as it allows flexible just-in-time allocation and release of computational resources in response to dynamic and often unpredictable workloads. This is especially important for web applications…
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…
Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…
In this paper we propose stochastic gradient-free methods and accelerated methods with momentum for solving stochastic optimization problems. All these methods rely on stochastic directions rather than stochastic gradients. We analyze the…
We propose a new numerical scheme for approximating level-sets of Lipschitz multivariate functions which is robust to stochastic noise. The algorithm's main feature is an adaptive grid-based stochastic approximation strategy which…