English
Related papers

Related papers: Decentralized Nonconvex Optimization under Heavy-T…

200 papers

Decentralized nonconvex optimization has received increasing attention in recent years in machine learning due to its advantages in system robustness, data privacy, and implementation simplicity. However, three fundamental challenges in…

Machine Learning · Computer Science 2021-05-20 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

Decentralized optimization is a promising parallel computation paradigm for large-scale data analytics and machine learning problems defined over a network of nodes. This paper is concerned with decentralized non-convex composite problems…

Optimization and Control · Mathematics 2021-10-05 Ran Xin , Subhro Das , Usman A. Khan , Soummya Kar

In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…

Machine Learning · Computer Science 2020-03-30 Naeimeh Omidvar , Mohammad Ali Maddah-Ali , Hamed Mahdavi

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a noisy gradient of its own objective function, and can communicate with its neighbors via a network. To handle this…

Optimization and Control · Mathematics 2025-06-19 Yuchen Yang , Kaihong Lu , Long Wang

We study convex composite optimization problems, where the objective function is given by the sum of a prox-friendly function and a convex function whose subgradients are estimated under heavy-tailed noise. Existing work often employs…

Optimization and Control · Mathematics 2025-10-14 Chuan He , Zhaosong Lu

Gradient compression has surfaced as a key technique to address the challenge of communication efficiency in distributed learning. In distributed deep learning, however, it is observed that gradient distributions are heavy-tailed, with…

Machine Learning · Computer Science 2024-02-07 Guangfeng Yan , Tan Li , Yuanzhang Xiao , Hanxu Hou , Linqi Song

Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…

Optimization and Control · Mathematics 2023-02-06 Songyang Ge , Tsung-Hui Chang

In this paper, we characterize the noise of stochastic gradients and analyze the noise-induced dynamics during training deep neural networks by gradient-based optimizers. Specifically, we firstly show that the stochastic gradient noise…

Machine Learning · Computer Science 2021-09-22 Yixin Wu , Rui Luo , Chen Zhang , Jun Wang , Yaodong Yang

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Optimization and Control · Mathematics 2026-04-10 Qing Xu , Yiwei Liao , Wenqi Fan , Xingxing You , Songyi Dian

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

While the convergence behaviors of stochastic gradient methods are well understood \emph{in expectation}, there still exist many gaps in the understanding of their convergence with \emph{high probability}, where the convergence rate has a…

Optimization and Control · Mathematics 2023-04-04 Ta Duy Nguyen , Thien Hang Nguyen , Alina Ene , Huy Le Nguyen

We consider stochastic optimization problems with heavy-tailed noise with structured density. For such problems, we show that it is possible to get faster rates of convergence than $\mathcal{O}(K^{-2(\alpha - 1)/\alpha})$, when the…

Optimization and Control · Mathematics 2024-04-18 Nikita Puchkin , Eduard Gorbunov , Nikolay Kutuzov , Alexander Gasnikov

Motivated by understanding and analysis of large-scale machine learning under heavy-tailed gradient noise, we study decentralized optimization with gradient clipping, i.e., in which certain clipping operators are applied to the gradients or…

Optimization and Control · Mathematics 2024-11-12 Shuhua Yu , Dusan Jakovetic , Soummya Kar

The gradient noise (GN) in the stochastic gradient descent (SGD) algorithm is often considered to be Gaussian in the large data regime by assuming that the classical central limit theorem (CLT) kicks in. This assumption is often made for…

Machine Learning · Computer Science 2019-01-21 Umut Simsekli , Levent Sagun , Mert Gurbuzbalaban

By ensuring differential privacy in the learning algorithms, one can rigorously mitigate the risk of large models memorizing sensitive training data. In this paper, we study two algorithms for this purpose, i.e., DP-SGD and DP-NSGD, which…

Machine Learning · Computer Science 2022-06-28 Xiaodong Yang , Huishuai Zhang , Wei Chen , Tie-Yan Liu

The stochastic gradient noise (SGN) is a significant factor in the success of stochastic gradient descent (SGD). Following the central limit theorem, SGN was initially modeled as Gaussian, and lately, it has been suggested that stochastic…

Machine Learning · Computer Science 2023-03-07 Barak Battash , Ofir Lindenbaum

The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm. While many works provide high-probability guarantees, quantifying…

Machine Learning · Computer Science 2026-02-06 Aleksandar Armacki , Dragana Bajović , Dušan Jakovetić , Soummya Kar , Ali H. Sayed

A growing lesson from neural network optimization is that optimizer design should respect how the model is parametrized. Scale-invariant methods become important because their normalized layerwise updates can not only support hyperparameter…

Optimization and Control · Mathematics 2026-05-19 Jiayu Zhang , Tianyi Lin

Gradient clipping is a widely used technique in Machine Learning and Deep Learning (DL), known for its effectiveness in mitigating the impact of heavy-tailed noise, which frequently arises in the training of large language models.…

Optimization and Control · Mathematics 2025-09-30 Savelii Chezhegov , Aleksandr Beznosikov , Samuel Horváth , Eduard Gorbunov