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Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require…

Optimization and Control · Mathematics 2011-11-14 Feng Niu , Benjamin Recht , Christopher Re , Stephen J. Wright

In the realm of big data and machine learning, data-parallel, distributed stochastic algorithms have drawn significant attention in the present days.~While the synchronous versions of these algorithms are well understood in terms of their…

Optimization and Control · Mathematics 2020-04-07 Atal Narayan Sahu , Aritra Dutta , Aashutosh Tiwari , Peter Richtárik

Decentralization is a promising method of scaling up parallel machine learning systems. In this paper, we provide a tight lower bound on the iteration complexity for such methods in a stochastic non-convex setting. Our lower bound reveals a…

Machine Learning · Computer Science 2022-01-31 Yucheng Lu , Christopher De Sa

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

This work considers the decentralized successive convex approximation (SCA) method for minimizing stochastic non-convex objectives subject to convex constraints, along with possibly non-smooth convex regularizers. Although SCA has been…

Optimization and Control · Mathematics 2024-05-29 Basil M. Idrees , Shivangi Dubey Sharma , Ketan Rajawat

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

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

We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

Optimization and Control · Mathematics 2023-02-08 Umberto Biccari , Ana Navarro-Quiles , Enrique Zuazua

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…

Machine Learning · Computer Science 2021-04-27 Kun Yuan , Yiming Chen , Xinmeng Huang , Yingya Zhang , Pan Pan , Yinghui Xu , Wotao Yin

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

Stochastic gradient descent (SGD) is a well known method for regression and classification tasks. However, it is an inherently sequential algorithm at each step, the processing of the current example depends on the parameters learned from…

Machine Learning · Computer Science 2017-05-24 Saeed Maleki , Madanlal Musuvathi , Todd Mytkowicz

Understanding the bottlenecks in implementing stochastic gradient descent (SGD)-based distributed support vector machines (SVM) algorithm is important in training larger data sets. The communication time to do the model synchronization…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-06 Vibhatha Abeykoon , Geoffrey Fox , Minje Kim

Following AI scaling trends, frontier models continue to grow in size and continue to be trained on larger datasets. Training these models requires huge investments in exascale computational resources, which has in turn driven developtment…

Machine Learning · Computer Science 2025-09-18 Hiroki Naganuma , Xinzhi Zhang , Man-Chung Yue , Ioannis Mitliagkas , Philipp A. Witte , Russell J. Hewett , Yin Tat Lee

We consider a realistic decentralized setup with bandwidth-constrained communication and derive optimal time complexities for non-convex stochastic parallel and asynchronous optimization (up to logarithmic factors). We develop the…

Optimization and Control · Mathematics 2026-03-24 Alexander Tyurin

We investigate the problem of minimizing the expectation of smooth nonconvex functions in a distributed setting with multiple parallel workers that are able to compute stochastic gradients. A significant challenge in this context is the…

Optimization and Control · Mathematics 2025-06-16 Artavazd Maranjyan , Omar Shaikh Omar , Peter Richtárik

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…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan

Recent years have witnessed a surge of interest in parallel and distributed optimization methods for large-scale systems. In particular, nonconvex large-scale optimization problems have found a wide range of applications in several…

Optimization and Control · Mathematics 2018-05-21 Gesualdo Scutari , Ying Sun

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…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Machine Learning · Computer Science 2026-01-27 Zhao Song , Song Yue

Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…

Machine Learning · Computer Science 2025-02-27 Siyuan Yu , Wei Chen , H. Vincent Poor