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Related papers: Adaptive Stepsize Selection in Decentralized Conve…

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We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…

Optimization and Control · Mathematics 2019-10-23 Jinming Xu , Ying Sun , Ye Tian , Gesualdo Scutari

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-09 Anastasia Koloskova , Tao Lin , Sebastian U. Stich

This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…

Optimization and Control · Mathematics 2020-07-13 Sulaiman A. Alghunaim , Ernest K. Ryu , Kun Yuan , Ali H. Sayed

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

Optimization and Control · Mathematics 2021-08-12 Z. R. Gabidullina

The convergence of stochastic gradient descent is highly dependent on the step-size, especially on non-convex problems such as neural network training. Step decay step-size schedules (constant and then cut) are widely used in practice…

Optimization and Control · Mathematics 2021-02-19 Xiaoyu Wang , Sindri Magnússon , Mikael Johansson

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as…

Machine Learning · Computer Science 2021-07-16 Vyacheslav Kungurtsev , Adam Cobb , Tara Javidi , Brian Jalaian

Distributed parameter estimation for large-scale systems is an active research problem. The goal is to derive a distributed algorithm in which each agent obtains a local estimate of its own subset of the global parameter vector, based on…

Multiagent Systems · Computer Science 2018-06-26 Tianju Sui , Damián Marelli , Minyue Fu , Renquan Lu

We analyse the learning performance of Distributed Gradient Descent in the context of multi-agent decentralised non-parametric regression with the square loss function when i.i.d. samples are assigned to agents. We show that if agents hold…

Machine Learning · Statistics 2019-11-14 Dominic Richards , Patrick Rebeschini

Decentralized optimization over time-varying networks has a wide range of applications in distributed learning, signal processing and various distributed control problems. The agents of the distributed system locally hold optimization…

Optimization and Control · Mathematics 2023-12-14 Alexander Rogozin , Alexander Gasnikov , Aleksander Beznosikov , Dmitry Kovalev

In this paper, a distributed subgradient-based algorithm is proposed for continuous-time multi-agent systems to search a feasible solution to convex inequalities. The algorithm involves each agent achieving a state constrained by its own…

Systems and Control · Computer Science 2017-06-13 Kaihong Lu , Gangshan Jing , Long Wang

$L_0$-smoothness, which has been pivotal to advancing decentralized optimization theory, is often fairly restrictive for modern tasks like deep learning. The recent advent of relaxed $(L_0,L_1)$-smoothness condition enables improved…

Optimization and Control · Mathematics 2025-08-13 Zhanhong Jiang , Aditya Balu , Soumik Sarkar

Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…

Optimization and Control · Mathematics 2019-06-13 Hadrien Hendrikx , Francis Bach , Laurent Massoulie

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

Decentralized learning recently has received increasing attention in machine learning due to its advantages in implementation simplicity and system robustness, data privacy. Meanwhile, the adaptive gradient methods show superior…

Machine Learning · Computer Science 2024-08-20 Feihu Huang , Jianyu Zhao

We consider a decentralized optimization problem for networks affected by communication delays. Examples of such networks include collaborative machine learning, sensor networks, and multi-agent systems. To mimic communication delays, we…

Machine Learning · Computer Science 2024-10-03 Tomas Ortega , Hamid Jafarkhani

We present a theoretical study of server-side optimization in federated learning. Our results are the first to show that the widely popular heuristic of scaling the client updates with an extra parameter is very useful in the context of…

Machine Learning · Computer Science 2022-01-27 Grigory Malinovsky , Konstantin Mishchenko , Peter Richtárik

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

Optimization and Control · Mathematics 2025-10-14 Abbas Khademi , Antonio Silveti-Falls

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…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu
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