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Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…

Optimization and Control · Mathematics 2023-12-15 Kun Huang , Xiao Li , Shi Pu

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 optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We introduce a new and increasingly relevant setting for distributed optimization in machine learning, where the data defining the optimization are unevenly distributed over an extremely large number of nodes. The goal is to train a…

Machine Learning · Computer Science 2016-10-11 Jakub Konečný , H. Brendan McMahan , Daniel Ramage , Peter Richtárik

Derivative-free optimization (DFO) has recently gained a lot of momentum in machine learning, spawning interest in the community to design faster methods for problems where gradients are not accessible. While some attention has been given…

Optimization and Control · Mathematics 2020-08-04 Yuwen Chen , Antonio Orvieto , Aurelien Lucchi

This paper introduces a novel algorithmic framework for a deep neural network (DNN), which in a mathematically rigorous manner, allows us to incorporate history (or memory) into the network -- it ensures all layers are connected to one…

Optimization and Control · Mathematics 2020-04-03 Harbir Antil , Ratna Khatri , Rainald Löhner , Deepanshu Verma

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

In recent years, Multifactorial Optimization (MFO) has gained a notable momentum in the research community. MFO is known for its inherent capability to efficiently address multiple optimization tasks at the same time, while transferring…

Machine Learning · Computer Science 2020-03-24 Aritz D. Martinez , Eneko Osaba , Javier Del Ser , Francisco Herrera

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

Optimization and Control · Mathematics 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

We propose a novel framework to study asynchronous federated learning optimization with delays in gradient updates. Our theoretical framework extends the standard FedAvg aggregation scheme by introducing stochastic aggregation weights to…

Machine Learning · Computer Science 2022-06-22 Yann Fraboni , Richard Vidal , Laetitia Kameni , Marco Lorenzi

Multi-task learning aims to learn multiple tasks jointly by exploiting their relatedness to improve the generalization performance for each task. Traditionally, to perform multi-task learning, one needs to centralize data from all the tasks…

Machine Learning · Computer Science 2017-06-21 Sulin Liu , Sinno Jialin Pan , Qirong Ho

A new technique of global optimization and its applications in particular to neural networks are presented. The algorithm is also compared to other global optimization algorithms such as Gradient descent (GD), Monte Carlo (MC), Genetic…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-18 Homayoun Valafar , Okan K. Ersoy , Faramarz Valafar

Many machine learning algorithms can be interpreted as procedures for estimating functions defined on the data distribution. In this paper we present a conceptual framework that formulates a wide range of learning problems as variational…

Machine Learning · Computer Science 2026-03-17 K. Lakshmanan

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…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

By selecting different filter functions, spectral algorithms can generate various regularization methods to solve statistical inverse problems within the learning-from-samples framework. This paper combines distributed spectral algorithms…

Machine Learning · Statistics 2025-02-18 Jiading Liu , Lei Shi

This article introduces a generalized framework for Decentralized Learning formulated as a Multi-Objective Optimization problem, in which both distributed agents and a central coordinator contribute independent, potentially conflicting…

Optimization and Control · Mathematics 2025-07-21 Roberto Morales , Umberto Biccari

Distributed computing platforms provide a robust mechanism to perform large-scale computations by splitting the task and data among multiple locations, possibly located thousands of miles apart geographically. Although such distribution of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-24 Alok Singh , Eric Stephan , Malachi Schram , Ilkay Altintas

The DC optimal power flow (DCOPF) problem is a fundamental problem in power systems operations and planning. With high penetration of uncertain renewable resources in power systems, DCOPF needs to be solved repeatedly for a large amount of…

Systems and Control · Electrical Eng. & Systems 2020-09-22 Ling Zhang , Yize Chen , Baosen Zhang

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

Optimization and Control · Mathematics 2015-06-03 Jianshu Chen , Ali H. Sayed

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

Optimization and Control · Mathematics 2020-05-28 Xiuxian Li , Lihua Xie , Yiguang Hong