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We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

Due to the high communication cost in distributed and federated learning, methods relying on compressed communication are becoming increasingly popular. Besides, the best theoretically and practically performing gradient-type methods…

Machine Learning · Computer Science 2021-11-09 Zhize Li , Peter Richtárik

We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an…

Optimization and Control · Mathematics 2023-03-20 Yu-Guan Hsieh , Yassine Laguel , Franck Iutzeler , Jérôme Malick

Communication compression is a crucial technique for modern distributed learning systems to alleviate their communication bottlenecks over slower networks. Despite recent intensive studies of gradient compression for data parallel-style…

Machine Learning · Computer Science 2023-03-08 Jue Wang , Binhang Yuan , Luka Rimanic , Yongjun He , Tri Dao , Beidi Chen , Christopher Re , Ce Zhang

Inspired by a recent breakthrough of Mishchenko et al (2022), who for the first time showed that local gradient steps can lead to provable communication acceleration, we propose an alternative algorithm which obtains the same communication…

Machine Learning · Computer Science 2022-07-11 Abdurakhmon Sadiev , Dmitry Kovalev , Peter Richtárik

Distributed optimization increasingly plays a central role in economical and sustainable operation of cyber-physical systems. Nevertheless, the complete potential of the technology has not yet been fully exploited in practice due to…

Optimization and Control · Mathematics 2017-10-24 Sindri Magnusson , Chinwendu Enyioha , Na Li , Carlo Fischione , Vahid Tarokh

We propose a novel algorithm for solving convex, constrained and distributed optimization problems defined on multi-agent-networks, where each agent has exclusive access to a part of the global objective function. The agents are able to…

Systems and Control · Electrical Eng. & Systems 2020-08-12 Jan Zimmermann , Tatiana Tatarenko , Volker Willert , Jürgen Adamy

We resolve the min-max complexity of distributed stochastic convex optimization (up to a log factor) in the intermittent communication setting, where $M$ machines work in parallel over the course of $R$ rounds of communication to optimize…

Machine Learning · Computer Science 2021-08-06 Blake Woodworth , Brian Bullins , Ohad Shamir , Nathan Srebro

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.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…

Machine Learning · Computer Science 2021-01-20 Peng Jiang , Gagan Agrawal

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

We propose an implicit neural formulation of optimal transport that eliminates adversarial min--max optimization and multi-network architectures commonly used in existing approaches. Our key idea is to parameterize a single potential in the…

Optimization and Control · Mathematics 2026-05-12 Yesom Park , Eric Gelphman , Stanley Osher , Samy Wu Fung

We study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex (possibly) nonsmooth…

Optimization and Control · Mathematics 2018-09-03 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

Due to the substantial computational cost, training state-of-the-art deep neural networks for large-scale datasets often requires distributed training using multiple computation workers. However, by nature, workers need to frequently…

Machine Learning · Computer Science 2018-02-21 Yusuke Tsuzuku , Hiroto Imachi , Takuya Akiba

Federated Learning (FL) is a nascent decentralized learning framework under which a massive collection of heterogeneous clients collaboratively train a model without revealing their local data. Scarce communication, privacy leakage, and…

Machine Learning · Computer Science 2023-02-21 Ming Xiang , Lili Su

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

Systems and Control · Computer Science 2016-06-27 Ivano Notarnicola , Giuseppe Notarstefano

Scalable machine learning over big data is an important problem that is receiving a lot of attention in recent years. On popular distributed environments such as Hadoop running on a cluster of commodity machines, communication costs are…

Machine Learning · Computer Science 2015-03-18 Dhruv Mahajan , Nikunj Agrawal , S. Sathiya Keerthi , S. Sundararajan , Leon Bottou

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