Related papers: Federated Stochastic Minimax Optimization under He…

This paper gives two theoretical results on estimating low-rank parameter matrices for linear models with multivariate responses. We first focus on robust parameter estimation of low-rank multi-task learning with heavy-tailed data and…

We study a class of stochastic nonconvex optimization in the form of $\min_{x\in\mathcal{X}} F(x):=\mathbb{E}_\xi [f(\phi(x,\xi))]$, i.e., $F$ is a composition of a convex function $f$ and a random function $\phi$. Leveraging an (implicit)…

Federated learning is an increasingly popular paradigm that enables a large number of entities to collaboratively learn better models. In this work, we study minimax group fairness in federated learning scenarios where different…

The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…

Federated learning has emerged as a promising, massively distributed way to train a joint deep model over large amounts of edge devices while keeping private user data strictly on device. In this work, motivated from ensuring fairness among…

In Part I of this work [1], we developed an accelerated algorithmic framework, DAMA (Decentralized Accelerated Minimax Approach), for nonconvex Polyak-Lojasiewicz (PL) minimax optimization over decentralized multi-agent networks. To further…

In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper,…

Federated learning (FL), as a collaborative distributed training paradigm with several edge computing devices under the coordination of a centralized server, is plagued by inconsistent local stationary points due to the heterogeneity of the…

Federated Learning (FL) is an emerging framework for distributed processing of large data volumes by edge devices subject to limited communication bandwidths, heterogeneity in data distributions and computational resources, as well as…

Neural network (NN) training is inherently a large-scale matrix optimization problem, yet the matrix structure of NN parameters has long been overlooked. Recently, the optimizer Muon \citep{jordanmuon}, which explicitly exploits this…

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

The core bottleneck of Federated Learning (FL) lies in the communication rounds. That is, how to achieve more effective local updates is crucial for reducing communication rounds. Existing FL methods still primarily use element-wise local…

The stochastic composition optimization proposed recently by Wang et al. [2014] minimizes the objective with the compositional expectation form: $\min_x~(\mathbb{E}_iF_i \circ \mathbb{E}_j G_j)(x).$ It summarizes many important applications…

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…

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…

Bilevel optimization is one of the fundamental problems in machine learning and optimization. Recent theoretical developments in bilevel optimization focus on finding the first-order stationary points for nonconvex-strongly-convex cases. In…

Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…

The Muon optimizer has recently demonstrated remarkable empirical success in training large language models. However, the theoretical understanding of its mechanisms remains limited. Current convergence guarantees for Muon rely heavily on…