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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 this work, we investigate stochastic quasi-Newton methods for minimizing a finite sum of cost functions over a decentralized network. In Part I, we develop a general algorithmic framework that incorporates stochastic quasi-Newton…

Optimization and Control · Mathematics 2023-03-22 Jiaojiao Zhang , Huikang Liu , Anthony Man-Cho So , Qing Ling

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Optimization and Control · Mathematics 2018-06-20 Van Sy Mai , Eyad H. Abed

The high computational complexity and increasing parameter counts of deep neural networks pose significant challenges for deployment in resource-constrained environments, such as edge devices or real-time systems. To address this, we…

Machine Learning · Computer Science 2025-06-17 Laura Erb , Tommaso Boccato , Alexandru Vasilache , Juergen Becker , Nicola Toschi

We define a stochastic variant of the proximal point algorithm in the general setting of nonlinear (separable) Hadamard spaces for approximating zeros of the mean of a stochastically perturbed monotone vector field and prove its convergence…

Optimization and Control · Mathematics 2025-10-14 Nicholas Pischke

Weight-balanced and doubly stochastic digraphs are two classes of digraphs that play an essential role in a variety of cooperative control problems, including formation control, distributed averaging, and optimization. We refer to a digraph…

Optimization and Control · Mathematics 2011-10-19 Bahman Gharesifard , Jorge Cortes

Motivated by distributed machine learning settings such as Federated Learning, we consider the problem of fitting a statistical model across a distributed collection of heterogeneous data sets whose similarity structure is encoded by a…

Statistics Theory · Mathematics 2021-11-30 Dominic Richards , Sahand N. Negahban , Patrick Rebeschini

We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…

Optimization and Control · Mathematics 2020-10-06 Adel Aghajan , Behrouz Touri

World models have recently emerged as a promising approach to reinforcement learning (RL), achieving state-of-the-art performance across a wide range of visual control tasks. This work aims to obtain a deep understanding of the robustness…

Machine Learning · Computer Science 2025-01-03 Qiaoyi Fang , Weiyu Du , Hang Wang , Junshan Zhang

The linear speedup property is essential for demonstrating the advantage of distributed algorithms over their single-node counterparts. In this paper, we study the stochastic Push-Pull method, a widely adopted decentralized optimization…

Optimization and Control · Mathematics 2025-09-24 Liyuan Liang , Gan Luo , Kun Yuan

In the paradigm of decentralized learning, a group of agents collaborate to learn a global model using a distributed dataset without a central server; nevertheless, it is severely challenged by the heterogeneity of the data distribution…

Machine Learning · Computer Science 2026-01-14 Lina Wang , Yunsheng Yuan , Feng Li , Lingjie Duan

We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the…

Machine Learning · Computer Science 2019-03-26 Giulia Denevi , Carlo Ciliberto , Riccardo Grazzi , Massimiliano Pontil

Most algorithms for decentralized learning employ a consensus or diffusion mechanism to drive agents to a common solution of a global optimization problem. Generally this takes the form of linear averaging, at a rate of contraction…

Optimization and Control · Mathematics 2024-06-07 Aaron Fainman , Stefan Vlaski

We investigate the potential of stochastic neural networks for learning effective waveform-based acoustic models. The waveform-based setting, inherent to fully end-to-end speech recognition systems, is motivated by several comparative…

Machine Learning · Statistics 2021-08-17 Dino Oglic , Zoran Cvetkovic , Peter Sollich

Stochastic optimization powers the scalability of modern artificial intelligence, spanning machine learning, deep learning, reinforcement learning, and large language model training. Yet, existing theory remains largely confined to Hilbert…

Machine Learning · Computer Science 2025-09-18 Johnny R. Zhang , Xiaomei Mi , Gaoyuan Du , Qianyi Sun , Shiqi Wang , Jiaxuan Li , Wenhua Zhou

Planning coverage path for multiple robots in a decentralized way enhances robustness to coverage tasks handling uncertain malfunctions. To achieve high efficiency in a distributed manner for each single robot, a comprehensive understanding…

Robotics · Computer Science 2022-10-17 Yongkai Liu , Jiawei Hu , Wei Dong

In federated learning, models are learned from users' data that are held private in their edge devices, by aggregating them in the service provider's "cloud" to obtain a global model. Such global model is of great commercial value in, e.g.,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-02 Ruiyuan Wu , Anna Scaglione , Hoi-To Wai , Nurullah Karakoc , Kari Hreinsson , Wing-Kin Ma

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

We consider stochastic gradient descent and its averaging variant for binary classification problems in a reproducing kernel Hilbert space. In the traditional analysis using a consistency property of loss functions, it is known that the…

Machine Learning · Statistics 2022-07-26 Atsushi Nitanda , Taiji Suzuki

We consider a discrete-time model of continuous-time distributed optimization over dynamic directed-graphs (digraphs) with applications to distributed learning. Our optimization algorithm works over general strongly connected dynamic…

Optimization and Control · Mathematics 2024-03-27 Mohammadreza Doostmohammadian , Wei Jiang , Muwahida Liaquat , Alireza Aghasi , Houman Zarrabi