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In this paper, we present a conditional gradient type (CGT) method for solving a class of composite optimization problems where the objective function consists of a (weakly) smooth term and a (strongly) convex regularization term. While…

Optimization and Control · Mathematics 2018-01-03 Saeed Ghadimi

Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as…

Machine Learning · Computer Science 2017-10-31 Jianqiao Wangni , Jialei Wang , Ji Liu , Tong Zhang

We introduce a generic scheme to solve nonconvex optimization problems using gradient-based algorithms originally designed for minimizing convex functions. Even though these methods may originally require convexity to operate, the proposed…

Machine Learning · Statistics 2019-01-03 Courtney Paquette , Hongzhou Lin , Dmitriy Drusvyatskiy , Julien Mairal , Zaid Harchaoui

A stochastic gradient method for synchronous distributed optimization is studied. For reducing communication cost, we particularly focus on utilization of compression of communicated gradients. Several work has shown that {\it{sparsified}}…

Optimization and Control · Mathematics 2020-06-22 Tomoya Murata , Taiji Suzuki

In this paper, we propose a novel sufficient decrease technique for stochastic variance reduced gradient descent methods such as SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient…

Machine Learning · Statistics 2018-02-28 Fanhua Shang , Yuanyuan Liu , Kaiwen Zhou , James Cheng , Kelvin K. W. Ng , Yuichi Yoshida

Edge computing allows artificial intelligence and machine learning models to be deployed on edge devices, where they can learn from local data and collaborate to form a global model. Federated learning (FL) is a distributed machine learning…

Machine Learning · Computer Science 2024-05-03 Chris Xing Tian , Yibing Liu , Haoliang Li , Ray C. C. Cheung , Shiqi Wang

We study distributed multi-agent large-scale optimization problems, wherein the cost function is composed of a smooth possibly nonconvex sum-utility plus a DC (Difference-of-Convex) regularizer. We consider the scenario where the dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-29 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

Federated Learning (FL) has emerged as a crucial distributed training paradigm, enabling discrete devices to collaboratively train a shared model under the coordination of a central server, while leveraging their locally stored private…

Machine Learning · Computer Science 2024-09-02 Wenhao Yuan , Xuehe Wang

Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…

Machine Learning · Statistics 2017-11-16 Alberto Bietti , Julien Mairal

In federated learning, communication cost can be significantly reduced by transmitting the information over the air through physical channels. In this paper, we propose a new class of adaptive federated stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2025-09-03 Rui Zhang , Wenlong Mou

In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…

Optimization and Control · Mathematics 2025-07-22 Raghu Bollapragada , Shagun Gupta

We consider the problem of communication efficient distributed optimization where multiple nodes exchange important algorithm information in every iteration to solve large problems. In particular, we focus on the stochastic variance-reduced…

Machine Learning · Computer Science 2020-03-16 Hossein S. Ghadikolaei , Sindri Magnusson

Decentralized stochastic optimization has recently benefited from gradient tracking methods \cite{DSGT_Pu,DSGT_Xin} providing efficient solutions for large-scale empirical risk minimization problems. In Part I \cite{GT_SAGA} of this work,…

Optimization and Control · Mathematics 2019-12-12 Ran Xin , Usman A. Khan , Soummya Kar

We propose a new optimization formulation for training federated learning models. The standard formulation has the form of an empirical risk minimization problem constructed to find a single global model trained from the private data stored…

Machine Learning · Computer Science 2021-02-15 Filip Hanzely , Peter Richtárik

Federated Averaging (FedAvg), also known as Local SGD, is one of the most popular algorithms in Federated Learning (FL). Despite its simplicity and popularity, the convergence rate of FedAvg has thus far been undetermined. Even under the…

Machine Learning · Computer Science 2022-02-15 Margalit Glasgow , Honglin Yuan , Tengyu Ma

Federated learning (FL) aims to train machine learning models in the decentralized system consisting of an enormous amount of smart edge devices. Federated averaging (FedAvg), the fundamental algorithm in FL settings, proposes on-device…

Machine Learning · Computer Science 2020-12-17 Xin Yao , Tianchi Huang , Rui-Xiao Zhang , Ruiyu Li , Lifeng Sun

We introduce a new framework for the convergence analysis of a class of distributed constrained non-convex optimization algorithms in multi-agent systems. The aim is to search for local minimizers of a non-convex objective function which is…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Jérémie Jakubowicz

We consider a smoothed online convex optimization (SOCO) problem with predictions, where the learner has access to a finite lookahead window of time-varying stage costs, but suffers a switching cost for changing its actions at each stage.…

Optimization and Control · Mathematics 2023-10-16 Spandan Senapati , Ashwin Shenai , Ketan Rajawat

We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…

Machine Learning · Computer Science 2019-07-24 Samira Sheikhi

In this paper, we aim to solve a distributed optimization problem with affine coupling constraints in a multi-agent network, where the cost function of the agents is composed of smooth and possibly non-smooth parts. To solve this problem,…

Optimization and Control · Mathematics 2022-05-31 Jianzheng Wang , Guoqiang Hu