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Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…

Optimization and Control · Mathematics 2024-11-08 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

Multi-level optimization has gained increasing attention in recent years, as it provides a powerful framework for solving complex optimization problems that arise in many fields, such as meta-learning, multi-player games, reinforcement…

Machine Learning · Computer Science 2023-10-11 Shuoguang Yang , Xuezhou Zhang , Mengdi Wang

In federated learning (FL), data heterogeneity is the main reason that existing theoretical analyses are pessimistic about the convergence rate. In particular, for many FL algorithms, the convergence rate grows dramatically when the number…

Machine Learning · Computer Science 2024-07-23 Jiayi Wang , Shiqiang Wang , Rong-Rong Chen , Mingyue Ji

In deep learning, optimization plays a vital role. By focusing on image classification, this work investigates the pros and cons of the widely used optimizers, and proposes a new optimizer: Perturbated Unit Gradient Descent (PUGD) algorithm…

Machine Learning · Computer Science 2022-11-10 Ching-Hsun. Tseng , Liu-Hsueh. Cheng , Shin-Jye. Lee , Xiaojun Zeng

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

In recent years, as data and problem sizes have increased, distributed learning has become an essential tool for training high-performance models. However, the communication bottleneck, especially for high-dimensional data, is a challenge.…

Optimization and Control · Mathematics 2025-04-28 Dmitry Bylinkin , Aleksandr Beznosikov

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

Distributed learning algorithms aim to leverage distributed and diverse data stored at users' devices to learn a global phenomena by performing training amongst participating devices and periodically aggregating their local models'…

Machine Learning · Computer Science 2021-02-04 Naram Mhaisen , Alaa Awad , Amr Mohamed , Aiman Erbad , Mohsen Guizani

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

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

Graph Neural Networks (GNNs) have achieved remarkable performance on graph-based tasks. The key idea for GNNs is to obtain informative representation through aggregating information from local neighborhoods. However, it remains an open…

Machine Learning · Computer Science 2022-06-29 Songtao Liu , Rex Ying , Hanze Dong , Lanqing Li , Tingyang Xu , Yu Rong , Peilin Zhao , Junzhou Huang , Dinghao Wu

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.…

Optimization and Control · Mathematics 2016-09-20 Ivano Notarnicola , Giuseppe Notarstefano

We study the power of \textit{local information algorithms} for optimization problems on social networks. We focus on sequential algorithms for which the network topology is initially unknown and is revealed only within a local neighborhood…

Social and Information Networks · Computer Science 2013-10-15 Christian Borgs , Michael Brautbar , Jennifer Chayes , Sanjeev Khanna , Brendan Lucier

We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…

Machine Learning · Computer Science 2016-04-05 Changkyu Song , Sejong Yoon , Vladimir Pavlovic

We study dynamic algorithms in the model of algorithms with predictions. We assume the algorithm is given imperfect predictions regarding future updates, and we ask how such predictions can be used to improve the running time. This can be…

Data Structures and Algorithms · Computer Science 2023-12-11 Jan van den Brand , Sebastian Forster , Yasamin Nazari , Adam Polak

We consider the distributed stochastic optimization problem where $n$ agents want to minimize a global function given by the sum of agents' local functions, and focus on the heterogeneous setting when agents' local functions are defined…

Machine Learning · Computer Science 2023-10-19 Tiancheng Qin , S. Rasoul Etesami , César A. Uribe

In this work, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of Stochastic Gradient Descent…

Optimization and Control · Mathematics 2022-03-22 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

Partitioning a graph into blocks of roughly equal weight while cutting only few edges is a fundamental problem in computer science with numerous practical applications. While shared-memory parallel partitioners have recently matured to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-06 Peter Sanders , Daniel Seemaier

Many recent successes of machine learning went hand in hand with advances in optimization. The exchange of ideas between these fields has worked both ways, with machine learning building on standard optimization procedures such as gradient…

Optimization and Control · Mathematics 2021-10-26 Konstantin Mishchenko

In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…

Optimization and Control · Mathematics 2019-11-13 Yan Zhang , Robert J. Ravier , Michael M. Zavlanos , Vahid Tarokh