Related papers: Stability and Generalization of Push-Sum Based Dec…
In decentralized optimization, $m$ agents form a network and only communicate with their neighbors, which gives advantages in data ownership, privacy, and scalability. At the same time, decentralized stochastic gradient descent…
Decentralized learning offers privacy and communication efficiency when data are naturally distributed among agents communicating over an underlying graph. Motivated by overparameterized learning settings, in which models are trained to…
Heavy-tailed noise in nonconvex stochastic optimization has garnered increasing research interest, as empirical studies, including those on training attention models, suggest it is a more realistic gradient noise condition. This paper…
We develop a general framework unifying several gradient-based stochastic optimization methods for empirical risk minimization problems both in centralized and distributed scenarios. The framework hinges on the introduction of an augmented…
We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…
We consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The communications between nodes are described by a time-varying…
Minimax optimization is gaining increasing attention in modern machine learning applications. Driven by large-scale models and massive volumes of data collected from edge devices, as well as the concern to preserve client privacy,…
We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…
We study the effect of communication delays on distributed consensus algorithms. Two ways to model delays on a network are presented. The first model assumes that each link delivers messages with a fixed (constant) amount of delay, and the…
Distributed stochastic gradient descent (SGD) is essential for scaling the machine learning algorithms to a large number of computing nodes. However, the infrastructures variability such as high communication delay or random node slowdown…
Algorithms for decentralized optimization and learning rely on local optimization steps coupled with combination steps over a graph. Recent works have demonstrated that using a time-varying sequence of matrices that achieves finite-time…
A key challenge in decentralized optimization is determining the optimal convergence rate and designing algorithms to achieve it. While this problem has been extensively addressed for doubly-stochastic and column-stochastic mixing matrices,…
We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…
Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…
Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…
In this paper, we study the problem of achieving average consensus over a random time-varying sequence of directed graphs by extending the class of so-called push-sum algorithms to such random scenarios. Provided that an ergodicity notion,…
We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…
Decentralized optimization is effective to save communication in large-scale machine learning. Although numerous algorithms have been proposed with theoretical guarantees and empirical successes, the performance limits in decentralized…
This paper studies a risk minimization problem with decision dependent data distribution. The problem pertains to the performative prediction setting in which a trained model can affect the outcome estimated by the model. Such dependency…
In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…