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This paper studies a decentralized stochastic gradient tracking (DSGT) algorithm for non-convex empirical risk minimization problems over a peer-to-peer network of nodes, which is in sharp contrast to the existing DSGT only for convex…

Machine Learning · Computer Science 2020-08-31 Jiaqi Zhang , Keyou You

To understand the convergence behavior of the Push-Pull method for decentralized optimization with stochastic gradients (Stochastic Push-Pull), this paper presents a comprehensive analysis. Specifically, we first clarify the algorithm's…

Optimization and Control · Mathematics 2025-06-10 Runze You , Shi Pu

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes…

Machine Learning · Computer Science 2019-11-14 Ran Xin , Soummya Kar , Usman A. Khan

Communication compression techniques are of growing interests for solving the decentralized optimization problem under limited communication, where the global objective is to minimize the average of local cost functions over a multi-agent…

Optimization and Control · Mathematics 2021-06-21 Yiwei Liao , Zhuorui Li , Kun Huang , Shi Pu

In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…

Machine Learning · Computer Science 2022-01-25 Xuanjie Li , Yuedong Xu , Jessie Hui Wang , Xin Wang , John C. S. Lui

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

Decentralized stochastic optimization is the basic building block of modern collaborative machine learning, distributed estimation and control, and large-scale sensing. Since involved data usually contain sensitive information like user…

Machine Learning · Computer Science 2022-05-10 Yongqiang Wang , H. Vincent Poor

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…

Optimization and Control · Mathematics 2022-12-13 Haishan Ye , Xiangyu Chang

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.…

Optimization and Control · Mathematics 2023-11-09 Firooz Shahriari-Mehr , Ashkan Panahi

We consider a distributed non-convex optimization where a network of agents aims at minimizing a global function over the Stiefel manifold. The global function is represented as a finite sum of smooth local functions, where each local…

Optimization and Control · Mathematics 2021-02-16 Shixiang Chen , Alfredo Garcia , Mingyi Hong , Shahin Shahrampour

We analyze the convergence of decentralized consensus algorithm with delayed gradient information across the network. The nodes in the network privately hold parts of the objective function and collaboratively solve for the consensus…

Optimization and Control · Mathematics 2018-01-17 Benjamin Sirb , Xiaojing Ye

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

Decentralized machine learning (DML) supports collaborative training in large-scale networks with no central server. It is sensitive to the quality and reliability of inter-device communications that result in time-varying and stochastic…

Signal Processing · Electrical Eng. & Systems 2025-11-06 Zhiyuan Zhai , Shuyan Hu , Wei Ni , Xiaojun Yuan , Xin Wang

Bilevel optimization has been applied to a wide variety of machine learning models, and numerous stochastic bilevel optimization algorithms have been developed in recent years. However, most existing algorithms restrict their focus on the…

Machine Learning · Computer Science 2023-03-28 Hongchang Gao , Bin Gu , My T. Thai

Decentralized optimization over directed networks is frequently challenged by asymmetric communication and the inherent high variance of stochastic gradients, which collectively cause severe oscillations and hinder algorithmic convergence.…

Optimization and Control · Mathematics 2026-04-10 Wenqi Fan , Yiwei Liao , Qing Xu , Bin Guo , Songyi Dian

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…

Optimization and Control · Mathematics 2023-03-01 Yonggui Yan , Jie Chen , Pin-Yu Chen , Xiaodong Cui , Songtao Lu , Yangyang Xu