相关论文: Nonconvex Decentralized Stochastic Bilevel Optimiz…

Minimax optimization problems have attracted significant attention in recent years due to their widespread application in numerous machine learning models. To solve the minimax problem, a wide variety of stochastic optimization methods have…

We study non-smooth stochastic decentralized optimization problems over time-varying networks, where objective functions are distributed across nodes and network connections may intermittently appear or break. Specifically, we consider two…

The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

The success of deep learning depends on large-scale and well-curated training data, while data in real-world applications are commonly long-tailed and noisy. Many methods have been proposed to deal with long-tailed data or noisy data, while…

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

Bilevel optimization recently has attracted increased interest in machine learning due to its many applications such as hyper-parameter optimization and meta learning. Although many bilevel methods recently have been proposed, these methods…

Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…

Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since robust loss…

Decentralized optimization is widely used in different fields of study such as distributed learning, signal processing, and various distributed control problems. In these types of problems, nodes of the network are connected to each other…

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Bilevel optimization has become a powerful framework in various machine learning applications including meta-learning, hyperparameter optimization, and network architecture search. There are generally two classes of bilevel optimization…

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…

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…

In modern decentralized applications, ensuring communication efficiency and privacy for the users are the key challenges. In order to train machine-learning models, the algorithm has to communicate to the data center and sample data for its…

We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…

The ProxSkip algorithm for distributed optimization is gaining increasing attention due to its effectiveness in reducing communication. However, existing analyses of ProxSkip are limited to the strongly convex setting and fail to achieve…

Bilevel optimization recently has received tremendous attention due to its great success in solving important machine learning problems like meta learning, reinforcement learning, and hyperparameter optimization. Extending single-agent…