arXiv Machine Learning

Convergence of Sign-based Random Reshuffling Algorithms for Nonconvex Optimization

arXiv:2310. 15976v4 Announce Type: replace Abstract: signSGD is attractive in nonconvex optimization because it communicates sign-valued rather than full-precision gradients.

arXiv Machine Learning
Sep 17

Revisiting Distributed Sign-Based Variance Reduction

The paper addresses bias introduced by aggregating local signs in distributed sign-based variance reduction methods, which hampers optimal convergence rates. By proposing an unbiased compression of recursive gradient increments to track the global gradient at the server, the authors achieve optimal convergence rates for both nonconvex stochastic and finite-sum optimization. They provide specific rate bounds for α-norms and demonstrate matching sample complexities to centralized settings for finite-sum problems.

By Wei Jiang, Zechao Li, Lijun Zhang
arXiv Machine Learning
Aug 27

StoSignSGD: Unbiased Structural Stochasticity Fixes SignSGD for Training Large Language Models

StoSignSGD is a new sign‑based optimization algorithm that injects structural stochasticity into the sign operator, ensuring unbiased updates. It resolves the divergence issues of traditional SignSGD on non‑smooth objectives, achieving optimal convergence rates in convex settings and improved complexity bounds in non‑convex, non‑smooth problems. Empirical results show that StoSignSGD is stable and efficient across large language model training, outperforming AdamW and SignSGD in low‑precision regimes (FP8 and FP4) and delivering speedups and accuracy gains on models ranging from OLMo2‑370M to 7B LLMs.

By Dingzhi Yu, Rui Pan, Yuxing Liu, Difan Zou, Tong Zhang
arXiv Machine Learning
Aug 12

High-Dimensional Calibration from Swap Regret

arXiv:2505. 21460v2 Announce Type: replace Abstract: We study online calibration of multi-dimensional forecasts over an arbitrary convex set $P \subset \mathbb{R}^d$ relative to an arbitrary norm $|\cdot|$.

By Maxwell Fishelson, Noah Golowich, Mehryar Mohri, Jon Schneider