arXiv Statistics ML

Distributed Fast Fixed-Point Algorithms for Composite Monotone Inclusions over Networks

arXiv Machine Learning
Sep 22

Distributed Linear Solvers and Data Heterogeneity

arXiv:2304.10640v5 Announce Type: replace-cross Abstract: We consider the problem of solving a large-scale system of linear equations in a distributed/federated setting. The taskmaster solves the sys...

By Boris Velasevic, Rohit Parasnis, Christopher G. Brinton, Navid Azizan
arXiv Machine Learning
Jun 3

Decentralized Stochastic Nonconvex Optimization under the $(L_0,L_1)$-Smoothness

arXiv:2509. 08726v3 Announce Type: replace-cross Abstract: This paper focuses on the decentralized stochastic optimization problem $f(\mathbf{x})=\frac{1}{m}\sum_{i=1}^m f_i(\mathbf{x})$ over a connected network of $n$ agents, where each local function has the form of $f_i(\mathbf{x}) = {\mathbb E}\left[F(\mathbf{x};{\boldsymbol \xi}_i)\right]$ which satisfies the $(L_0,L_1)$-smooth condition but possibly nonconvex and each random variable ${\boldsymbol \xi}_i$ follows distribution ${\mathcal D}_i$.

By Luo Luo, Xue Cui, Tingkai Jia, Cheng Chen
arXiv Machine Learning
Aug 27

Adaptivity via a Parallel Architecture for Stochastic Gradient Methods

The paper introduces a parallel architecture for stochastic gradient methods that adaptively selects the number of iterations. An algorithm A(x₀, y) takes an initial point and a step limit y, and p processors search for an appropriate iteration count T using a prescribed function h. The framework guarantees a (p, αₚ)-approximation, meaning for any T ≥ T₀ there exists a processor and stage where the cumulative iterations lie within a factor αₚ of T, and the authors prove tight lower bounds for αₚ while presenting simple arithmetic stochastic gradient methods that use only divisions by powers of two.

By Bin Fu
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 AI
Sep 1

Dec-BFTRL: Squre-Root Regret for Decentralized Online Upper-Linearizable Optimization under Separation Access with Application to Continuous Submodular Maximization

The paper introduces Dec-BFTRL, a decentralized algorithm for online optimization of upper-linearizable payoffs with efficient separation access, targeting continuous diminishing-return submodular maximization. Each agent evaluates its action against the average of local objectives, projects via an approximate gauge, exchanges a cumulative surrogate-gradient dual state, and uses a local HybridNewton step to minimize its BFTRL potential. The method achieves an expected network-aggregate regret of “~O(√T)” while requiring T neighbor-mixing steps and ~O(T) separation-oracle calls per agent, and provides four wrapper instantiations for three DR-submodular problems.

By Yiyang Lu, Mohammad Pedramfar, Vaneet Aggarwal