arXiv Machine Learning

Regularity-Aware Stochastic MGDA with Adaptive Per-Iterate Conflict-Avoidant Update

arXiv:2607. 15412v2 Announce Type: replace Abstract: Multi-objective learning (MOL) aims to optimize multiple objectives simultaneously.

arXiv Machine Learning
Sep 14

High-Probability Convergence of SGD via Batched Updates

The paper introduces Batched SGD, a variant that groups online samples into epochs and performs a single update per epoch using a low‑variance gradient estimate. This batching approach allows a straightforward high‑probability analysis without restrictive assumptions or auxiliary sequences, yielding near‑optimal rates for both strongly convex and non‑convex objectives under standard smoothness and sub‑Gaussian noise conditions. The authors also extend the method to federated learning, providing the first high‑probability guarantees with logarithmic communication complexity, linear speedup in the number of agents, and robustness to data heterogeneity.

By Feng Zhu, Robert W. Heath Jr., Aritra Mitra
arXiv AI
5d ago

Correcting Before Adapting: Gradient Correction for Federated Adaptive Optimization

The paper introduces Federated Adaptive Gradient Correction (FA‑GC), a method that corrects each gradient before it is incorporated into the running averages used by adaptive optimizers like Adam in federated learning. Compared to a naive correction approach (FA‑NT) that only adjusts the final update direction, FA‑GC ensures that the corrected direction only vanishes at global stationary points and provides convergence guarantees without client‑heterogeneity terms. Experiments on seven image and language tasks show that FA‑GC with Adam achieves target accuracy in fewer rounds and, in some cases, reduces total communication compared to uncorrected local Adam and FA‑NT.

By Evan Chen, Shiqiang Wang, Dong-Jun Han, Shahryar Zehtabi, Christopher Brinton
arXiv Machine Learning
Oct 3

Rate-Optimal Algorithm for Adversarial Linear CMDPs

The paper introduces a new primal–dual algorithm for episodic adversarial linear constrained Markov decision processes (CMDPs) with unknown transitions. It achieves a rate‑optimal ×O(√K) regret and cumulative constraint violation, improving upon the previous ×O(K^{3/4}) bound and eliminating the need for Slater’s condition. The method combines adaptive FTRL, contracted value estimation, and an exponential Lyapunov function, enabling uniform concentration over the value function class and computational efficiency independent of the state‑space size.

By Kihyun Yu, Honghao Wei, Dabeen Lee