arXiv Machine Learning

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.

arXiv Machine Learning
Oct 5

Variance-reduced accelerated methods for decentralized stochastic double-regularized nonconvex strongly-concave minimax problems

arXiv:2307. 07113v2 Announce Type: replace-cross Abstract: In this paper, we consider the decentralized, stochastic nonconvex strongly-concave (NCSC) minimax problem with nonsmooth regularization terms on both primal and dual variables, wherein a network of $m$ computing agents collaborate via peer-to-peer communications.

By Gabriel Mancino-Ball, Muhammad Khan, Yangyang Xu
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
Oct 21

Variance Reduction with Delayed Feedback for Non-Convex Optimization

The paper investigates variance reduction techniques for non‑convex optimization when gradient evaluations are delayed. It introduces an ordered recursive momentum estimator whose oracle complexity depends on smoothness, variance, and delay, and provides bounds for both stochastic and finite‑sum settings. An asynchronous snapshot variant is also proposed, allowing updates during full‑gradient computations under a completion‑time bound.

By Wei Jiang, Dingzhi Yu, Zechao Li