Yuejiao Sun

Decentralized Learning with Lazy and Approximate Dual Gradients

  • Yanli Liu
  • Wotao Yin
  • Yuejiao Sun
    • Categories Convex Optimization

    This paper develops algorithms for decentralized machine learning over a network, where data are distributed, computation is localized, and communication is restricted between neighbors. A line of recent research in this area focuses on improving both computation and communication complexities. The methods SSDA and MSDA \cite{scaman2017optimal} have optimal communication complexity when the objective is smooth … Read more

    Run-and-Inspect Method for Nonconvex Optimization and Global Optimality Bounds for R-Local Minimizers

  • Yifan Chen
  • Wotao Yin
  • Yuejiao Sun
    • Categories Global Optimization Theory, Unconstrained Optimization Tags , , , ,

    Many optimization algorithms converge to stationary points. When the underlying problem is nonconvex, they may get trapped at local minimizers and occasionally stagnate near saddle points. We propose the Run-and-Inspect Method, which adds an “inspect” phase to existing algorithms that helps escape from non-global stationary points. The inspection samples a set of points in a … Read more