Abdurakhmon Sadiev

King Abdullah University of Science and Technology | KAUST · Division of Computer, Electrical and Mathematical Sciences and Engineering (CEMSE)

We provide the first proof of convergence for normalized error feedback algorithms across a wide range of machine learning problems. Despite their popularity and efficiency in training deep neural networks, traditional analyses of error feedback algorithms rely on the smoothness assumption that does not capture the properties of objective functions...

Cross-device training is a crucial subfield of federated learning, where the number of clients can reach into the billions. Standard approaches and local methods are prone to issues such as client drift and insensitivity to data similarities. We propose a novel algorithm (SPAM) for cross-device federated learning with non-convex losses, which solve...

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness against imperfect tuning, a trait not shared by the dominant stochastic gradient descent (SGD) algorithm. A framewor...

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of possibly set-valued monotone operators, using at every iteration one call to the resolvent of a randomly sampled op...

This work considers the non-convex finite-sum minimization problem. There are several algorithms for such problems, but existing methods often work poorly when the problem is badly scaled and/or ill-conditioned, and a primary goal of this work is to introduce methods that alleviate this issue. Thus, here we include a preconditioner based on Hutchin...

During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity bounds are more accurate and less studied than in-expectation ones. However, SOTA high-probability non-asymptotic...

We propose Adaptive Compressed Gradient Descent (AdaCGD) - a novel optimization algorithm for communication-efficient training of supervised machine learning models with adaptive compression level. Our approach is inspired by the recently proposed three point compressor (3PC) framework of Richtarik et al. (2022), which includes error feedback (EF21...

This paper considers the problem of decentralized, personalized federated learning. For centralized personalized federated learning, a penalty that measures the deviation from the local model and its average, is often added to the objective function. However, in a decentralized setting this penalty is expensive in terms of communication costs, so h...

Inspired by a recent breakthrough of Mishchenko et al (2022), who for the first time showed that local gradient steps can lead to provable communication acceleration, we propose an alternative algorithm which obtains the same communication acceleration as their method (ProxSkip). Our approach is very different, however: it is based on the celebrate...

Gradient compression is a popular technique for improving communication complexity of stochastic first-order methods in distributed training of machine learning models. However, the existing works consider only with-replacement sampling of stochastic gradients. In contrast, it is well-known in practice and recently confirmed in theory that stochast...

This work considers non-convex finite sum minimization. There are a number of algorithms for such problems, but existing methods often work poorly when the problem is badly scaled and/or ill-conditioned, and a primary goal of this work is to introduce methods that alleviate this issue. Thus, here we include a preconditioner that is based upon Hutch...

Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems occur in many applied areas, such as robust optimization, distributed optimization, game theory, and many applications in machine learning such as empirical risk minimizati...

Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including machine learning problems. This work concentrates on the decentralized setting, which is increasingly important...

We present AI-SARAH, a practical variant of SARAH. As a variant of SARAH, this algorithm employs the stochastic recursive gradient yet adjusts step-size based on local geometry. AI-SARAH implicitly computes step-size and efficiently estimates local Lipschitz smoothness of stochastic functions. It is fully adaptive, tune-free, straightforward to imp...

In this paper, we consider two types of problems that have some similarity in their structure, namely, min-min problems and min-max saddle-point problems. Our approach is based on considering the outer minimization problem as a minimization problem with an inexact oracle. This inexact oracle is calculated via an inexact solution of the inner proble...

Saddle-point problems have recently gained an increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications only a zeroth-order oracle is available. In this paper, we propose several algorithms to solve stochastic smo...

This paper considers the problem of decentralized, personalized federated learning. For centralized personalized federated learning, a penalty that measures the deviation from the local model and its average, is often added to the objective function. However, in a decentralized setting this penalty is expensive in terms of communication costs, so h...

Personalized Federated Learning has recently seen tremendous progress, allowing the design of novel machine learning applications preserving privacy of the data used for training. Existing theoretical results in this field mainly focus on distributed optimization under minimization problems. This paper is the first to study PFL for saddle point pro...

In this paper, we consider two types of problems that have some similarity in their structure, namely, min-min problems and min-max saddle-point problems. Our approach is based on considering the outer minimization problem as a minimization problem with inexact oracle. This inexact oracle is calculated via inexact solution of the inner problem, whi...

In recent years, the importance of saddle-point problems in machine learning has increased. This is due to the popularity of GANs. In this paper, we solve stochastic smooth (strongly) convex-concave saddle-point problems using zeroth-order oracles. Theoretical analysis shows that in the case when the optimization set is a simplex, we lose only $\lo...

In the paper, we generalize the approach Gasnikov et al. 2017, which allows to solve (stochastic) convex optimization problems with an inexact gradient-free oracle, to the convex-concave saddle-point problem. The proposed approach works, at least, like the best existing approaches. But for a special set-up (simplex type constraints and closeness of...

In the paper, we generalize the approach Gasnikov et. al, 2017, which allows to solve (stochastic) convex optimization problems with an inexact gradient-free oracle, to the convex-concave saddle-point problem. The proposed approach works, at least, like the best existing approaches. But for a special set-up (simplex type constraints and closeness o...