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Second-order Guarantees of Distributed Gradient Algorithms

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arxiv 1809.08694 v5 pith:SZMPYNXE submitted 2018-09-23 math.OC cs.DC

classification math.OCcs.DC
keywords distributedalgorithmsgradientclassconvergespointssecond-orderstrict
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We consider distributed smooth nonconvex unconstrained optimization over networks, modeled as a connected graph. We examine the behavior of distributed gradient-based algorithms near strict saddle points. Specifically, we establish that (i) the renowned Distributed Gradient Descent (DGD) algorithm likely converges to a neighborhood of a Second-order Stationary (SoS) solution; and (ii) the more recent class of distributed algorithms based on gradient tracking--implementable also over digraphs--likely converges to exact SoS solutions, thus avoiding (strict) saddle-points. Furthermore, new convergence rate results to first-order critical points is established for the latter class of algorithms.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Second-Order Guarantees of Stochastic Gradient Descent in Non-Convex Optimization

    math.OC 2019-08 conditional novelty 6.0 of 10

    Under a relative gradient-noise bound plus a local noise condition at saddles, SGD reaches an approximate second-order stationary point in O(1/(μ²τ)) iterations.

  2. Distributed Gradient Descent: Nonconvergence to Saddle Points and the Stable-Manifold Theorem

    math.OC 2019-08 conditional novelty 6.0 of 10

    Distributed gradient descent in continuous time almost surely converges to local minima, because saddle points only attract initializations from a lower-dimensional stable manifold.

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