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- W3048505912 abstract "In centralized settings, it is well known that stochastic gradient descent (SGD) avoids saddle points and converges to local minima in nonconvex problems. However, similar guarantees are lacking for distributed first-order algorithms. The paper studies distributed stochastic gradient descent (D-SGD)--a simple network-based implementation of SGD. Conditions under which D-SGD avoids saddle points and converges to local minima are studied. First, we consider the problem of computing critical points. Assuming loss functions are nonconvex and possibly nonsmooth, it is shown that, for each fixed initialization, D-SGD converges to critical points of the loss with probability one. Next, we consider the problem of avoiding saddle points. In this case, we again assume that loss functions may be nonconvex and nonsmooth, but are smooth in a neighborhood of a saddle point. It is shown that, for any fixed initialization, D-SGD avoids such saddle points with probability one. Results are proved by studying the underlying (distributed) gradient flow, using the ordinary differential equation (ODE) method of stochastic approximation, and extending classical techniques from dynamical systems theory such as stable manifolds. Results are proved in the general context of subspace-constrained optimization, for which D-SGD is a special case." @default.
- W3048505912 created "2020-08-18" @default.
- W3048505912 creator A5042307561 @default.
- W3048505912 creator A5073143742 @default.
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- W3048505912 date "2020-03-05" @default.
- W3048505912 modified "2023-09-27" @default.
- W3048505912 title "Distributed Stochastic Gradient Descent: Nonconvexity, Nonsmoothness, and Convergence to Local Minima" @default.
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