# Distributed stochastic gradient tracking algorithm with variance reduction for non-convex optimization

arXiv: https://arxiv.org/abs/2106.14479 · HTML: https://mlsanity.com/paper/2106.14479/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 28 Jun 2021.

## Built on by (most cited first, 6 of 6)

- [Tackling Data Heterogeneity: A New Unified Framework for Decentralized SGD with Sample-induced Topology](https://mlsanity.com/paper/2207.03730/) (2022)
- [Communication-Efficient Stochastic Distributed Learning](https://mlsanity.com/paper/2501.13516/) (2025)
- [Zero-Order One-Point Estimate with Distributed Stochastic Gradient-Tracking Technique](https://mlsanity.com/paper/2210.05618/) (2022)
- [Single Point-Based Distributed Zeroth-Order Optimization with a Non-Convex Stochastic Objective Function](https://mlsanity.com/paper/2410.05942/) (2024)
- [Jointly Computation- and Communication-Efficient Distributed Learning](https://mlsanity.com/paper/2508.15509/) (2025)
- [MUSIC: Accelerated Convergence for Distributed Optimization With Inexact and Exact Methods](https://mlsanity.com/paper/2403.02589/) (2024)

## Abstract (arXiv)

This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting, large number of samples are allocated to multiple agents in the network. Each agent computes local stochastic gradient and communicates with its neighbors to seek for the global optimum. In this paper, we develop a modified variance reduction technique to deal with the variance introduced by stochastic gradients. Combining gradient tracking and variance reduction techniques, this paper proposes a distributed stochastic algorithm, GT-VR, to solve large-scale non-convex finite-sum optimization over multi-agent networks. A complete and rigorous proof shows that the GT-VR algorithm converges to first-order stationary points with O(frac1k) convergence rate. In addition, we provide the complexity analysis of the proposed algorithm. Compared with some existing first-order methods, the proposed algorithm has a lower O(PMε-1) gradient complexity under some mild condition. By comparing state-of-the-art algorithms and GT-VR in experimental simulations, we verify the efficiency of the proposed algorithm.
