Distributed Saddle-Point Problems Under Similarity
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Abstract (arXiv)
We study solution methods for (strongly-)convex-(strongly)-concave Saddle-Point Problems (SPPs) over networks of two type - master/workers (thus centralized) architectures and meshed (thus decentralized) networks. The local functions at each node are assumed to be similar, due to statistical data similarity or otherwise. We establish lower complexity bounds for a fairly general class of algorithms solving the SPP. We show that a given suboptimality ε>0 is achieved over master/workers networks in Omegabig(Delta· δ/μ· log (1/varepsilon)big) rounds of communications, where δ>0 measures the degree of similarity of the local functions, μ is their strong convexity constant, and Delta is the diameter of the network. The lower communication complexity bound over meshed networks reads Omegabig(1/√ρ · δ/μ·log (1/varepsilon)big), where ρ is the (normalized) eigengap of the gossip matrix used for the communication between neighbouring nodes. We then propose algorithms matching the lower bounds over either types of networks (up to log-factors). We assess the effectiveness of the proposed algorithms on a robust logistic regression problem.
Key facts. Cited by 8 papers in the map (data through 7 Oct 2026). Builds on 27 of its 48 references that are in the map. First posted on arXiv 22 Jul 2021.
Builds on
27 of 48 references.
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15 more
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Built on by
Citing papers per year: 2021: 1; 2022: 3; 2023: 2; 2024: 2.
8 papers.
- 2022Federated Minimax Optimization: Improved Convergence Analyses and Algorithmscited by 37
- 2021Distributed Methods with Compressed Communication for Solving Variational Inequalities, with Theoretical Guaranteescited by 15
- 2023Federated Minimax Optimization with Client Heterogeneitycited by 8
- 2022Distributed saddle point problems for strongly concave-convex functionscited by 3
- 2024Accelerated Stochastic ExtraGradient: Mixing Hessian and Gradient Similarity to Reduce Communication in Distributed and Federated Learningcited by 2
- 2022Stochastic Gradient Methods with Compressed Communication for Decentralized Saddle Point Problemscited by 1
- 2024Local Methods with Adaptivity via Scalingcited by 1
- 2023Switch and Conquer: Efficient Algorithms By Switching Stochastic Gradient Oracles For Decentralized Saddle Point Problemscited by 0
- 2024Accelerated Stochastic ExtraGradient: Mixing Hessian and Gradient Similarity to Reduce Communication in Distributed and Federated Learning22 Sep 2024
- 2024Local Methods with Adaptivity via Scaling2 Jun 2024
- 2023Switch and Conquer: Efficient Algorithms By Switching Stochastic Gradient Oracles For Decentralized Saddle Point Problems2 Sep 2023
- 2023Federated Minimax Optimization with Client Heterogeneity8 Feb 2023
- 2022Stochastic Gradient Methods with Compressed Communication for Decentralized Saddle Point Problems28 May 2022
- 2022Federated Minimax Optimization: Improved Convergence Analyses and Algorithms9 Mar 2022
- 2022Distributed saddle point problems for strongly concave-convex functions11 Feb 2022
- 2021Distributed Methods with Compressed Communication for Solving Variational Inequalities, with Theoretical Guarantees7 Oct 2021