Schedule

Suggested Readings:

• Lecture Notes

Suggested Readings:

• Lecture Notes

Suggested Readings:

• Lecture Notes

Suggested Readings:

5.5 of CVOPT

Suggested Readings:

Chapter 13 of Numerical Optimization by Jorge Nocedal and Stephen Wright.

Suggested Readings:

Chapter 13 of Numerical Optimization by Jorge Nocedal and Stephen Wright.

Suggested Readings:

Lecture Notes

Suggested Readings:

Lecture Notes

Suggested Readings:

Lecture Notes

Suggested Readings:

Johnson, Rie, and Tong Zhang. “Accelerating stochastic gradient descent using predictive variance reduction.” Advances in neural information processing systems 26 (2013): 315-323.

Suggested Readings:

Li, Xiang, Kaixuan Huang, Wenhao Yang, Shusen Wang, and Zhihua Zhang. “On the Convergence of FedAvg on Non-IID Data.” In International Conference on Learning Representations. 2019.

Kairouz, Peter, H. Brendan McMahan, Brendan Avent, Aurélien Bellet, Mehdi Bennis, Arjun Nitin Bhagoji, Kallista Bonawitz et al. “Advances and open problems in federated learning.” arXiv preprint arXiv:1912.04977 (2019).

Suggested Readings:

Wright, Stephen J. “Coordinate descent algorithms.” Mathematical Programming 151, no. 1 (2015): 3-34.

Suggested Readings:

Boyd, Stephen, Neal Parikh, Eric Chu, Borja Peleato, and Jonathan Eckstein. “Distributed optimization and statistical learning via the alternating direction method of multipliers.” Foundations and Trends in Machine Learning 3, no. 1 (2010): 1-122.