Nazarii Tupitsa

LG
h-index21
6papers
125citations
Novelty49%
AI Score32

6 Papers

OCSep 23, 2024
Methods for Convex $(L_0,L_1)$-Smooth Optimization: Clipping, Acceleration, and Adaptivity

Eduard Gorbunov, Nazarii Tupitsa, Sayantan Choudhury et al.

Due to the non-smoothness of optimization problems in Machine Learning, generalized smoothness assumptions have been gaining a lot of attention in recent years. One of the most popular assumptions of this type is $(L_0,L_1)$-smoothness (Zhang et al., 2020). In this paper, we focus on the class of (strongly) convex $(L_0,L_1)$-smooth functions and derive new convergence guarantees for several existing methods. In particular, we derive improved convergence rates for Gradient Descent with (Smoothed) Gradient Clipping and for Gradient Descent with Polyak Stepsizes. In contrast to the existing results, our rates do not rely on the standard smoothness assumption and do not suffer from the exponential dependency from the initial distance to the solution. We also extend these results to the stochastic case under the over-parameterization assumption, propose a new accelerated method for convex $(L_0,L_1)$-smooth optimization, and derive new convergence rates for Adaptive Gradient Descent (Malitsky and Mishchenko, 2020).

LGNov 8, 2023
Byzantine-Tolerant Methods for Distributed Variational Inequalities

Nazarii Tupitsa, Abdulla Jasem Almansoori, Yanlin Wu et al.

Robustness to Byzantine attacks is a necessity for various distributed training scenarios. When the training reduces to the process of solving a minimization problem, Byzantine robustness is relatively well-understood. However, other problem formulations, such as min-max problems or, more generally, variational inequalities, arise in many modern machine learning and, in particular, distributed learning tasks. These problems significantly differ from the standard minimization ones and, therefore, require separate consideration. Nevertheless, only one work (Adibi et al., 2022) addresses this important question in the context of Byzantine robustness. Our work makes a further step in this direction by providing several (provably) Byzantine-robust methods for distributed variational inequality, thoroughly studying their theoretical convergence, removing the limitations of the previous work, and providing numerical comparisons supporting the theoretical findings.

CLJun 18, 2024Code
Low-Resource Machine Translation through the Lens of Personalized Federated Learning

Viktor Moskvoretskii, Nazarii Tupitsa, Chris Biemann et al.

We present a new approach called MeritOpt based on the Personalized Federated Learning algorithm MeritFed that can be applied to Natural Language Tasks with heterogeneous data. We evaluate it on the Low-Resource Machine Translation task, using the datasets of South East Asian and Finno-Ugric languages. In addition to its effectiveness, MeritOpt is also highly interpretable, as it can be applied to track the impact of each language used for training. Our analysis reveals that target dataset size affects weight distribution across auxiliary languages, that unrelated languages do not interfere with the training, and auxiliary optimizer parameters have minimal impact. Our approach is easy to apply with a few lines of code, and we provide scripts for reproducing the experiments at https://github.com/VityaVitalich/MeritOpt.

LGMar 5, 2024
Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad

Sayantan Choudhury, Nazarii Tupitsa, Nicolas Loizou et al.

Adaptive methods are extremely popular in machine learning as they make learning rate tuning less expensive. This paper introduces a novel optimization algorithm named KATE, which presents a scale-invariant adaptation of the well-known AdaGrad algorithm. We prove the scale-invariance of KATE for the case of Generalized Linear Models. Moreover, for general smooth non-convex problems, we establish a convergence rate of $O \left(\frac{\log T}{\sqrt{T}} \right)$ for KATE, matching the best-known ones for AdaGrad and Adam. We also compare KATE to other state-of-the-art adaptive algorithms Adam and AdaGrad in numerical experiments with different problems, including complex machine learning tasks like image classification and text classification on real data. The results indicate that KATE consistently outperforms AdaGrad and matches/surpasses the performance of Adam in all considered scenarios.

LGFeb 7, 2024
Federated Learning Can Find Friends That Are Advantageous

Nazarii Tupitsa, Samuel Horváth, Martin Takáč et al.

In Federated Learning (FL), the distributed nature and heterogeneity of client data present both opportunities and challenges. While collaboration among clients can significantly enhance the learning process, not all collaborations are beneficial; some may even be detrimental. In this study, we introduce a novel algorithm that assigns adaptive aggregation weights to clients participating in FL training, identifying those with data distributions most conducive to a specific learning objective. We demonstrate that our aggregation method converges no worse than the method that aggregates only the updates received from clients with the same data distribution. Furthermore, empirical evaluations consistently reveal that collaborations guided by our algorithm outperform traditional FL approaches. This underscores the critical role of judicious client selection and lays the foundation for more streamlined and effective FL implementations in the coming years.

OCJun 9, 2019
On a Combination of Alternating Minimization and Nesterov's Momentum

Sergey Guminov, Pavel Dvurechensky, Nazarii Tupitsa et al.

Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method for convex optimization. In this paper we combine AM and Nesterov's acceleration to propose an accelerated alternating minimization algorithm. We prove $1/k^2$ convergence rate in terms of the objective for convex problems and $1/k$ in terms of the squared gradient norm for non-convex problems, where $k$ is the iteration counter. Our method does not require any knowledge of neither convexity of the problem nor function parameters such as Lipschitz constant of the gradient, i.e. it is adaptive to convexity and smoothness and is uniformly optimal for smooth convex and non-convex problems. Further, we develop its primal-dual modification for strongly convex problems with linear constraints and prove the same $1/k^2$ for the primal objective residual and constraints feasibility.