Yonggui Yan

Compressed Decentralized Proximal Stochastic Gradient Method for Nonconvex Composite Problems with Heterogeneous Data

We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save communication cost, we then extend DProxSGT to a compressed me…