Laurynas Varnas, Julien Herrmann, Alexander Heinlein +2math.NA cs.LG
Graph neural networks (GNNs) have emerged as a powerful framework for learning from graph-structured data. However, their efficient training remains challenging, particularly in distributed computing environments. This challenge arises from the use of message passing, which couples all graph nodes, leading to expensive optimization steps, high memory requirements, and substantial communication overhead. To alleviate these limitations, we propose a novel domain-decomposition (DD) variant of AG2m, an AdaGrad method enhanced with second-order curvature information and momentum, denoted by DD-AG2m. The proposed DD-AG2m alternates between AG2m optimization on the original (global) graph and AG2m optimization on the partitioned graphs. To incorporate global information at reduced cost, we further introduce a two-level variant (2DD-AG2m) that performs global optimization steps on a coarse graph obtained by randomly subsampling nodes within each subdomain. Numerical experiments spanning graph classification, node-level regression, and spatiotemporal forecasting tasks demonstrate that the proposed DD methods reduce the computational cost required to achieve the same predictive performance by a factor of 4-8. Moreover, for the fixed computational cost, they improve the predictive performance of GNNs by up to 22% compared with the baseline AG2m.
We study online convex optimization (OCO) in non-stationary environments under heavy-tailed noise, where the stochastic gradient oracle admits only a finite $p$-th central moment for some $p \in (1, 2]$. While static regret is well-understood, achieving universal dynamic regret in a parameter-free manner remains an open challenge. We resolve this by proposing \textbf{HT-PAder}, a parameter-free algorithm combining restarted AdaGrad experts over a geometric pool of block lengths with a pathwise meta-algorithm, \textbf{AdaGrad-Hedge}, which requires no moment conditions on meta-losses. For a domain of diameter $D$, Lipschitz constant $G$, noise level $σ$, and comparator path length $P_T$, HT-PAder achieves an expected universal dynamic regret of \[ \widetilde O\left( GD\sqrt{T(1+P_T/D)} + σD T^{1/p}(1+P_T/D)^{(p-1)/p} \right). \] The algorithm does not require prior knowledge of any of these problem parameters. Even in the special case of finite variance ($p=2$), HT-PAder provides the first parameter-free minimax universal dynamic regret guarantee. We also prove a matching lower bound, establishing the optimality of the path-length exponent.