High-probability Convergence Guarantees of Decentralized SGD

Published in arXiv preprint, 2025

Recommended citation: Armacki, A., & Sayed, A. H. (2025). High-probability Convergence Guarantees of Decentralized SGD. In arXiv:2510.06141 https://arxiv.org/abs/2510.06141

TLDR: We establish high-probability convergence guarantees of DSGD under light-tailed noise, achieving optimal rates for both non-convex and strongly convex costs with linear speed-up, while simultaneously relaxing many strong assumptions used in prior works.