Dimension-Free Decentralized Nonsmooth Nonconvex Stochastic Optimization
We investigate decentralized nonsmooth nonconvex stochastic optimization over a network of $n$ nodes, with the goal of finding an $(\delta,\epsilon)$-Goldstein stationary point. The best existing algorithm achieves $O(\delta^{-1}(\epsilon^{-3}+d\epsilon^{-1}))$ sample complexity and $\widetilde{O}(\gamma^{-1/2}\delta^{...