Thresholded Local Hyper-Flow Diffusion

Optimal transport (OT) compares distributions and aligns datasets in machine learning, yet unregularized discrete OT requires a linear program with quadratically many transport variables. We propose HELLO, a hierarchical solver that casts large-scale discrete OT as edge localization and uses dual potentials to guide both coarse-to-fine initialization and within-level refinement. Initialization propagates coarse dual potentials across a recursive subsampling hierarchy to assign candidate edges. Refinement then iteratively inserts the largest dual violators in each row and column until the relative KKT residual meets a prescribed tolerance, while budgeted pruning ensures linear memory complexity. For exact-arithmetic refinement, we prove finite termination at a global optimum under a symbolic lexicographic rule. At the million-point scale, HELLO attains lower transport objectives with order-of-magnitude runtime improvements over strong baselines across feature dimensions from single digits to thousands. It further scales to 1.28 million samples per marginal in 8192 dimensions on a single H100, using 41.6 GiB peak GPU memory while satisfying a full relative KKT residual below $10^{-6}$. Beyond standard discrete OT, the framework supports general pairwise costs and serves as a scalable balanced-OT oracle for semi-discrete OT, Gromov--Wasserstein, unbalanced OT, and OT-based Flow Matching.

Federated clients that perform several local optimization steps can return parameter displacements with widely different magnitudes. The quadratic regularization of FedProx grows linearly with displacement and therefore offers limited control over the contrast between ordinary and unusually large client movements. We here introduce HiFedProx, which replaces the quadratic penalty with a scale-matched power-type regularizer indexed by $p\geq2$. All powers have the same regularization-gradient magnitude at a reference displacement $R$, while every $p>2$ gives a weaker response below $R$ and a stronger response above it. An exact affine reference calculation shows that increasing $p$ compresses relative displacement disparities, although very large powers approach fixed-radius behavior and increase local curvature. HiFedProx combines this geometry with finite-budget stochastic client optimization and same-minibatch Armijo backtracking. In paired five-seed experiments on a frozen 60-writer FEMNIST subset, a common-parameter study over $p\in\{2,3,4,5,6,7,8\}$ shows similar clean-training performance but substantial gains under composite stress. The lowest moderate- and severe-stress losses occur at $p=7$ and $p=6$, improving over $p=2$ by $11.44\%$ and $23.16\%$, respectively. Although displacement-tail ratios continue to decrease through $p=8$, predictive performance peaks in an intermediate range and Armijo trial cost increases with $p$. These results indicate that the exponent should be calibrated rather than maximized. In our experiments, $p=5$--$7$ provides the most useful range.

Local SGD, also known as Federated Averaging, is a widely used distributed optimization algorithm. Although Local SGD often outperforms alternatives such as Mini-batch SGD in practice, theory still only partially explains when and why local updates help under realistic data heterogeneity. Recent work by [Patel et al., 2025] shows that a bounded second-order heterogeneity assumption captures the efficiency of Local SGD for strongly convex objectives, and conjectures that the same principle extends to the general convex setting. In this paper, we prove this conjecture by establishing an improved convergence guarantee for Local SGD on general convex objectives under bounded second-order heterogeneity. We also improve the best-known lower bounds for Local SGD in this setting, showing that our upper bounds are nearly tight. Together, these results provide a sharper, more fine-grained convergence theory for Local SGD. As a further application of our techniques, we provide a lower bound for serial SGD with replacement, showing how second-order heterogeneity captures the impact of rare high-curvature clients.