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We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

The study of quenched random systems is facilitated by the idea that the ensemble averages describe the thermal averages for any specific realization of the couplings, provided the system is large enough. Careful examination suggests that…

Statistical Mechanics · Physics 2018-09-19 Avishay Efrat , Moshe Schwartz

This paper regards the relative localization problem in sensor networks. We study a randomized algorithm, which is based on input-driven consensus dynamics and involves pairwise "gossip" communications and updates. Due to the randomness of…

Systems and Control · Computer Science 2013-03-13 Chiara Ravazzi , Paolo Frasca , Roberto Tempo , Hideaki Ishii

Considering some predictive mechanisms, we show that ultrafast average-consensus can be achieved in networks of interconnected agents. More specifically, by predicting the dynamics of the network several steps ahead and using this…

Data Analysis, Statistics and Probability · Physics 2007-12-06 Hai-Tao Zhang , Guy-Bart Stan , Michael ZhiQiang Chen , Jan M. Maciejowski , Tao Zhou

Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples…

Computation · Statistics 2019-08-16 Mark Huber

This paper addresses the challenge of achieving private and resilient average consensus among a group of discrete-time networked agents without compromising accuracy. State-of-the-art solutions to attain privacy and resilient consensus…

Optimization and Control · Mathematics 2025-03-26 Guilherme Ramos , Daniel Silvestre , André M. H. Teixeira , Sérgio Pequito

This paper is devoted to deterministic consensus in synchronous dynamic networks with unidirectional links, which are under the control of an omniscient message adversary. Motivated by unpredictable node/system initialization times and…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-08-06 Manfred Schwarz , Kyrill Winkler , Ulrich Schmid

In this work, we study the generalization capability of algorithms from an information-theoretic perspective. It has been shown that the expected generalization error of an algorithm is bounded from above by a function of the relative…

Information Theory · Computer Science 2021-10-27 Borja Rodríguez-Gálvez , Germán Bassi , Mikael Skoglund

Most studies of adaptive algorithm behavior consider performance measures based on mean values such as the mean-square error. The derived models are useful for understanding the algorithm behavior under different environments and can be…

Methodology · Statistics 2023-12-04 Marcos H. Maruo , José Carlos M. Bermudez

In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…

Information Theory · Computer Science 2009-11-13 Effrosyni Kokiopoulou , Pascal Frossard

In this paper we study the distributed average consensus problem in multi-agent systems with directed communication links that are subject to quantized information flow. Specifically, we present and analyze a distributed averaging algorithm…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Apostolos I. Rikos , Christoforos N. Hadjicostis , Karl H. Johansson

This paper considers the multi-dimensional consensus in networked systems, where some of the agents might be misbehaving (or faulty). Despite the influence of these misbehaviors, the benign agents aim to reach an agreement while avoiding…

Systems and Control · Electrical Eng. & Systems 2022-04-25 Jiaqi Yan , Xiuxian Li , Yilin Mo , Changyun Wen

In this paper, we consider the parameter estimation problem over sensor networks in the presence of quantized data and directed communication links. We propose a two-stage algorithm aiming at achieving the centralized sample mean estimate…

Systems and Control · Computer Science 2015-07-27 Shanying Zhu , Yeng Chai Soh , Lihua Xie

This work studies the mean-square stability and stabilization problem for networked feedback systems. Data transmission delays in the network channels of the systems are considered. It is assumed that these delays are i.i.d. processes with…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Jieying Lu , Junhui Li , Weizhou Su

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…

Optimization and Control · Mathematics 2017-03-06 Tianyu Wu , Kun Yuan , Qing Ling , Wotao Yin , Ali H. Sayed

In this letter, we study the problem of accelerating reaching average consensus over connected graphs in a discrete-time communication setting. Literature has shown that consensus algorithms can be accelerated by increasing the graph…

Optimization and Control · Mathematics 2022-06-29 Amir-Salar Esteki , Hossein Moradian , Solmaz S. Kia

We use the Sum of Squares method to develop new efficient algorithms for learning well-separated mixtures of Gaussians and robust mean estimation, both in high dimensions, that substantially improve upon the statistical guarantees achieved…

Data Structures and Algorithms · Computer Science 2017-11-21 Samuel B. Hopkins , Jerry Li