Related papers: Convergent message passing algorithms - a unifying…
In this paper, we revisit a well-known distributed projected subgradient algorithm which aims to minimize a sum of cost functions with a common set constraint. In contrast to most of existing results, weight matrices of the time-varying…
In recent years, Machine Learning algorithms, in particular supervised learning techniques, have been shown to be very effective in solving regression problems. We compare the performance of a newly proposed regression algorithm against…
A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…
Predicting trends in stock market prices has been an area of interest for researchers for many years due to its complex and dynamic nature. Intrinsic volatility in stock market across the globe makes the task of prediction challenging.…
We study finite-sum nonlinear programs with localized variable coupling encoded by a (hyper)graph. We introduce a graph-compliant decomposition framework that brings message passing into continuous optimization in a rigorous, implementable,…
Federated learning is an important framework in modern machine learning that seeks to integrate the training of learning models from multiple users, each user having their own local data set, in a way that is sensitive to data privacy and…
Many iterative and non-iterative methods have been developed for inverse problems associated with Ising models. Aiming to derive an accurate non-iterative method for the inverse problems, we employ the tree-reweighted approximation. Using…
We introduce an iterative optimization scheme for convex objectives consisting of a linear loss and a non-separable penalty, based on the expectation-consistent approximation and the vector approximate message-passing (VAMP) algorithm.…
We consider distributed iterative algorithms for the averaging problem over time-varying topologies. Our focus is on the convergence time of such algorithms when complete (unquantized) information is available, and on the degradation of…
We describe how the powerful "Divide and Concur" algorithm for constraint satisfaction can be derived as a special case of a message-passing version of the Alternating Direction Method of Multipliers (ADMM) algorithm for convex…
We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that…
The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…
The Message-Passing Approach (MPA) is the state-of-the-art technique to obtain quasi-analytical predictions for percolation on real complex networks. Besides being intuitive and straightforward, it has the advantage of being mathematically…
Probabilistic message-passing algorithms are developed for routing transmissions in multi-wavelength optical communication networks, under node and edge-disjoint routing constraints and for various objective functions. Global routing…
Nonconvex optimization is central to modern machine learning, but the general framework of nonconvex optimization yields weak convergence guarantees that are too pessimistic compared to practice. On the other hand, while convexity enables…
Optimization algorithms appear in the core calculations of numerous Artificial Intelligence (AI) and Machine Learning methods, as well as Engineering and Business applications. Following recent works on the theoretical deficiencies of AI, a…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
Particle Swarm Optimization (PSO) is a meta-heuristic for continuous black-box optimization problems. In this paper we focus on the convergence of the particle swarm, i.e., the exploitation phase of the algorithm. We introduce a new…
Applying the max-product (and belief-propagation) algorithms to loopy graphs is now quite popular for best assignment problems. This is largely due to their low computational complexity and impressive performance in practice. Still, there…
In Causal Bayesian Optimization (CBO), an agent intervenes on an unknown structural causal model to maximize a downstream reward variable. In this paper, we consider the generalization where other agents or external events also intervene on…