Related papers: Accelerated Backpressure Algorithm
Stochastic gradient descent with backpropagation is the workhorse of artificial neural networks. It has long been recognized that backpropagation fails to be a biologically plausible algorithm. Fundamentally, it is a non-local procedure --…
We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…
Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…
The backpressure routing policy is known to be a throughput optimal policy that supports any feasible traffic demand in data networks, but may have poor delay performance when packets traverse loops in the network. In this paper, we study…
Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…
The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart.…
To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…
Backpropagation (BP) of errors is the backbone training algorithm for artificial neural networks (ANNs). It updates network weights through gradient descent to minimize a loss function representing the mismatch between predictions and…
The commonly used asynchronous bounded delay (ABD) network models assume a fixed bound on message delay. We propose a probabilistic network model, called asynchronous bounded expected delay (ABE) model. Instead of a strict bound, the ABE…
The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor…
In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…
This paper applies a custom model order reduction technique to the distribution grid state estimation problem. Specifically, the method targets the situation where, due to pseudo-measurement uncertainty, it is advantageous to run the state…
In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…
Belief Propagation (BP) is an important message-passing algorithm for various reasoning tasks over graphical models, including solving the Constraint Optimization Problems (COPs). It has been shown that BP can achieve state-of-the-art…
Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…
Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…
Network consensus optimization has received increasing attention in recent years and has found important applications in many scientific and engineering fields. To solve network consensus optimization problems, one of the most well-known…
One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…
We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…