Related papers: Revisiting Asynchronous Linear Solvers: Provable C…
Numerical solutions to the Eikonal equation are computed using variants of the fast marching method, the fast sweeping method, and the fast iterative method. In this paper, we provide a unified view of these algorithms that highlights their…
In this paper, we propose a framework for achieving long-term fair sequential decision making. By conducting both the hard and soft interventions, we propose to take path-specific effects on the time-lagged causal graph as a quantitative…
The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…
The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…
With a quite different way to determine the working rows, we propose a novel greedy Kaczmarz method for solving consistent linear systems. Convergence analysis of the new method is provided. Numerical experiments show that, for the same…
Linear regression is a fundamental and primitive problem in supervised machine learning, with applications ranging from epidemiology to finance. In this work, we propose methods for speeding up distributed linear regression. We do so by…
Asynchronous programming is widely adopted for building responsive and efficient software, and modern languages such as C# provide async/await primitives to simplify the use of asynchrony. In this paper, we propose an approach for…
This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…
Asynchronous parallel computing and sparse recovery are two areas that have received recent interest. Asynchronous algorithms are often studied to solve optimization problems where the cost function takes the form $\sum_{i=1}^M f_i(x)$,…
Synchronization in a group of linear time-invariant systems is studied where the coupling between each pair of systems is characterized by a different output matrix. Simple methods are proposed to generate a (separate) linear coupling gain…
The Kaczmarz method for solving a linear system $Ax = b$ interprets such a system as a collection of equations $\left\langle a_i, x\right\rangle = b_i$, where $a_i$ is the $i-$th row of $A$, then picks such an equation and corrects $x_{k+1}…
We study the rate of convergence of linear two-time-scale stochastic approximation methods. We consider two-time-scale linear iterations driven by i.i.d. noise, prove some results on their asymptotic covariance and establish asymptotic…
Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…
This paper develops distributed synchronous and asynchronous algorithms for the large-scale semi-definite programming with diagonal constraints, which has wide applications in combination optimization, image processing and community…
Kaczmarz's alternating projection method has been widely used for solving a consistent (mostly over-determined) linear system of equations Ax=b. Because of its simple iterative nature with light computation, this method was successfully…
In this paper a new distributed asynchronous algorithm is proposed for time synchronization in networks with random communication delays, measurement noise and communication dropouts. Three different types of the drift correction algorithm…
In machine learning, asynchronous parallel stochastic gradient descent (APSGD) is broadly used to speed up the training process through multi-workers. Meanwhile, the time delay of stale gradients in asynchronous algorithms is generally…
Data and pipeline parallelism are key strategies for scaling neural network training across distributed devices, but their high communication cost necessitates co-located computing clusters with fast interconnects, limiting their…
Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…
Data reconciliation in general, and filesystem synchronization in particular, lacks rigorous theoretical foundation. This paper presents, for the first time, a complete analysis of synchronization for two replicas of a theoretical…