Related papers: On the Optimality of Averaging in Distributed Stat…
This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…
Decision-making problems often feature uncertainty stemming from heterogeneous and context-dependent human preferences. To address this, we propose a sequential learning-and-optimization pipeline to learn preference distributions and…
This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…
Machine learning algorithms are increasingly used to inform critical decisions. There is a growing concern about bias, that algorithms may produce uneven outcomes for individuals in different demographic groups. In this work, we measure…
Low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection are among the most important problems in machine learning. The existing methods usually consider the case when each instance has a fixed,…
Stochastic dominance serves as a general framework for modeling a broad spectrum of decision preferences under uncertainty, with risk aversion as one notable example, as it naturally captures the intrinsic structure of the underlying…
We provide non-asymptotic excess risk guarantees for statistical learning in a setting where the population risk with respect to which we evaluate the target parameter depends on an unknown nuisance parameter that must be estimated from…
We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…
We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…
Valuable training data is often owned by independent organizations and located in multiple data centers. Most deep learning approaches require to centralize the multi-datacenter data for performance purpose. In practice, however, it is…
Stochastic gradient algorithm is a key ingredient of many machine learning methods, particularly appropriate for large-scale learning.However, a major caveat of large data is their incompleteness.We propose an averaged stochastic gradient…
This manuscript investigates the stochastic comparisons of the second-order statistics from dependent and heterogeneous general semi-parametric family of distributions observations. Some sufficient conditions on the usual stochastic order…
We study the risk performance of distributed learning for the regularization empirical risk minimization with fast convergence rate, substantially improving the error analysis of the existing divide-and-conquer based distributed learning.…
This article provides, through theoretical analysis, an in-depth understanding of the classification performance of the empirical risk minimization framework, in both ridge-regularized and unregularized cases, when high dimensional data are…
We consider distributed statistical optimization in one-shot setting, where there are $m$ machines each observing $n$ i.i.d. samples. Based on its observed samples, each machine sends a $B$-bit-long message to a server. The server then…
We analyse the learning performance of Distributed Gradient Descent in the context of multi-agent decentralised non-parametric regression with the square loss function when i.i.d. samples are assigned to agents. We show that if agents hold…
Machine learning is the dominant approach to artificial intelligence, through which computers learn from data and experience. In the framework of supervised learning, a necessity for a computer to learn from data accurately and efficiently…
Differentially private federated learning is crucial for maintaining privacy in distributed environments. This paper investigates the challenges of high-dimensional estimation and inference under the constraints of differential privacy.…
As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…
Machine teaching is an inverse problem of machine learning that aims at steering the student learner towards its target hypothesis, in which the teacher has already known the student's learning parameters. Previous studies on machine…