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In this paper we consider a novel partitioned framework for distributed optimization in peer-to-peer networks. In several important applications the agents of a network have to solve an optimization problem with two key features: (i) the…

Systems and Control · Computer Science 2018-05-23 Ivano Notarnicola , Ruggero Carli , Giuseppe Notarstefano

We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…

Optimization and Control · Mathematics 2015-01-05 Yuchen Zhang , Lin Xiao

We review distributionally robust optimization (DRO), a principled approach for constructing statistical estimators that hedge against the impact of deviations in the expected loss between the training and deployment environments. Many…

Methodology · Statistics 2024-01-29 Jose Blanchet , Jiajin Li , Sirui Lin , Xuhui Zhang

Effective coordination of agents actions in partially-observable domains is a major challenge of multi-agent systems research. To address this, many researchers have developed techniques that allow the agents to make decisions based on…

Multiagent Systems · Computer Science 2011-09-28 P. S. Dutta , N. R. Jennings , L. Moreau

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 Learning · Statistics 2017-04-18 Alexandros Nathan , Diego Klabjan

The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In many real-world reinforcement learning applications, access to the environment is limited to a fixed dataset, instead of direct (online) interaction with the environment. When using this data for either evaluation or training of a new…

Machine Learning · Computer Science 2019-11-06 Ofir Nachum , Yinlam Chow , Bo Dai , Lihong Li

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

This paper proposes distributed discrete-time algorithms to cooperatively solve an additive cost optimization problem in multi-agent networks. The striking feature lies in the use of only the sign of relative state information between…

Systems and Control · Computer Science 2018-12-11 Jiaqi Zhang , Keyou You , Tamer Başar

Finding a maximum cut is a fundamental task in many computational settings. Surprisingly, it has been insufficiently studied in the classic distributed settings, where vertices communicate by synchronously sending messages to their…

Data Structures and Algorithms · Computer Science 2017-07-27 Keren Censor-Hillel , Rina Levy , Hadas Shachnai

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…

Optimization and Control · Mathematics 2024-04-23 Yaqun Yang , Jinlong Lei

This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different…

Statistics Theory · Mathematics 2018-05-30 Song Xi Chen , Liuhua Peng

We consider distributed optimization over orthogonal collision channels in spatial random access networks. Users are spatially distributed and each user is in the interference range of a few other users. Each user is allowed to transmit…

Networking and Internet Architecture · Computer Science 2016-10-26 Kobi Cohen , Angelia Nedich , R. Srikant

We present a novel distributed probabilistic bisection algorithm using social learning with application to target localization. Each agent in the network first constructs a query about the target based on its local information and obtains a…

Social and Information Networks · Computer Science 2016-12-30 Athanasios Tsiligkaridis , Theodoros Tsiligkaridis

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

We address the problem of distributed cooperative localization in wireless networks, i.e. nodes without prior position knowledge (agents) wish to determine their own positions. In non-cooperative approaches, positioning is only based on…

Signal Processing · Electrical Eng. & Systems 2018-02-09 Rico Mendrzik , Gerhard Bauch

In various online/offline multi-agent networked environments, it is very popular that the system can benefit from coordinating actions of two interacting agents at some cost of coordination. In this paper, we first formulate an optimization…

Systems and Control · Computer Science 2018-09-14 Hyeryung Jang , Jinwoo Shin , Yung Yi

We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…

Optimization and Control · Mathematics 2017-04-12 Angelia Nedić , Alex Olshevsky , César A. Uribe
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