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Decentralized stochastic optimization is the basic building block of modern collaborative machine learning, distributed estimation and control, and large-scale sensing. Since involved data usually contain sensitive information like user…

Machine Learning · Computer Science 2022-05-10 Yongqiang Wang , H. Vincent Poor

Parameter-transfer is a well-known and versatile approach for meta-learning, with applications including few-shot learning, federated learning, and reinforcement learning. However, parameter-transfer algorithms often require sharing models…

Machine Learning · Computer Science 2020-02-24 Jeffrey Li , Mikhail Khodak , Sebastian Caldas , Ameet Talwalkar

In this work, we propose a distributed algorithm for stochastic non-convex optimization. We consider a worker-server architecture where a set of $K$ worker nodes (WNs) in collaboration with a server node (SN) jointly aim to minimize a…

Optimization and Control · Mathematics 2020-05-04 Prashant Khanduri , Pranay Sharma , Swatantra Kafle , Saikiran Bulusu , Ketan Rajawat , Pramod K. Varshney

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

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

In this paper we consider a distributed optimization scenario in which a set of processors aims at cooperatively solving a class of min-max optimization problems. This set-up is motivated by peak-demand minimization problems in smart grids.…

Optimization and Control · Mathematics 2016-11-29 Ivano Notarnicola , Mauro Franceschelli , Giuseppe Notarstefano

Collaborative training of a machine learning model comes with a risk of sharing sensitive or private data. Federated learning offers a way of collectively training a single global model without the need to share client data, by sharing only…

Cryptography and Security · Computer Science 2026-01-09 Damian Harenčák , Lukáš Gajdošech , Martin Madaras

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Optimization and Control · Mathematics 2021-03-22 Farzad Yousefian

We develop an iterative differentially private algorithm for client selection in federated settings. We consider a federated network wherein clients coordinate with a central server to complete a task; however, the clients decide whether to…

Cryptography and Security · Computer Science 2023-10-17 Syed Eqbal Alam , Dhirendra Shukla , Shrisha Rao

We introduce the Projected Push-Pull algorithm that enables multiple agents to solve a distributed constrained optimization problem with private cost functions and global constraints, in a collaborative manner. Our algorithm employs…

Optimization and Control · Mathematics 2023-10-11 Orhan Eren Akgün , Arif Kerem Dayı , Stephanie Gil , Angelia Nedić

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

This paper considers the multi-agent linear least-squares problem in a server-agent network. In this problem, the system comprises multiple agents, each having a set of local data points, that are connected to a server. The goal for the…

Optimization and Control · Mathematics 2024-10-29 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra

With the increasing demand for large-scale training of machine learning models, consensus-based distributed optimization methods have recently been advocated as alternatives to the popular parameter server framework. In this paradigm, each…

Machine Learning · Computer Science 2021-02-15 Guojun Xiong , Gang Yan , Rahul Singh , Jian Li

Bilevel optimization has been applied to a wide variety of machine learning models, and numerous stochastic bilevel optimization algorithms have been developed in recent years. However, most existing algorithms restrict their focus on the…

Machine Learning · Computer Science 2023-03-28 Hongchang Gao , Bin Gu , My T. Thai

This paper considers a distributed convex optimization problem over a time-varying multi-agent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-22 Chuanye Gu , Zhiyou Wu , Jueyou Li , Yaning Guo

Distributed diffusion is a powerful algorithm for multi-task state estimation which enables networked agents to interact with neighbors to process input data and diffuse information across the network. Compared to a centralized approach,…

Multiagent Systems · Computer Science 2020-03-27 Jiani Li , Xenofon Koutsoukos

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…

Machine Learning · Computer Science 2024-09-19 Abel C. H. Chen

We consider a multi agent optimization problem where a set of agents collectively solves a global optimization problem with the objective function given by the sum of locally known convex functions. We focus on the case when information…

Optimization and Control · Mathematics 2016-03-14 Ali Makhdoumi , Asuman Ozdaglar

This paper presents a novel distributed low-rank scheme and adaptive algorithms for distributed estimation over wireless networks. The proposed distributed scheme is based on a transformation that performs dimensionality reduction at each…

Information Theory · Computer Science 2017-10-03 Rodrigo C. de Lamare