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There is growing interest in large-scale machine learning and optimization over decentralized networks, e.g. in the context of multi-agent learning and federated learning. Due to the imminent need to alleviate the communication burden, the…

Machine Learning · Statistics 2020-09-02 Boyue Li , Shicong Cen , Yuxin Chen , Yuejie Chi

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

The growing size of modern data brings many new challenges to existing statistical inference methodologies and theories, and calls for the development of distributed inferential approaches. This paper studies distributed inference for…

Machine Learning · Statistics 2019-10-01 Xiaozhou Wang , Zhuoyi Yang , Xi Chen , Weidong Liu

Distributed learning of probabilistic models from multiple data repositories with minimum communication is increasingly important. We study a simple communication-efficient learning framework that first calculates the local maximum…

Machine Learning · Statistics 2014-10-13 Qiang Liu , Alexander Ihler

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

This paper proposes a novel distributed reduced--rank scheme and an adaptive algorithm for distributed estimation in wireless sensor networks. The proposed distributed scheme is based on a transformation that performs dimensionality…

Information Theory · Computer Science 2014-11-06 S. Xu , R. C. de Lamare , H. V. Poor

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…

Applications · Statistics 2025-02-03 Andreas Alfons , Christophe Croux , Sarah Gelper

We develop an eigenspace estimation algorithm for distributed environments with arbitrary node failures, where a subset of computing nodes can return structurally valid but otherwise arbitrarily chosen responses. Notably, this setting…

Machine Learning · Statistics 2022-06-02 Vasileios Charisopoulos , Anil Damle

Distributed statistical learning has become a popular technique for large-scale data analysis. Most existing work in this area focuses on dividing the observations, but we propose a new algorithm, DDAC-SpAM, which divides the features under…

Machine Learning · Computer Science 2023-07-11 Yifan He , Ruiyang Wu , Yong Zhou , Yang Feng

The paper studies the problem of distributed parameter estimation in multi-agent networks with exponential family observation statistics. A certainty-equivalence type distributed estimator of the consensus + innovations form is proposed in…

Probability · Mathematics 2014-02-04 Soummya Kar , Jose Moura

We propose a linear time-difference-of-arrival (TDOA) measurement model to improve \textit{distributed} estimation performance for localized target tracking. We design distributed filters over sparse (possibly large-scale) communication…

Systems and Control · Electrical Eng. & Systems 2022-04-27 Mohammadreza Doostmohammadian , Themistoklis Charalambous

We propose a communication and computation efficient second-order method for distributed optimization. For each iteration, our method only requires $\mathcal{O}(d)$ communication complexity, where $d$ is the problem dimension. We also…

Optimization and Control · Mathematics 2023-05-30 Chengchang Liu , Lesi Chen , Luo Luo , John C. S. Lui

We develop a technique to design efficiently computable estimators for sparse linear regression in the simultaneous presence of two adversaries: oblivious and adaptive. We design several robust algorithms that outperform the state of the…

Machine Learning · Computer Science 2024-11-01 Chih-Hung Liu , Gleb Novikov

Non-linear aggregation strategies have recently been proposed in response to the problem of how to combine, in a non-linear way, estimators of the regression function (see for instance \cite{biau:16}), classification rules (see…

Statistics Theory · Mathematics 2018-12-24 Alejandro Cholaquidis , Ricardo Fraiman , Badih Ghattas , Juan Kalemkerian

Probabilistic Linear Discriminant Analysis (PLDA) is a popular tool in open-set classification/verification tasks. However, the Gaussian assumption underlying PLDA prevents it from being applied to situations where the data is clearly…

Audio and Speech Processing · Electrical Eng. & Systems 2020-05-26 Lantian Li , Dong Wang , Thomas Fang Zheng

We consider multi-class classification problems for high dimensional data. Following the idea of reduced-rank linear discriminant analysis (LDA), we introduce a new dimension reduction tool with a flavor of supervised principal component…

Methodology · Statistics 2017-03-28 Yue Selena Niu , Ning Hao , Bin Dong

Scalable machine learning over big data is an important problem that is receiving a lot of attention in recent years. On popular distributed environments such as Hadoop running on a cluster of commodity machines, communication costs are…

Machine Learning · Computer Science 2015-03-18 Dhruv Mahajan , Nikunj Agrawal , S. Sathiya Keerthi , S. Sundararajan , Leon Bottou

This paper develops algorithms for decentralized machine learning over a network, where data are distributed, computation is localized, and communication is restricted between neighbors. A line of recent research in this area focuses on…

Optimization and Control · Mathematics 2020-08-06 Yanli Liu , Yuejiao Sun , Wotao Yin

Gradient-based optimization methods implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the high communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-11 Xiaoge Deng , Dongsheng Li , Tao Sun , Xicheng Lu

We consider the problem of distributed inference where agents in a network observe a stream of private signals generated by an unknown state, and aim to uniquely identify this state from a finite set of hypotheses. We focus on scenarios…

Systems and Control · Electrical Eng. & Systems 2021-09-01 Aritra Mitra , John A. Richards , Saurabh Bagchi , Shreyas Sundaram