Related papers: Asynchronous Coordinate Descent under More Realist…
Large-scale L1-regularized loss minimization problems arise in high-dimensional applications such as compressed sensing and high-dimensional supervised learning, including classification and regression problems. High-performance algorithms…
Asynchronous methods are widely used in deep learning, but have limited theoretical justification when applied to non-convex problems. We show that running stochastic gradient descent (SGD) in an asynchronous manner can be viewed as adding…
Consensus of autonomous agents is a benchmark problem in cooperative control. In this paper, we consider standard continuous-time averaging consensus policies (or Laplacian flows) over time-varying graphs and focus on robustness of…
We give a sharp convergence rate for the asynchronous stochastic gradient descent (ASGD) algorithms when the loss function is a perturbed quadratic function based on the stochastic modified equations introduced in [An et al. Stochastic…
In decentralized optimization, nodes of a communication network each possess a local objective function, and communicate using gossip-based methods in order to minimize the average of these per-node functions. While synchronous algorithms…
Cyclic coordinate descent is a classic optimization method that has witnessed a resurgence of interest in machine learning. Reasons for this include its simplicity, speed and stability, as well as its competitive performance on $\ell_1$…
Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments…
We develop a gradient-like algorithm to minimize a sum of peer objective functions based on coordination through a peer interconnection network. The coordination admits two stages: the first is to constitute a gradient, possibly with…
Coordinate descent algorithms are widely used in machine learning and large-scale data analysis due to their strong optimality guarantees and impressive empirical performance in solving non-convex problems. In this work, we introduce Block…
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…
This paper presents an asynchronous incremental aggregated gradient algorithm and its implementation in a parameter server framework for solving regularized optimization problems. The algorithm can handle both general convex (possibly…
We propose a framework to evaluate the so-called random-coding union bound with parameter $s$ (RCUs) on the achievable error probability in the finite-blocklength regime for a pilot-assisted transmission scheme operating over an imperfectly…
Most commonly used distributed machine learning systems are either synchronous or centralized asynchronous. Synchronous algorithms like AllReduce-SGD perform poorly in a heterogeneous environment, while asynchronous algorithms using a…
Parallel p-bit Ising machines are a promising platform for fast and energy-efficient combinatorial optimization, but their scalability depends on update synchronization, hardware delay, and architectural cost. In this work, we establish a…
This paper deals with convex nonsmooth optimization problems. We introduce a general smooth approximation framework for the original function and apply random (accelerated) coordinate descent methods for minimizing the corresponding smooth…
We consider the minimization of a sum of an expectation-valued coordinate-wise $L_i$-smooth nonconvex function and a nonsmooth block-separable convex regularizer. We propose an asynchronous variance-reduced algorithm, where in each…
A behavioural theory consists of machine-independent postulates characterizing a particular class of algorithms or systems, an abstract machine model that provably satisfies these postulates, and a rigorous proof that any algorithm or…
We provide tight finite-time convergence bounds for gradient descent and stochastic gradient descent on quadratic functions, when the gradients are delayed and reflect iterates from $\tau$ rounds ago. First, we show that without stochastic…
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…
This paper proposes two nonlinear dynamics to solve constrained distributed optimization problem for resource allocation over a multi-agent network. In this setup, coupling constraint refers to resource-demand balance which is preserved at…