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Large-scale rare events data are commonly encountered in practice. To tackle the massive rare events data, we propose a novel distributed estimation method for logistic regression in a distributed system. For a distributed framework, we…

Methodology · Statistics 2023-04-06 Xuetong Li , Xuening Zhu , Hansheng Wang

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

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

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

Distributed linear algebraic equation over networks, where nodes hold a part of problem data and cooperatively solve the equation via node-to-node communications, is a basic distributed computation task receiving an increasing research…

Optimization and Control · Mathematics 2021-04-28 Peng Yi , Jinlong Lei , Yiguang Hong , Jie Chen , Guodong Shi

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…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Mohammadreza Doostmohammadian , Alireza Aghasi , Maria Vrakopoulou , Hamid R. Rabiee , Usman A. Khan , Themistoklis Charalambou

Distributed optimization increasingly plays a central role in economical and sustainable operation of cyber-physical systems. Nevertheless, the complete potential of the technology has not yet been fully exploited in practice due to…

Optimization and Control · Mathematics 2017-10-24 Sindri Magnusson , Chinwendu Enyioha , Na Li , Carlo Fischione , Vahid Tarokh

We consider distributed optimization over a $d$-dimensional space, where $K$ remote clients send coded gradient estimates over an {\em additive Gaussian Multiple Access Channel (MAC)} with noise variance $\sigma_z^2$. Furthermore, the…

Information Theory · Computer Science 2023-10-06 Shubham Jha

Top-k sparsification has recently been widely used to reduce the communication volume in distributed deep learning. However, due to the Sparse Gradient Accumulation (SGA) dilemma, the performance of top-k sparsification still has…

Machine Learning · Computer Science 2024-02-26 Minjun Zhao , Yichen Yin , Yuren Mao , Qing Liu , Lu Chen , Yunjun Gao

Contrary to the situation with stochastic gradient descent, we argue that when using stochastic methods with variance reduction, such as SDCA, SAG or SVRG, as well as their variants, it could be beneficial to reuse previously used samples…

Machine Learning · Computer Science 2016-02-08 Jialei Wang , Hai Wang , Nathan Srebro

Distributed averaging is among the most relevant cooperative control problems, with applications in sensor and robotic networks, distributed signal processing, data fusion, and load balancing. Consensus and gossip algorithms have been…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Christel Sirocchi , Alessandro Bogliolo

Distributed consensus has been widely studied for sensor network applications. Whereas the asymptotic convergence rate has been extensively explored in prior work, other important and practical issues, including energy efficiency and link…

Networking and Internet Architecture · Computer Science 2013-04-10 Lei Chen , Jeff Frolik

This paper studies distributed stochastic approximation algorithms based on broadcast gossip on communication networks represented by digraphs. Weak convergence of these algorithms is proved, and an associated ordinary differential equation…

Applications · Statistics 2016-09-05 Miloš S. Stanković , Nemanja Ilić , Srdjan S. Stanković

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…

Optimization and Control · Mathematics 2016-01-07 Jason D. Lee , Qihang Lin , Tengyu Ma , Tianbao Yang

This paper studies linear stochastic approximation (SA) algorithms and their application to multi-agent systems in engineering and sociology. As main contribution, we provide necessary and sufficient conditions for convergence of linear SA…

Optimization and Control · Mathematics 2018-09-07 Ge Chen , Xiaoming Duan , Wenjun Mei , Francesco Bullo

In distributed machine learning, a central node outsources computationally expensive calculations to external worker nodes. The properties of optimization procedures like stochastic gradient descent (SGD) can be leveraged to mitigate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-19 Maximilian Egger , Serge Kas Hanna , Rawad Bitar

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

We propose and analyze a new stochastic gradient method, which we call Stochastic Unbiased Curvature-aided Gradient (SUCAG), for finite sum optimization problems. SUCAG constitutes an unbiased total gradient tracking technique that uses…

Optimization and Control · Mathematics 2018-10-30 Hoi-To Wai , Nikolaos M. Freris , Angelia Nedic , Anna Scaglione

We consider distributed on-device learning with limited communication and security requirements. We propose a new robust distributed optimization algorithm with efficient communication and attack tolerance. The proposed algorithm has…

Machine Learning · Computer Science 2019-10-03 Cong Xie , Sanmi Koyejo , Indranil Gupta