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This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some…
Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…
This paper proposes a novel distributed optimization framework that addresses time-varying optimization problems without requiring explicit derivative information of the objective functions. Traditional distributed methods often rely on…
In stochastic optimization, the population risk is generally approximated by the empirical risk. However, in the large-scale setting, minimization of the empirical risk may be computationally restrictive. In this paper, we design an…
Multi-distribution or collaborative learning involves learning a single predictor that works well across multiple data distributions, using samples from each during training. Recent research on multi-distribution learning, focusing on…
We derive bounds on the sample complexity of empirical risk minimization (ERM) in the context of minimizing non-convex risks that admit the strict saddle property. Recent progress in non-convex optimization has yielded efficient algorithms…
In this paper, we investigate the empirical counterpart of Group Distributionally Robust Optimization (GDRO), which aims to minimize the maximal empirical risk across $m$ distinct groups. We formulate empirical GDRO as a…
Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…
Training structured prediction models is time-consuming. However, most existing approaches only use a single machine, thus, the advantage of computing power and the capacity for larger data sets of multiple machines have not been exploited.…
Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…
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.…
Deep energy-based models (EBMs) are very flexible in distribution parametrization but computationally challenging because of the intractable partition function. They are typically trained via maximum likelihood, using contrastive divergence…
System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…
Supervised learning with large-scale data usually leads to complex optimization problems, especially for classification tasks with multiple classes. Stochastic subgradient methods can enable efficient learning with a large number of samples…
In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…
We introduce Invariant Risk Minimization (IRM), a learning paradigm to estimate invariant correlations across multiple training distributions. To achieve this goal, IRM learns a data representation such that the optimal classifier, on top…
Empirical interpolation method (EIM) is a well-known technique to efficiently approximate parameterized functions. This paper proposes to use EIM algorithm to efficiently reduce the dimension of the training data within supervised machine…
In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…
Recently, invariant risk minimization (IRM) was proposed as a promising solution to address out-of-distribution (OOD) generalization. However, it is unclear when IRM should be preferred over the widely-employed empirical risk minimization…
Distributed machine learning is critical for training deep learning models on large datasets with numerous parameters. Current research primarily focuses on leveraging additional hardware resources and powerful computing units to accelerate…