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We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

Feature attribution methods, or saliency maps, are one of the most popular approaches for explaining the decisions of complex machine learning models such as deep neural networks. In this study, we propose a stochastic optimization approach…

Machine Learning · Statistics 2018-07-17 Kouichi Ikeno , Satoshi Hara

We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…

Optimization and Control · Mathematics 2023-09-13 Daniel Owusu Adu , Yongxin Chen

A Markov process is registered. At random moment $\theta$ the distribution of observed sequence changes. Using probability maximizing approach the optimal stopping rule for detecting the change is identified. Some explicit solution is…

Probability · Mathematics 2020-11-23 Wojciech Sarnowski , Krzysztof Szajowski

Probabilistic graphs are an abstraction that allow us to study randomized propagation in graphs. In a probabilistic graph, each edge is "active" with a certain probability, independent of the other edges. For two vertices $u,v$, a classic…

Data Structures and Algorithms · Computer Science 2025-07-14 Aditya Bhaskara , Alex Crane , Shweta Jain , Md Mumtahin Habib Ullah Mazumder , Blair D. Sullivan , Prasanth Yalamanchili

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a…

Optimization and Control · Mathematics 2018-09-13 Tao Sun , Yuejiao Sun , Wotao Yin

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

We study Bayesian optimal control of a general class of smoothly parameterized Markov decision problems. Since computing the optimal control is computationally expensive, we design an algorithm that trades off performance for computational…

Machine Learning · Computer Science 2014-06-17 Yasin Abbasi-Yadkori , Csaba Szepesvari

This paper considers a Markov-modulated duplication-deletion random graph where at each time instant, one node can either join or leave the network; the probabilities of joining or leaving evolve according to the realization of a finite…

Information Theory · Computer Science 2013-03-04 Maziyar Hamdi , Vikram Krishnamurthy , George Yin

This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical distribution converges to a given reference one. The Markov…

Probability · Mathematics 2019-07-02 Roy Cerqueti , Emilio De Santis

We consider an online influence maximization problem in which a decision maker selects a node among a large number of possibilities and places a piece of information at the node. The node transmits the information to some others that are in…

Machine Learning · Computer Science 2018-05-29 Julia Olkhovskaya , Gergely Neu , Gábor Lugosi

In this paper, the dynamics of heuristic algorithms for constructing small vertex covers (or independent sets) of finite-connectivity random graphs is analysed. In every algorithmic step, a vertex is chosen with respect to its vertex…

Statistical Mechanics · Physics 2015-06-24 Martin Weigt

Propagation of contagion through networks is a fundamental process. It is used to model the spread of information, influence, or a viral infection. Diffusion patterns can be specified by a probabilistic model, such as Independent Cascade…

Data Structures and Algorithms · Computer Science 2014-08-28 Edith Cohen , Daniel Delling , Thomas Pajor , Renato F. Werneck

This work reports the most relevant technical aspects in the problem of learning the \emph{Markov network structure} from data. Such problem has become increasingly important in machine learning, and many other application fields of machine…

Artificial Intelligence · Computer Science 2013-11-21 Federico Schlüter

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Probability · Mathematics 2011-06-28 Marc Arnaudon , Clément Dombry , Anthony Phan , Le Yang

Given a social network $G$ and an integer $k$, the influence maximization (IM) problem asks for a seed set $S$ of $k$ nodes from $G$ to maximize the expected number of nodes influenced via a propagation model. The majority of the existing…

Social and Information Networks · Computer Science 2020-04-15 Keke Huang , Jing Tang , Kai Han , Xiaokui Xiao , Wei Chen , Aixin Sun , Xueyan Tang , Andrew Lim

A stochastic incremental subgradient algorithm for the minimization of a sum of convex functions is introduced. The method sequentially uses partial subgradient information and the sequence of partial subgradients is determined by a general…

Optimization and Control · Mathematics 2021-08-24 Rafael Massambone , Eduardo F. Costa , Elias S. Helou

Influence maximization in networks is a central problem in machine learning and causal inference, where an intervention on a subset of individuals triggers a diffusion process through the network. Existing approaches typically optimize…

Methodology · Statistics 2026-03-13 Renjie Cao , Zhuoxin Yan , Xinyan Su , Zhiheng Zhang

Current concepts of neural networks have emerged over two centuries of progress beginning with the neural doctrine to the idea of neural cell assemblies. Presently the model of neural networks involves distributed neural circuits of nodes,…

Neurons and Cognition · Quantitative Biology 2024-07-30 M. Ram Murty , A. Narayan Prasad

We consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The communications between nodes are described by a time-varying…

Optimization and Control · Mathematics 2014-03-18 Angelia Nedic , Alex Olshevsky
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