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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

Multi-task learning aims to learn multiple tasks jointly by exploiting their relatedness to improve the generalization performance for each task. Traditionally, to perform multi-task learning, one needs to centralize data from all the tasks…

Machine Learning · Computer Science 2017-06-21 Sulin Liu , Sinno Jialin Pan , Qirong Ho

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

Deep neural networks have shown the ability to extract universal feature representations from data such as images and text that have been useful for a variety of learning tasks. However, the fruits of representation learning have yet to be…

Machine Learning · Computer Science 2023-03-28 Liam Collins , Hamed Hassani , Aryan Mokhtari , Sanjay Shakkottai

How can non-communicating agents learn to share congested resources efficiently? This is a challenging task when the agents can access the same resource simultaneously (in contrast to multi-agent multi-armed bandit problems) and the…

Multiagent Systems · Computer Science 2021-05-13 Tomer Boyarski , Amir Leshem , Vikram Krishnamurthy

One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…

Optimization and Control · Mathematics 2019-01-08 Fatemeh Mansoori , Ermin Wei

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…

Machine Learning · Statistics 2019-06-11 Matthew Nokleby , Waheed U. Bajwa

With the availability of extraordinarily huge data sets, solving the problems of distributed statistical methodology and computing for such data sets has become increasingly crucial in the big data area. In this paper, we focus on the…

Machine Learning · Statistics 2023-10-24 Yue Chao , Lei Huang , Xuejun Ma

The decentralized optimization paradigm assumes that each term of a finite-sum objective is privately stored by the corresponding agent. Agents are only allowed to communicate with their neighbors in the communication graph. We consider the…

Optimization and Control · Mathematics 2023-09-07 Demyan Yarmoshik , Alexander Rogozin , Alexander Gasnikov

In distributed optimization for large-scale learning, a major performance limitation comes from the communications between the different entities. When computations are performed by workers on local data while a coordinator machine…

Optimization and Control · Mathematics 2020-06-26 Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick , Massih-Reza Amini

In recent years, as data and problem sizes have increased, distributed learning has become an essential tool for training high-performance models. However, the communication bottleneck, especially for high-dimensional data, is a challenge.…

Optimization and Control · Mathematics 2025-04-28 Dmitry Bylinkin , Aleksandr Beznosikov

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

In this work, we propose a fast adaptive federated meta-learning (FAM) framework for collaboratively learning a single global model, which can then be personalized locally on individual clients. Federated learning enables multiple clients…

Machine Learning · Computer Science 2023-09-04 Indrajeet Kumar Sinha , Shekhar Verma , Krishna Pratap Singh

Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…

Optimization and Control · Mathematics 2023-03-14 Hsu Kao , Vijay Subramanian

This paper proposes a locally differentially private federated learning algorithm for strongly convex but possibly nonsmooth problems that protects the gradients of each worker against an honest but curious server. The proposed algorithm…

Machine Learning · Computer Science 2023-08-03 Jiaojiao Zhang , Dominik Fay , Mikael Johansson

We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…

Machine Learning · Computer Science 2021-02-11 Lingzhou Hong , Alfredo Garcia , Ceyhun Eksin

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

A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…

Systems and Control · Computer Science 2014-07-02 Nikola Bogdanović , Jorge Plata-Chaves , Kostas Berberidis

In this paper, we analyze the convergence of a distributed Robbins-Monro algorithm for both constrained and unconstrained optimization in multi-agent systems. The algorithm searches for local minima of a (nonconvex) objective function which…

Information Theory · Computer Science 2011-04-20 Pascal Bianchi , Jérémie Jakubowicz

We consider the setting of agents cooperatively minimizing the sum of local objectives plus a regularizer on a graph. This paper proposes a primal-dual method in consideration of three distinctive attributes of real-life multi-agent…

Optimization and Control · Mathematics 2023-12-11 Ziyi Yu , Nikolaos M. Freris