Related papers: Convergence of Message-Passing for Distributed Con…
A popular approach to the MAP inference problem in graphical models is to minimize an upper bound obtained from a dual linear programming or Lagrangian relaxation by (block-)coordinate descent. This is also known as convex/convergent…
This paper studies the convergence rate of a message-passing distributed algorithm for solving a large-scale linear system. This problem is generalised from the celebrated Gaussian Belief Propagation (BP) problem for statistical learning…
We establish that the min-sum message-passing algorithm and its asynchronous variants converge for a large class of unconstrained convex optimization problems.
Message-passing algorithms have emerged as powerful techniques for approximate inference in graphical models. When these algorithms converge, they can be shown to find local (or sometimes even global) optima of variational formulations to…
We establish the convergence of the min-sum message passing algorithm for minimization of a broad class of quadratic objective functions: those that admit a convex decomposition. Our results also apply to the equivalent problem of the…
We study the fundamental limits to communication-efficient distributed methods for convex learning and optimization, under different assumptions on the information available to individual machines, and the types of functions considered. We…
Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…
This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…
The max-product algorithm, a local message-passing scheme that attempts to compute the most probable assignment (MAP) of a given probability distribution, has been successfully employed as a method of approximate inference for applications…
Recently, there has been an increasing interest in designing distributed convex optimization algorithms under the setting where the data matrix is partitioned on features. Algorithms under this setting sometimes have many advantages over…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…
Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…
We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. Recent advances using the distributed gradient…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…
Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as…
Achieving communication efficiency in decentralized machine learning has been attracting significant attention, with communication compression recognized as an effective technique in algorithm design. This paper takes a first step to…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…
This paper studies a class of distributed optimization algorithms by a set of agents, where each agent has only access to its own local convex objective function, and jointly minimizes the sum of the functions. The communications among…
We describe how the powerful "Divide and Concur" algorithm for constraint satisfaction can be derived as a special case of a message-passing version of the Alternating Direction Method of Multipliers (ADMM) algorithm for convex…