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This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be viewed as the functional counterpart of stochastic gradient…

Machine Learning · Statistics 2026-01-01 Xin Chen , Jason M. Klusowski

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…

Multiagent Systems · Computer Science 2016-01-18 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song

Distributed learning is the problem of inferring a function in the case where training data is distributed among multiple geographically separated sources. Particularly, the focus is on designing learning strategies with low computational…

Machine Learning · Statistics 2016-07-22 Simone Scardapane

We consider a distributed convex optimization problem in a network which is time-varying and not always strongly connected. The local cost function of each node is affected by some stochastic process. All nodes of the network collaborate to…

Optimization and Control · Mathematics 2021-05-27 Wenjie Li , Mohamad Assaad

We consider the distributed optimization problem where $n$ agents each possessing a local cost function, collaboratively minimize the average of the $n$ cost functions over a connected network. Assuming stochastic gradient information is…

Optimization and Control · Mathematics 2021-05-12 Kun Huang , Shi Pu

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

Systems and Control · Computer Science 2016-06-27 Ivano Notarnicola , Giuseppe Notarstefano

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

Fitting a function by using linear combinations of a large number $N$ of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core of a variety of methods, from two-layer neural networks to…

Statistics Theory · Mathematics 2019-08-20 Adel Javanmard , Marco Mondelli , Andrea Montanari

We consider the problem of communication efficient distributed optimization where multiple nodes exchange important algorithm information in every iteration to solve large problems. In particular, we focus on the stochastic variance-reduced…

Machine Learning · Computer Science 2020-03-16 Hossein S. Ghadikolaei , Sindri Magnusson

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…

Optimization and Control · Mathematics 2021-07-23 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

This work studies nonconvex distributed constrained optimization over stochastic communication networks. We revisit the distributed dual averaging algorithm, which is known to converge for convex problems. We start from the centralized…

Optimization and Control · Mathematics 2022-11-15 Changxin Liu , Xuyang Wu , Xinlei Yi , Yang Shi , Karl H. Johansson

Diffusion models are gaining widespread use in cutting-edge image, video, and audio generation. Score-based diffusion models stand out among these methods, necessitating the estimation of score function of the input data distribution. In…

Machine Learning · Computer Science 2024-05-24 Fangzhao Zhang , Mert Pilanci

We propose a general framework for distributed stochastic optimization under delayed gradient models. In this setting, $n$ local agents leverage their own data and computation to assist a central server in minimizing a global objective…

Optimization and Control · Mathematics 2026-03-04 Xinran Zheng , Tara Javidi , Behrouz Touri

In this paper, the distributed resource allocation problem on strongly connected and weight-balanced digraphs is investigated, where the decisions of each agent are restricted to satisfy the coupled network resource constraints and…

Optimization and Control · Mathematics 2022-03-10 Xiaohong Nian , Fan Li , Dongxin Liu

We study the distributed stochastic compositional optimization problems over directed communication networks in which agents privately own a stochastic compositional objective function and collaborate to minimize the sum of all objective…

Optimization and Control · Mathematics 2022-03-22 Shengchao Zhao , Yongchao Liu

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

We study nonconvex distributed optimization in multiagent networks where the communications between nodes is modeled as a time-varying sequence of arbitrary digraphs. We introduce a novel broadcast-based distributed algorithmic framework…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-16 Ying Sun , Gesualdo Scutari , Daniel Palomar