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Distributed multi-task adaptive strategies are useful to estimate multiple parameter vectors simultaneously in a collaborative manner. The existed distributed multi-task strategies use diffusion mode of cooperation in which during…

Systems and Control · Computer Science 2015-10-01 Vinay Chakravarthi Gogineni , Mrityunjoy Chakraborty

Distributed optimization is vital in solving large-scale machine learning problems. A widely-shared feature of distributed optimization techniques is the requirement that all nodes complete their assigned tasks in each computational epoch…

Machine Learning · Computer Science 2020-06-11 Nuwan Ferdinand , Haider Al-Lawati , Stark C. Draper , Matthew Nokleby

This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…

Optimization and Control · Mathematics 2026-01-12 Dimitris Boskos , Jorge Cortés , Sonia Martínez

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

Optimization and Control · Mathematics 2022-11-10 Shengchao Zhao , Yongchao Liu

Data analytic applications built upon big data processing frameworks such as Apache Spark are an important class of applications. Many of these applications are not latency-sensitive and thus can run as batch jobs in data centers. By…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-03 Vicent Sanz Marco , Ben Taylor , Barry Porter , Zheng Wang

This paper studies the distributed optimization problem when the objective functions might be nondifferentiable and subject to heterogeneous set constraints. Unlike existing subgradient methods, we focus on the case when the exact…

Optimization and Control · Mathematics 2021-11-23 Kui Zhu , Yutao Tang

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

In Part I of this paper, we proposed and analyzed a novel algorithmic framework for the minimization of a nonconvex (smooth) objective function, subject to nonconvex constraints, based on inner convex approximations. This Part II is devoted…

Information Theory · Computer Science 2017-04-05 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song , Stefania Sardellitti

In distributed optimization problems, a technique called gradient coding, which involves replicating data points, has been used to mitigate the effect of straggling machines. Recent work has studied approximate gradient coding, which…

Machine Learning · Statistics 2021-08-09 Margalit Glasgow , Mary Wootters

The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

Optimization and Control · Mathematics 2021-02-25 Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

We investigate whether in a distributed setting, adaptive estimation of a smooth function at the optimal rate is possible under minimal communication. It turns out that the answer depends on the risk considered and on the number of servers…

Statistics Theory · Mathematics 2020-03-31 Botond Szabo , Harry van Zanten

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…

Optimization and Control · Mathematics 2018-05-29 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

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

Constraint satisfaction is a critical component in a wide range of engineering applications, including but not limited to safe multi-agent control and economic dispatch in power systems. This study explores violation-free distributed…

Optimization and Control · Mathematics 2024-04-12 Changxin Liu , Xiao Tan , Xuyang Wu , Dimos V. Dimarogonas , Karl H. Johansson

In this paper, we study decentralized empirical risk minimization problems, where the goal is to minimize a finite-sum of smooth and strongly-convex functions available over a network of nodes. In this Part I, we propose…

Optimization and Control · Mathematics 2019-12-12 Ran Xin , Usman A. Khan , Soummya Kar

We present a distributed quasi-Newton (DQN) method, which enables a group of agents to compute an optimal solution of a separable multi-agent optimization problem locally using an approximation of the curvature of the aggregate objective…

Optimization and Control · Mathematics 2024-09-30 Ola Shorinwa , Mac Schwager

Large data sets often require performing distributed statistical estimation, with a full data set split across multiple machines and limited communication between machines. To study such scenarios, we define and study some refinements of…

Information Theory · Computer Science 2014-06-24 John C. Duchi , Michael I. Jordan , Martin J. Wainwright , Yuchen Zhang

In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

This paper concerns the distributed training of nonlinear kernel machines on Map-Reduce. We show that a re-formulation of Nystr\"om approximation based solution which is solved using gradient based techniques is well suited for this,…

Machine Learning · Computer Science 2014-05-20 Dhruv Mahajan , S. Sathiya Keerthi , S. Sundararajan

We consider distributed optimization on undirected connected graphs. We propose a novel distributed conditional gradient method with (O(1/\sqrt{k})) convergence. Compared with existing methods, each iteration of our method uses both…

Optimization and Control · Mathematics 2020-03-17 Yue Yu , Behçet Açıkmeşe