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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…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

This paper extends algorithms that remove the fixed point bias of decentralized gradient descent to solve the more general problem of distributed optimization over subspace constraints. Leveraging the integral quadratic constraint…

Optimization and Control · Mathematics 2022-10-31 Dennis J. Marquis , Dany Abou Jaoude , Mazen Farhood , Craig A. Woolsey

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2019-12-10 Biyi Fang , Diego Klabjan

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

The vast majority of optimization and online learning algorithms today require some prior information about the data (often in the form of bounds on gradients or on the optimal parameter value). When this information is not available, these…

Machine Learning · Computer Science 2017-06-07 Ashok Cutkosky , Kwabena Boahen

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2017-04-18 Alexandros Nathan , Diego Klabjan

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

We propose information-directed sampling -- a new approach to online optimization problems in which a decision-maker must balance between exploration and exploitation while learning from partial feedback. Each action is sampled in a manner…

Machine Learning · Computer Science 2017-07-10 Daniel Russo , Benjamin Van Roy

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

Automated machine learning techniques benefited from tremendous research progress in recently. These developments and the continuous-growing demand for machine learning experts led to the development of numerous AutoML tools. However, these…

Machine Learning · Computer Science 2021-06-15 Alexandru-Ionut Imbrea

A text stream is an ordered sequence of text documents generated over time. A massive amount of such text data is generated by online social platforms every day. Designing an algorithm for such text streams to extract useful information is…

Information Retrieval · Computer Science 2024-09-04 Jay Kumar

Optimization is an integral part of modern deep learning. Recently, the concept of learned optimizers has emerged as a way to accelerate this optimization process by replacing traditional, hand-crafted algorithms with meta-learned…

Machine Learning · Computer Science 2023-12-13 Jan Sobotka , Petr Šimánek , Daniel Vašata

In this paper we present novel algorithmic solutions for several resource processing and data transfer multicriteria optimization problems. The results of most of the presented techniques are strategies which solve the considered problems…

Data Structures and Algorithms · Computer Science 2010-06-28 Mugurel Ionut Andreica , Nicolae Tapus

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

Modern applied optimization problems become more and more complex every day. Due to this fact, distributed algorithms that can speed up the process of solving an optimization problem through parallelization are of great importance. The main…

Optimization and Control · Mathematics 2023-12-14 Svetlana Tkachenko , Artem Andreev , Aleksandr Beznosikov , Alexander Gasnikov

Iterative distributed optimization algorithms involve multiple agents that communicate with each other, over time, in order to minimize/maximize a global objective. In the presence of unreliable communication networks, the…

Optimization and Control · Mathematics 2022-01-28 Adrian Redder , Arunselvan Ramaswamy , Holger Karl

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

Distributed optimization advances centralized machine learning methods by enabling parallel and decentralized learning processes over a network of computing nodes. This work provides an accelerated consensus-based distributed algorithm for…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Mohammadreza Doostmohammadian , Hamid R. Rabiee