Related papers: Asymptotic Network Independence and Step-Size for …
This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…
The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…
Distributed nonconvex optimization problems underlie many applications in learning and autonomy, and such problems commonly face asynchrony in agents' computations and communications. When delays in these operations are bounded, they are…
We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…
We consider the asymptotic behavior of a family of gradient methods, which include the steepest descent and minimal gradient methods as special instances. It is proved that each method in the family will asymptotically zigzag between two…
It has been experimentally observed that the efficiency of distributed training with stochastic gradient (SGD) depends decisively on the batch size and -- in asynchronous implementations -- on the gradient staleness. Especially, it has been…
We study asynchronous distributed decision-making for scalable multi-agent bandit submodular maximization. We are motivated by distributed information-gathering tasks in unknown environments and under heterogeneous inter-agent communication…
Decentralized optimization enables a network of agents to cooperatively optimize an overall objective function without a central coordinator and is gaining increased attention in domains as diverse as control, sensor networks, data mining,…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
In this paper, we propose a generic and simple strategy for utilizing stochastic gradient information in optimization. The technique essentially contains two consecutive steps in each iteration: 1) computing and normalizing each block…
A rich body of prior work has highlighted the existence of communication bottlenecks in synchronous data-parallel training. To alleviate these bottlenecks, a long line of recent work proposes gradient and model compression methods. In this…
Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…
In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…
Discrete distributions, particularly in high-dimensional deep models, are often highly multimodal due to inherent discontinuities. While gradient-based discrete sampling has proven effective, it is susceptible to becoming trapped in local…
Distributed network optimization has been studied for well over a decade. However, we still do not have a good idea of how to design schemes that can simultaneously provide good performance across the dimensions of utility optimality,…
This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…
Recently a distributed algorithm has been proposed for multi-agent networks to solve a system of linear algebraic equations, by assuming each agent only knows part of the system and is able to communicate with nearest neighbors to update…
We study distributed optimization problems when $N$ nodes minimize the sum of their individual costs subject to a common vector variable. The costs are convex, have Lipschitz continuous gradient (with constant $L$), and bounded gradient. We…
In decentralized optimization, $m$ agents form a network and only communicate with their neighbors, which gives advantages in data ownership, privacy, and scalability. At the same time, decentralized stochastic gradient descent…
As datasets and models become increasingly large, distributed training has become a necessary component to allow deep neural networks to train in reasonable amounts of time. However, distributed training can have substantial communication…