Related papers: Distributed Primal-Dual Optimization for Online Mu…

Distributed supply-chain optimization demands algorithms that can cope with unreliable communication, unbounded messaging delays, and geographically dispersed agents while still guaranteeing convergence with provable rates. In this work, we…

In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…

Despite the importance of sparsity in many large-scale applications, there are few methods for distributed optimization of sparsity-inducing objectives. In this paper, we present a communication-efficient framework for L1-regularized…

In this paper we consider a distributed optimization scenario in which a set of processors aims at cooperatively solving a class of min-max optimization problems. This set-up is motivated by peak-demand minimization problems in smart grids.…

In multi-task learning, multiple tasks are solved jointly, sharing inductive bias between them. Multi-task learning is inherently a multi-objective problem because different tasks may conflict, necessitating a trade-off. A common compromise…

We consider a multi-agent consensus optimization problem over a server-client (federated) network, where all clients are connected to a central server. Current distributed algorithms fail to capture the heterogeneity in clients' local…

The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…

This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some…

In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…

The traditional approach to distributed machine learning is to adapt learning algorithms to the network, e.g., reducing updates to curb overhead. Networks based on intelligent edge, instead, make it possible to follow the opposite approach,…

Online meta-learning has recently emerged as a marriage between batch meta-learning and online learning, for achieving the capability of quick adaptation on new tasks in a lifelong manner. However, most existing approaches focus on the…

In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication…

This paper introduces consensus-based primal-dual methods for distributed online optimization where the time-varying system objective function $f_t(\mathbf{x})$ is given as the sum of local agents' objective functions, i.e.,…

We consider algorithms for solving structured convex optimization problems over a network of agents with communication delays. It is assumed that each agent performs its local updates by using possibly outdated information from its…

Saddle-point or primal-dual methods have recently attracted renewed interest as a systematic technique to design distributed algorithms which solve convex optimization problems. When implemented online for streaming data or as dynamic…

Proximal splitting algorithms are well suited to solving large-scale nonsmooth optimization problems, in particular those arising in machine learning. We propose a new primal-dual algorithm, in which the dual update is randomized;…

This paper introduces a robust two-timescale compressed primal-dual (TiCoPD) algorithm tailored for decentralized optimization under bandwidth-limited and unreliable channels. By integrating the majorization-minimization approach with the…

We consider the problem of distributed multi-task learning, where each machine learns a separate, but related, task. Specifically, each machine learns a linear predictor in high-dimensional space,where all tasks share the same small…

The problem of learning simultaneously several related tasks has received considerable attention in several domains, especially in machine learning with the so-called multitask learning problem or learning to learn problem [1], [2].…

In this paper, we consider a network of agents that jointly aim to minimise the sum of local functions subject to coupling constraints involving all local variables. To solve this problem, we propose a novel solution based on a primal-dual…