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We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

Optimization and Control · Mathematics 2016-08-11 Lorenzo Rosasco , Silvia Villa , Bang Công Vũ

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

We study the almost sure convergence of randomly truncated stochastic algorithms. We present a new convergence theorem which extends the already known results by making vanish the classical condition on the noise terms. The aim of this work…

Probability · Mathematics 2009-06-29 Jérôme Lelong

Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…

Optimization and Control · Mathematics 2023-03-14 Hsu Kao , Vijay Subramanian

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…

Statistics Theory · Mathematics 2022-01-12 Antoine Godichon-Baggioni

Inspired by the recent developments in the fields of quantum distributed computing, quantum systems are analyzed as networks of quantum nodes to reduce the complexity of the analysis. This gives rise to the distributed quantum consensus…

Systems and Control · Computer Science 2015-09-22 Saber Jafarizadeh

In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…

Information Theory · Computer Science 2009-11-13 Effrosyni Kokiopoulou , Pascal Frossard

We study the performance of asymptotic and approximate consensus algorithms under harsh environmental conditions. The asymptotic consensus problem requires a set of agents to repeatedly set their outputs such that the outputs converge to a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-28 Matthias Függer , Thomas Nowak , Manfred Schwarz

Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…

Probability · Mathematics 2022-09-29 Damjan Škulj

Consensus algorithms are popular distributed algorithms for computing aggregate quantities, such as averages, in ad-hoc wireless networks. However, existing algorithms mostly address the case where the measurements lie in a Euclidean space.…

Dynamical Systems · Mathematics 2012-02-02 Roberto Tron , Bijan Afsari , René Vidal

In practical conjugate gradient (CG) computations it is important to monitor the quality of the approximate solution to $Ax=b$ so that the CG algorithm can be stopped when the required accuracy is reached. The relevant convergence…

Numerical Analysis · Mathematics 2018-10-05 Gérard Meurant , Petr Tichý

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

A primary goal of online deliberation platforms is to identify ideas that are broadly agreeable to a community of users through their expressed preferences. Yet, consensus elicitation should ideally extend beyond the specific statements…

Machine Learning · Computer Science 2026-04-24 Carter Blair , Ben Armstrong , Shiri Alouf-Heffetz , Nimrod Talmon , Davide Grossi

We analyze a class of distributed quantized consensus algorithms for arbitrary static networks. In the initial setting, each node in the network has an integer value. Nodes exchange their current estimate of the mean value in the network,…

Systems and Control · Computer Science 2016-11-18 Shang Shang , Paul Cuff , Pan Hui , Sanjeev Kulkarni

In this paper, we formulate and investigate a generalized consensus algorithm which makes an attempt to unify distributed averaging and maximizing algorithms considered in the literature. Each node iteratively updates its state as a…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-06 Guodong Shi , Karl Henrik Johansson

Our goal is to find a necessary and sufficient condition on the consensus over a random network, generated by i.i.d. stochastic matrices. We show that the consensus problem in three different convergence modes (almost surely, in…

Networking and Internet Architecture · Computer Science 2010-04-22 Qingshuo Song , Guanrong Chen , Daniel W. C. Ho

We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work…

Optimization and Control · Mathematics 2020-09-16 Pouya Rezaeinia , Bahman Gharesifard

Distributed consensus computation over random graph processes is considered. The random graph process is defined as a sequence of random variables which take values from the set of all possible digraphs over the node set. At each time step,…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-18 Guodong Shi , Brian D. O. Anderson , Karl Henrik Johansson

Finding a maximum cut is a fundamental task in many computational settings. Surprisingly, it has been insufficiently studied in the classic distributed settings, where vertices communicate by synchronously sending messages to their…

Data Structures and Algorithms · Computer Science 2017-07-27 Keren Censor-Hillel , Rina Levy , Hadas Shachnai