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Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…

Machine Learning · Statistics 2024-03-08 Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

This papers studies multi-agent (convex and \emph{nonconvex}) optimization over static digraphs. We propose a general distributed \emph{asynchronous} algorithmic framework whereby i) agents can update their local variables as well as…

Optimization and Control · Mathematics 2019-09-12 Ye Tian , Ying Sun , Gesualdo Scutari

The average reward is a fundamental performance metric in reinforcement learning (RL) focusing on the long-run performance of an agent. Differential temporal difference (TD) learning algorithms are a major advance for average reward RL as…

Machine Learning · Computer Science 2026-02-19 Ethan Blaser , Jiuqi Wang , Shangtong Zhang

We present a distributed proximal-gradient method for optimizing the average of convex functions, each of which is the private local objective of an agent in a network with time-varying topology. The local objectives have distinct…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-10-09 Annie I. Chen , Asuman Ozdaglar

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…

Machine Learning · Statistics 2025-01-17 Yang Peng , Liangyu Zhang , Zhihua Zhang

The robust distributed state estimation for a class of continuous-time linear time-invariant systems is achieved by a novel kernel-based distributed observer, which, for the first time, ensures fixed-time convergence properties. The…

Systems and Control · Electrical Eng. & Systems 2022-09-21 Pudong Ge , Peng Li , Boli Chen , Fei Teng

We study mean estimation of a random vector $X$ in a distributed parameter-server-worker setup. Worker $i$ observes samples of $a_i^\top X$, where $a_i^\top$ is the $i$th row of a known sensing matrix $A$. The key challenges are adversarial…

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

This paper deals with the state estimation of linear time-invariant systems using distributed observers with local sampled-data measurement and aperiodic communication. Each observer agent perceives partial information of the system to be…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Shimin Wang , Ya-Jun Pan , Martin Guay

This paper revisits the temporal difference (TD) learning algorithm for the policy evaluation tasks in reinforcement learning. Typically, the performance of TD(0) and TD($\lambda$) is very sensitive to the choice of stepsizes. Oftentimes,…

Optimization and Control · Mathematics 2021-10-12 Tao Sun , Han Shen , Tianyi Chen , Dongsheng Li

We consider speeding up stochastic gradient descent (SGD) by parallelizing it across multiple workers. We assume the same data set is shared among $N$ workers, who can take SGD steps and coordinate with a central server. While it is…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-28 Artin Spiridonoff , Alex Olshevsky , Ioannis Ch. Paschalidis

We study distributed (strongly convex) optimization problems over a network of agents, with no centralized nodes. The loss functions of the agents are assumed to be \textit{similar}, due to statistical data similarity or otherwise. In order…

Optimization and Control · Mathematics 2022-04-12 Ye Tian , Gesualdo Scutari , Tianyu Cao , Alexander Gasnikov

This paper considers a strongly connected network of agents, each capable of partially observing and controlling a discrete-time linear time-invariant (LTI) system that is jointly observable and controllable. Additionally, agents…

Systems and Control · Electrical Eng. & Systems 2024-02-29 Camilla Fioravanti , Evagoras Makridis , Gabriele Oliva , Maria Vrakopoulou , Themistoklis Charalambous

Communication overhead is one of the key challenges that hinders the scalability of distributed optimization algorithms. In this paper, we study local distributed SGD, where data is partitioned among computation nodes, and the computation…

Machine Learning · Computer Science 2020-05-15 Farzin Haddadpour , Mohammad Mahdi Kamani , Mehrdad Mahdavi , Viveck R. Cadambe

Distributed learning is essential to train machine learning algorithms across heterogeneous agents while maintaining data privacy. We conduct an asymptotic analysis of Unified Distributed SGD (UD-SGD), exploring a variety of communication…

Machine Learning · Computer Science 2024-10-30 Jie Hu , Yi-Ting Ma , Do Young Eun

In this work, we examine a network of agents operating asynchronously, aiming to discover an ideal global model that suits individual local datasets. Our assumption is that each agent independently chooses when to participate throughout the…

Machine Learning · Computer Science 2024-02-09 Elsa Rizk , Kun Yuan , Ali H. Sayed

Recent research endeavours have theoretically shown the beneficial effect of cooperation in multi-agent reinforcement learning (MARL). In a setting involving $N$ agents, this beneficial effect usually comes in the form of an $N$-fold linear…

Multiagent Systems · Computer Science 2024-07-31 Nicolò Dal Fabbro , Arman Adibi , Aritra Mitra , George J. Pappas

Distributed learning and adaptation have received significant interest and found wide-ranging applications in machine learning and signal processing. While various approaches, such as shared-memory optimization, multi-task learning, and…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Pourya Behmandpoor , Marc Moonen , Panagiotis Patrinos

In this paper, we study the finite-sample statistical rates of distributional temporal difference (TD) learning with linear function approximation. The aim of distributional TD learning is to estimate the return distribution of a discounted…

Machine Learning · Statistics 2025-05-14 Yang Peng , Kaicheng Jin , Liangyu Zhang , Zhihua Zhang

In this paper we propose several novel distributed gradient-based temporal difference algorithms for multi-agent off-policy learning of linear approximation of the value function in Markov decision processes with strict information…

Machine Learning · Computer Science 2021-04-20 Milos S. Stankovic , Marko Beko , Srdjan S. Stankovic