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Training Graph Neural Networks (GNNs) on large graphs presents unique challenges due to the large memory and computing requirements. Distributed GNN training, where the graph is partitioned across multiple machines, is a common approach to…

Machine Learning · Computer Science 2024-06-26 Juan Cervino , Md Asadullah Turja , Hesham Mostafa , Nageen Himayat , Alejandro Ribeiro

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…

Computational Finance · Quantitative Finance 2024-04-19 Jirong Zhuang , Deng Ding , Weiguo Lu , Xuan Wu , Gangnan Yuan

Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…

Machine Learning · Computer Science 2025-01-17 Richard Cornelius Suwandi , Zhidi Lin , Feng Yin , Zhiguo Wang , Sergios Theodoridis

We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

In this work we derive the performance achievable by a network of distributed agents that solve, adaptively and in the presence of communication constraints, a regression problem. Agents employ the recently proposed ACTC…

Machine Learning · Computer Science 2025-04-25 Marco Carpentiero , Vincenzo Matta , Ali H. Sayed

This paper presents a novel distributed low-rank scheme and adaptive algorithms for distributed estimation over wireless networks. The proposed distributed scheme is based on a transformation that performs dimensionality reduction at each…

Information Theory · Computer Science 2017-10-03 Rodrigo C. de Lamare

Traffic flow forecasting, especially the short-term case, is an important topic in intelligent transportation systems (ITS). This paper does a lot of research on network-scale modeling and forecasting of short-term traffic flows. Firstly,…

Machine Learning · Computer Science 2018-01-03 Shiliang Sun , Rongqing Huang , Ya Gao

In many settings, as for example wind farms, multiple machines are instantiated to perform the same task, which is called a fleet. The recent advances with respect to the Internet of Things allow control devices and/or machines to connect…

Machine Learning · Computer Science 2019-11-25 Timothy Verstraeten , Pieter JK Libin , Ann Nowé

Regression is typically treated as a curve-fitting process where the goal is to fit a prediction function to data. With the help of conditional generative adversarial networks, we propose to solve this age-old problem in a different way; we…

Machine Learning · Computer Science 2024-04-23 Deddy Jobson , Eddy Hudson

Machine learning is now widely applied across various domains, including industry, engineering, and research. While numerous mature machine learning models have been open-sourced on platforms like GitHub, their deployment often requires…

Machine Learning · Computer Science 2024-12-19 Xiaobing Dai , Zewen Yang

Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…

Machine Learning · Computer Science 2022-02-08 Hamed Jalali , Gjergji Kasneci

This work considers the distributed computation of the one-to-one vertex correspondences between two undirected and connected graphs, which is called \textit{graph matching}, over multi-agent networks. Given two \textit{isomorphic} and…

Optimization and Control · Mathematics 2020-02-21 Quoc Van Tran , Zhiyong Sun , Brian D. O. Anderson , Hyo-Sung Ahn

Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…

Machine Learning · Statistics 2019-09-24 Shih-Kang Chao , Guang Cheng

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…

Optimization and Control · Mathematics 2025-09-03 Yaqun Yang , Jinlong Lei , Guanghui Wen , Yiguang Hong

Training generative adversarial networks (GAN) in a distributed fashion is a promising technology since it is contributed to training GAN on a massive of data efficiently in real-world applications. However, GAN is known to be difficult to…

Machine Learning · Computer Science 2020-10-27 Xiaojun Chen , Shu Yang , Li Shen , Xuanrong Pang

In distributed processing, agents generally collect data generated by the same underlying unknown model (represented by a vector of parameters) and then solve an estimation or inference task cooperatively. In this paper, we consider the…

Information Theory · Computer Science 2015-06-16 Sheng-Yuan Tu , Ali H. Sayed

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

Multiagent Systems · Computer Science 2020-04-22 Roula Nassif , Stefan Vlaski , Ali H. Sayed

In this work, we are interested in adaptive and distributed estimation of graph filters from streaming data. We formulate this problem as a consensus estimation problem over graphs, which can be addressed with diffusion LMS strategies. Most…

Signal Processing · Electrical Eng. & Systems 2019-12-13 Fei Hua , Roula Nassif , Cédric Richard , Haiyan Wang , Ali H. Sayed

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen