Related papers: L-DQN: An Asynchronous Limited-Memory Distributed …
In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…
We present a distributed quasi-Newton (DQN) method, which enables a group of agents to compute an optimal solution of a separable multi-agent optimization problem locally using an approximation of the curvature of the aggregate objective…
Distributed computing is critically important for modern statistical analysis. Herein, we develop a distributed quasi-Newton (DQN) framework with excellent statistical, computation, and communication efficiency. In the DQN method, no…
We introduce the primal-dual quasi-Newton (PD-QN) method as an approximated second order method for solving decentralized optimization problems. The PD-QN method performs quasi-Newton updates on both the primal and dual variables of the…
To address the communication bottleneck problem in distributed optimization within a master-worker framework, we propose LocalNewton, a distributed second-order algorithm with local averaging. In LocalNewton, the worker machines update…
We propose a communication efficient quasi-Newton method for large-scale multi-agent convex composite optimization. We assume the setting of a network of agents that cooperatively solve a global minimization problem with strongly convex…
Recently, an idling mechanism has been introduced in the context of distributed \emph{first order} methods for minimization of a sum of nodes' local convex costs over a generic, connected network. With the idling mechanism, each node $i$,…
We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…
We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…
Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…
We consider distributed optimization problems where networked nodes cooperatively minimize the sum of their locally known convex costs. A popular class of methods to solve these problems are the distributed gradient methods, which are…
The paper deals with the distributed minimum sharing problem: a set of decision-makers compute the minimum of some local quantities of interest in a distributed and decentralized way by exchanging information through a communication…
Though quasi-Newton methods have been extensively studied in the literature, they either suffer from local convergence or use a series of line searches for global convergence which is not acceptable in the distributed setting. In this work,…
This paper presents a real-time computational framework for multi-node distributed optimization by extending the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm. Our approach integrates adjoint sequential…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable…
We propose deep distributed recurrent Q-networks (DDRQN), which enable teams of agents to learn to solve communication-based coordination tasks. In these tasks, the agents are not given any pre-designed communication protocol. Therefore, in…
Motivated by a variety of applications in control engineering and information sciences, we study network resource allocation problems where the goal is to optimally allocate a fixed amount of resource over a network of nodes. In these…
Motivated by economic dispatch and linearly-constrained resource allocation problems, this paper proposes a novel Distributed Approx-Newton algorithm that approximates the standard Newton optimization method. A main property of this…
Federated learning (FL) is a promising technology that enables edge devices/clients to collaboratively and iteratively train a machine learning model under the coordination of a central server. The most common approach to FL is first-order…