Related papers: Convergence Rate of Accelerated Average Consensus …
This paper considers the decentralized consensus optimization problem defined over a network where each node holds a second-order differentiable local objective function. Our goal is to minimize the summation of local objective functions…
We establish sharp estimates for the convergence rate of the Kranosel'ski\v{\i}-Mann fixed point iteration in general normed spaces, and we use them to show that the asymptotic regularity bound recently proved in [11] (Israel Journal of…
The effective resistance between a pair of nodes in a weighted undirected graph is defined as the potential difference induced between them when a unit current is injected at the first node and extracted at the second node, treating edge…
Two accelerated first-order methods, HNAG$^+$ and HNAG$^{++}$, are presented for smooth strongly convex optimization. By optimizing the coercivity constant of the HNAG flow and using a refined Lyapunov analysis, it is shown that HNAG$^+$…
In this work, we study the computational complexity of reducing the squared gradient magnitude for smooth minimax optimization problems. First, we present algorithms with accelerated $\mathcal{O}(1/k^2)$ last-iterate rates, faster than the…
We study a new variant of consensus problems, termed `local average consensus', in networks of agents. We consider the task of using sensor networks to perform distributed measurement of a parameter which has both spatial (in this paper 1D)…
Despite impressive results, reinforcement learning (RL) suffers from slow convergence and requires a large variety of tuning strategies. In this paper, we investigate the ability of RL algorithms on simple continuous control tasks. We show…
In this paper, we study the leaderless consensus problem for multiple Lagrangian systems in the presence of parametric uncertainties and external disturbances under directed graphs. For achieving asymptotic behavior, a robust continuous…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
Lifted Markov chains are Markov chains on graphs with added local "memory" and can be used to mix towards a target distribution faster than their memoryless counterparts. Upper and lower bounds on the achievable performance have been…
We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is…
We consider the quantized consensus problem on undirected time-varying connected graphs with n nodes, and devise a protocol with fast convergence time to the set of consensus points. Specifically, we show that when the edges of each network…
Structured output prediction is an important machine learning problem both in theory and practice, and the max-margin Markov network (\mcn) is an effective approach. All state-of-the-art algorithms for optimizing \mcn\ objectives take at…
This paper studies the fastest distributed consensus averaging problem on branches of an arbitrary connected sensor network. In the previous works full knowledge about the sensor network's connectivity topology was required for determining…
A key challenge in decentralized optimization is determining the optimal convergence rate and designing algorithms to achieve it. While this problem has been extensively addressed for doubly-stochastic and column-stochastic mixing matrices,…
Average consensus theory is intensely popular for building time synchronization in wireless sensor network (WSN). However, the average consensus-based time synchronization algorithm is based on iteration that pose challenges for efficiency,…
We study the scalability of consensus-based distributed optimization algorithms by considering two questions: How many processors should we use for a given problem, and how often should they communicate when communication is not free?…
When solving consensus optimization problems over a graph, there is often an explicit characterization of the convergence rate of Gradient Descent (GD) using the spectrum of the graph Laplacian. The same type of problems under the…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…