Related papers: Decentralized Sparse Linear Regression via Gradien…
We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…
We analyse the learning performance of Distributed Gradient Descent in the context of multi-agent decentralised non-parametric regression with the square loss function when i.i.d. samples are assigned to agents. We show that if agents hold…
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…
This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…
Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…
This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…
In this work, we propose an algorithm for solving exact sparse linear regression problems over a network in a distributed manner. Particularly, we consider the problem where data is stored among different computers or agents that seek to…
We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network…
We establish the O($\frac{1}{k}$) convergence rate for distributed stochastic gradient methods that operate over strongly convex costs and random networks. The considered class of methods is standard each node performs a weighted average of…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…
We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…
The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…
In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…
To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…
Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…
We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…
In multiple domains, statistical tasks are performed in distributed settings, with data split among several end machines that are connected to a fusion center. In various applications, the end machines have limited bandwidth and power, and…
In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…