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Decentralized optimization is widely used in large scale and privacy preserving machine learning and various distributed control and sensing systems. It is assumed that every agent in the network possesses a local objective function, and…

Optimization and Control · Mathematics 2023-01-31 Savelii Chezhegov , Anton Novitskii , Alexander Rogozin , Sergei Parsegov , Pavel Dvurechensky , Alexander Gasnikov

We present a joint message passing approach that combines belief propagation and the mean field approximation. Our analysis is based on the region-based free energy approximation method proposed by Yedidia et al. We show that the message…

The goal of this thesis is to develop the optimisation and generalisation theoretic foundations of learning in artificial neural networks. On optimisation, a new theoretical framework is proposed for deriving architecture-dependent…

Neural and Evolutionary Computing · Computer Science 2022-10-20 Jeremy Bernstein

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

Expectation Propagation (EP) is a widely used iterative message-passing algorithm that decomposes a global inference problem into multiple local ones. It approximates marginal distributions as ``beliefs'' using intermediate functions called…

Machine Learning · Statistics 2026-04-07 Zilu Zhao , Jichao Chen , Dirk Slock

An additive noise channel is considered, in which the distribution of the noise is nonparametric and unknown. The problem of learning encoders and decoders based on noise samples is considered. For uncoded communication systems, the problem…

Information Theory · Computer Science 2021-11-17 Nir Weinberger

Distributed optimization has many applications, in communication networks, sensor networks, signal processing, machine learning, and artificial intelligence. Methods for distributed convex optimization are widely investigated, while those…

Optimization and Control · Mathematics 2021-06-22 Hsu Kao , Vijay Subramanian

This paper mainly addresses the distributed online optimization problem where the local objective functions are assumed to be convex or non-convex. First, the distributed algorithms are proposed for the convex and non-convex situations,…

Optimization and Control · Mathematics 2025-03-24 Yaowen Wang , Lipo Mo , Min Zuo , Yuanshi Zheng

An important part of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov Random Field. The belief propagation algorithm, which is an exact procedure to compute…

Machine Learning · Computer Science 2011-01-24 Victorin Martin , Jean-Marc Lasgouttes , Cyril Furtlehner

A number of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov random field. Belief propagation, an iterative message-passing algorithm, computes exactly such…

Machine Learning · Statistics 2012-10-23 Victorin Martin , Jean-Marc Lasgouttes , Cyril Furtlehner

We present the first distributed optimization algorithm with lazy communication for collaborative geometric estimation, the backbone of modern collaborative simultaneous localization and mapping (SLAM) and structure-from-motion (SfM)…

The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for distributed computing environments, CoCoA, that has an efficient…

Machine Learning · Computer Science 2018-10-11 Virginia Smith , Simone Forte , Chenxin Ma , Martin Takac , Michael I. Jordan , Martin Jaggi

Distributed optimization often consists of two updating phases: local optimization and inter-node communication. Conventional approaches require working nodes to communicate with the server every one or few iterations to guarantee…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-17 Chi Zhang , Qianxiao Li

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

We introduce a new and increasingly relevant setting for distributed optimization in machine learning, where the data defining the optimization are unevenly distributed over an extremely large number of nodes. The goal is to train a…

Machine Learning · Computer Science 2016-10-11 Jakub Konečný , H. Brendan McMahan , Daniel Ramage , Peter Richtárik

In many contexts, customized and weighted classification scores are designed in order to evaluate the goodness of the predictions carried out by neural networks. However, there exists a discrepancy between the maximization of such scores…

Machine Learning · Computer Science 2023-05-24 Francesco Marchetti , Sabrina Guastavino , Cristina Campi , Federico Benvenuto , Michele Piana

The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…

Machine Learning · Computer Science 2017-11-27 Fabien Lauer

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…

Machine Learning · Statistics 2018-04-03 Ahmed Zaki , Saikat Chatterjee , Partha P. Mitra , Lars K. Rasmussen

Most algorithms for propagating evidence through belief networks have been exact and exhaustive: they produce an exact (point-valued) marginal probability for every node in the network. Often, however, an application will not need…

Artificial Intelligence · Computer Science 2013-02-28 Denise L. Draper , Steve Hanks

A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation. While being…

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