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Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

We consider the distributed optimization problem, where a group of agents work together to optimize a common objective by communicating with neighboring agents and performing local computations. For a given algorithm, we use tools from…

Optimization and Control · Mathematics 2020-09-11 Bryan Van Scoy , Laurent Lessard

The aim of sparse approximation is to estimate a sparse signal according to the measurement matrix and an observation vector. It is widely used in data analytics, image processing, and communication, etc. Up to now, a lot of research has…

Signal Processing · Electrical Eng. & Systems 2018-05-31 Hao Wang , Ruibin Feng , Chi-Sing Leung

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

The goal of this paper is to achieve a computational model and corresponding efficient algorithm for obtaining a sparse representation of the fitting surface to the given scattered data. The basic idea of the model is to utilize the…

Numerical Analysis · Mathematics 2017-04-27 Yong-Xia Hao , Chong-Jun Li , Ren-Hong Wang

The goal of model compression is to reduce the size of a large neural network while retaining a comparable performance. As a result, computation and memory costs in resource-limited applications may be significantly reduced by dropping…

Machine Learning · Statistics 2022-11-10 Wenjing Yang , Ganghua Wang , Jie Ding , Yuhong Yang

Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…

Optimization and Control · Mathematics 2017-12-27 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…

Optimization and Control · Mathematics 2021-10-01 Lei Yang , Xiaojun Chen , Shuhuang Xiang

We consider a class of learning problems that involve a structured sparsity-inducing norm defined as the sum of $\ell_\infty$-norms over groups of variables. Whereas a lot of effort has been put in developing fast optimization methods when…

Machine Learning · Computer Science 2010-09-02 Julien Mairal , Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

Optimization and Control · Mathematics 2025-08-19 Yeming Xu , Ziyuan Guo , Kaihong Lu , Huanshui Zhang

Decentralized sparsity learning has attracted a significant amount of attention recently due to its rapidly growing applications. To obtain the robust and sparse estimators, a natural idea is to adopt the non-smooth median loss combined…

Machine Learning · Statistics 2022-03-02 Weidong Liu , Xiaojun Mao , Xin Zhang

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…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Die Gan , Zhixin Liu

This paper considers a distributed multi-agent optimization problem, with the global objective consisting of the sum of local objective functions of the agents. The agents solve the optimization problem using local computation and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-07 Shripad Gade , Nitin H. Vaidya

We consider the problem of determining the top-$k$ largest measurements from a dataset distributed among a network of $n$ agents with noisy communication links. We show that this scenario can be cast as a distributed convex optimization…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-12-02 Xu Zhang , Marcos Vasconcelos

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder

In this work, we consider multitask learning problems where clusters of nodes are interested in estimating their own parameter vector. Cooperation among clusters is beneficial when the optimal models of adjacent clusters have a good number…

Systems and Control · Computer Science 2016-11-03 Roula Nassif , Cédric Richard , André Ferrari , Ali H. Sayed

In this paper, a fast algorithm for overcomplete sparse decomposition, called SL0, is proposed. The algorithm is essentially a method for obtaining sparse solutions of underdetermined systems of linear equations, and its applications…

Information Theory · Computer Science 2009-11-13 Hossein Mohimani , Massoud Babaie-Zadeh , Christian Jutten
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