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In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…

Optimization and Control · Mathematics 2021-04-28 M. Lapucci , T. Levato , F. Rinaldi , M. Sciandrone

In this paper, we consider the problem of solving linear algebraic equations of the form $Ax=b$ among multi agents which seek a solution by using local information in presence of random communication topologies. The equation is solved by…

Systems and Control · Computer Science 2018-09-24 S. Sh. Alaviani , N. Elia

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Optimization and Control · Mathematics 2017-10-24 Phuong Huu Hoang , Hyo-Sung Ahn

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…

Optimization and Control · Mathematics 2017-12-05 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

Recently, it has been observed that when representations are learnt in a way that encourages sparsity, improved performance is obtained on classification tasks. These methods involve combinations of activation functions, sampling steps and…

Machine Learning · Computer Science 2014-03-25 Alireza Makhzani , Brendan Frey

In this paper, we investigate a distributed interval optimization problem which is modeled with optimizing a sum of convex interval-valued objective functions subject to global convex constraints, corresponding to agents over a time-varying…

Optimization and Control · Mathematics 2019-05-01 Yinghui Wang , Xianlin Zeng , Wenxiao Zhao , Yiguang Hong

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

Machine Learning · Computer Science 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

In this paper, we consider distributed optimization design for resource allocation problems over weight-balanced graphs. With the help of singular perturbation analysis, we propose a simple sub-optimal continuous-time optimization…

Optimization and Control · Mathematics 2022-06-14 Shu Liang , Xianlin Zeng , Yiguang Hong

The multi-user linearly-separable distributed computing problem is considered here, in which $N$ servers help to compute the real-valued functions requested by $K$ users, where each function can be written as a linear combination of up to…

Information Theory · Computer Science 2023-01-10 Ali Khalesi , Sajad Daei , Marios Kountouris , Petros Elia

Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing approaches focus on offline regularized regression, while the…

Machine Learning · Statistics 2023-01-03 Shuoguang Yang , Yuhao Yan , Xiuneng Zhu , Qiang Sun

Data-parallel SGD is the de facto algorithm for distributed optimization, especially for large scale machine learning. Despite its merits, communication bottleneck is one of its persistent issues. Most compression schemes to alleviate this…

Neural and Evolutionary Computing · Computer Science 2024-02-07 Ashok Vardhan Makkuva , Marco Bondaschi , Thijs Vogels , Martin Jaggi , Hyeji Kim , Michael C. Gastpar

Generalized linear model with $L_1$ and $L_2$ regularization is a widely used technique for solving classification, class probability estimation and regression problems. With the numbers of both features and examples growing rapidly in the…

Machine Learning · Statistics 2017-06-28 Ilya Trofimov , Alexander Genkin

In this paper, we propose two exact distributed algorithms to solve mixed integer linear programming (MILP) problems with multiple agents where data privacy is important for the agents. A key challenge is that, because of the non-convex…

Optimization and Control · Mathematics 2022-05-03 Mohammad Javad Feizollahi

Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a…

Multiagent Systems · Computer Science 2023-07-19 Jie Chen , Cédric Richard , Ali. H. Sayed

In numerous settings, agents lack sufficient data to directly learn a model. Collaborating with other agents may help, but it introduces a bias-variance trade-off, when local data distributions differ. A key challenge is for each agent to…

Machine Learning · Computer Science 2025-02-20 Franco Galante , Giovanni Neglia , Emilio Leonardi

Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…

Optimization and Control · Mathematics 2021-11-19 Xuan Wang , Shaoshuai Mou , Brian. D. O. Anderson

Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true label, and incurs the…

Machine Learning · Computer Science 2020-07-27 Satyen Kale , Zohar Karnin , Tengyuan Liang , Dávid Pál

This paper addresses the problem of distributed detection in fixed and switching networks. A network of agents observe partially informative signals about the unknown state of the world. Hence, they collaborate with each other to identify…

Systems and Control · Computer Science 2016-01-01 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen