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This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…

Statistics Theory · Mathematics 2020-07-28 Jose Blanchet , Peter W. Glynn , Jun Yan , Zhengqing Zhou

We study the problem of estimating an unknown parameter in a distributed and online manner. Existing work on distributed online learning typically either focuses on asymptotic analysis, or provides bounds on regret. However, these results…

Systems and Control · Electrical Eng. & Systems 2022-09-15 Lei Xin , George Chiu , Shreyas Sundaram

A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…

Systems and Control · Computer Science 2014-07-02 Nikola Bogdanović , Jorge Plata-Chaves , Kostas Berberidis

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Machine Learning · Computer Science 2020-05-22 Sangdon Park , Osbert Bastani , James Weimer , Insup Lee

We propose a communication-efficient distributed estimation method for sparse linear discriminant analysis (LDA) in the high dimensional regime. Our method distributes the data of size $N$ into $m$ machines, and estimates a local sparse LDA…

Machine Learning · Statistics 2016-10-18 Lu Tian , Quanquan Gu

For distributed estimations in a sensor network, the consistency and accuracy of an estimator are greatly affected by the unknown correlations between individual estimates. An inconsistent or too conservative estimate may degrade the…

Systems and Control · Electrical Eng. & Systems 2024-05-10 Yizhi Zhou , Xufan Liu , Xuan Wang

Vertical distributed learning exploits the local features collected by multiple learning workers to form a better global model. However, the exchange of data between the workers and the model aggregator for parameter training incurs a heavy…

Networking and Internet Architecture · Computer Science 2022-09-07 Idan Achituve , Wenbo Wang , Ethan Fetaya , Amir Leshem

In multicenter research, individual-level data are often protected against sharing across sites. To overcome the barrier of data sharing, many distributed algorithms, which only require sharing aggregated information, have been developed.…

Methodology · Statistics 2021-03-25 Rui Duan , Yang Ning , Yong Chen

A novel linear classification method that possesses the merits of both the Support Vector Machine (SVM) and the Distance-weighted Discrimination (DWD) is proposed in this article. The proposed Distance-weighted Support Vector Machine method…

Machine Learning · Statistics 2015-10-09 Xingye Qiao , Lingsong Zhang

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

We present a new online learning algorithm for cumulative discounted gain. This learning algorithm does not use exponential weights on the experts. Instead, it uses a weighting scheme that depends on the regret of the master algorithm…

Computer Science and Game Theory · Computer Science 2008-07-01 Yoav Freund , Daniel Hsu

We present a new approach to the calculation of measures in weighted networks, based on the translation of a weighted network into an ensemble of edges. This leads to a straightforward generalization of any measure defined on unweighted…

Statistical Mechanics · Physics 2009-07-06 S. E. Ahnert , D. Garlaschelli , T. M. Fink , G. Caldarelli

When scaling distributed training, the communication overhead is often the bottleneck. In this paper, we propose a novel SGD variant with reduced communication and adaptive learning rates. We prove the convergence of the proposed algorithm…

Machine Learning · Computer Science 2020-12-08 Cong Xie , Oluwasanmi Koyejo , Indranil Gupta , Haibin Lin

With the ever increasing data deluge and the success of deep neural networks, the research of distributed deep learning has become pronounced. Two common approaches to achieve this distributed learning is synchronous and asynchronous weight…

Machine Learning · Computer Science 2022-04-29 Debasrita Chakraborty , Ashish Ghosh

We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…

Numerical Analysis · Mathematics 2019-05-01 Samy Wu Fung , Lars Ruthotto

In distributed machine learning, data is dispatched to multiple machines for processing. Motivated by the fact that similar data points often belong to the same or similar classes, and more generally, classification rules of high accuracy…

Machine Learning · Computer Science 2016-12-16 Travis Dick , Mu Li , Venkata Krishna Pillutla , Colin White , Maria Florina Balcan , Alex Smola

This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…

Machine Learning · Computer Science 2019-02-05 Y. Yu , H. Zhao , R. C. de Lamare , Y. Zakharov , L. Lu

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…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme…

Machine Learning · Computer Science 2018-03-13 Fulton Wang , Cynthia Rudin

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler