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Motivated by applications in recommender systems, web search, social choice and crowdsourcing, we consider the problem of identifying the set of top $K$ items from noisy pairwise comparisons. In our setting, we are non-actively given $r$…

Data Structures and Algorithms · Computer Science 2016-05-13 Xi Chen , Sivakanth Gopi , Jieming Mao , Jon Schneider

Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator…

Numerical Analysis · Mathematics 2022-05-06 Qian Yan , Hanyu Li , Chengmei Niu

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Optimization and Control · Mathematics 2012-04-10 John C. Duchi , Peter L. Bartlett , Martin J. Wainwright

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 consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…

Optimization and Control · Mathematics 2015-01-05 Yuchen Zhang , Lin Xiao

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

Optimization and Control · Mathematics 2018-12-18 Angelia Nedić , Alex Olshevsky , Wei Shi

An improved inference method for densely connected systems is presented. The approach is based on passing condensed messages between variables, representing macroscopic averages of microscopic messages. We extend previous work that showed…

Information Theory · Computer Science 2009-11-11 Juan P. Neirotti , David Saad

We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Optimization and Control · Mathematics 2019-11-28 Darina Dvinskikh , Eduard Gorbunov , Alexander Gasnikov , Pavel Dvurechensky , Cesar A. Uribe

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

Distributed averaging is among the most relevant cooperative control problems, with applications in sensor and robotic networks, distributed signal processing, data fusion, and load balancing. Consensus and gossip algorithms have been…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Christel Sirocchi , Alessandro Bogliolo

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

We consider the problem of assigning weights to a set of samples or data records, with the goal of achieving a representative weighting, which happens when certain sample averages of the data are close to prescribed values. We frame the…

Machine Learning · Statistics 2020-05-20 Shane Barratt , Guillermo Angeris , Stephen Boyd

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in $d$ dimensions. We study the $A$-optimal design variant where the objective is to…

Data Structures and Algorithms · Computer Science 2018-07-18 Aleksandar Nikolov , Mohit Singh , Uthaipon Tao Tantipongpipat

We consider stochastic optimization problems in multi-agent settings, where a network of agents aims to learn parameters which are optimal in terms of a global objective, while giving preference to locally observed streaming information. To…

Multiagent Systems · Computer Science 2017-05-24 Alec Koppel , Brian M. Sadler , Alejandro Ribeiro

This paper fully studies distributed optimal consensus problem in non-directed dynamical networks. We consider a group of networked agents that are supposed to rendezvous at the optimal point of a collective convex objective function. Each…

Optimization and Control · Mathematics 2017-12-22 Amir Adibzadeh , Amir A. Suratgar , Mohammad B. Menhaja , Mohsen Zamani

This paper studies the problem of finding the median of N distinct numbers distributed across networked agents. Each agent updates its estimate for the median from noisy local observations of one of the N numbers and information from…

Optimization and Control · Mathematics 2021-10-12 Shuhua Yu , Yuan Chen , Soummya Kar

Diffusion is a fundamental graph process, underpinning such phenomena as epidemic disease contagion and the spread of innovation by word-of-mouth. We address the algorithmic problem of finding a set of k initial seed nodes in a network so…

Data Structures and Algorithms · Computer Science 2016-06-23 Christian Borgs , Michael Brautbar , Jennifer Chayes , Brendan Lucier

Effective resource allocation in sensor networks, IoT systems, and distributed computing is essential for applications such as environmental monitoring, surveillance, and smart infrastructure. Sensors or agents must optimize their resource…

Machine Learning · Computer Science 2024-09-26 Yu-Zhen Janice Chen , Daniel S. Menasché , Don Towsley

In this paper, a distributed subgradient-based algorithm is proposed for continuous-time multi-agent systems to search a feasible solution to convex inequalities. The algorithm involves each agent achieving a state constrained by its own…

Systems and Control · Computer Science 2017-06-13 Kaihong Lu , Gangshan Jing , Long Wang
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