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Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

Optimization and Control · Mathematics 2020-07-03 Arthur Mensch , Gabriel Peyré

We propose a novel approach for comparing distributions whose supports do not necessarily lie on the same metric space. Unlike Gromov-Wasserstein (GW) distance which compares pairwise distances of elements from each distribution, we…

Machine Learning · Statistics 2021-04-23 Mokhtar Z. Alaya , Maxime Bérar , Gilles Gasso , Alain Rakotomamonjy

This paper presents a multiscale approach to efficiently compute approximate optimal transport plans between point sets. It is particularly well-suited for point sets that are in high-dimensions, but are close to being intrinsically…

Machine Learning · Computer Science 2021-04-13 Samuel Gerber , Mauro Maggioni

This paper proposes two distributed random reshuffling methods, namely Gradient Tracking with Random Reshuffling (GT-RR) and Exact Diffusion with Random Reshuffling (ED-RR), to solve the distributed optimization problem over a connected…

Optimization and Control · Mathematics 2025-03-18 Kun Huang , Linli Zhou , Shi Pu

In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with…

Optimization and Control · Mathematics 2022-10-31 Shuhua Yu , Soummya Kar

This paper provides a simple procedure to fit generative networks to target distributions, with the goal of a small Wasserstein distance (or other optimal transport costs). The approach is based on two principles: (a) if the source…

Machine Learning · Computer Science 2019-06-12 Yucheng Chen , Matus Telgarsky , Chao Zhang , Bolton Bailey , Daniel Hsu , Jian Peng

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a…

Systems and Control · Computer Science 2015-04-10 Ye Pu , Melanie N. Zeilinger , Colin N. Jones

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

Information Theory · Computer Science 2021-03-17 Ghadir Ayache , Salim El Rouayheb

Large data sets often require performing distributed statistical estimation, with a full data set split across multiple machines and limited communication between machines. To study such scenarios, we define and study some refinements of…

Information Theory · Computer Science 2014-06-24 John C. Duchi , Michael I. Jordan , Martin J. Wainwright , Yuchen Zhang

Federated optimization, wherein several agents in a network collaborate with a central server to achieve optimal social cost over the network with no requirement for exchanging information among agents, has attracted significant interest…

Multiagent Systems · Computer Science 2023-10-23 Syed Eqbal Alam , Dhirendra Shukla , Shrisha Rao

This paper investigates distributed control and incentive mechanisms to coordinate distributed energy resources (DERs) with both continuous and discrete decision variables as well as device dynamics in distribution grids. We formulate a…

Optimization and Control · Mathematics 2019-07-16 Xinyang Zhou , Emiliano Dall'Anese , Lijun Chen

This paper proposes a novel distributed reduced--rank scheme and an adaptive algorithm for distributed estimation in wireless sensor networks. The proposed distributed scheme is based on a transformation that performs dimensionality…

Information Theory · Computer Science 2014-11-06 S. Xu , R. C. de Lamare , H. V. Poor

Heterogeneous cellular networks (HCN) with embedded small cells are considered, where multiple mobile users wish to download network content of different popularity. By caching data into the small-cell base stations (SBS), we will design…

Signal Processing · Electrical Eng. & Systems 2020-03-30 Jun Li , Youjia Chen , Zihuai Lin , Wen Chen , Branka Vucetic , Lajos Hanzo

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

We consider a resource allocation problem involving a large number of agents with individual constraints subject to privacy, and a central operator whose objective is to optimize a global, possibly nonconvex, cost while satisfying the…

Optimization and Control · Mathematics 2020-06-24 Olivier Beaude , Pascal Benchimol , Stéphane Gaubert , Paulin Jacquot , Nadia Oudjane

In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…

Optimization and Control · Mathematics 2025-09-04 Guido Carnevale , Nicola Bastianello , Giuseppe Notarstefano , Ruggero Carli

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Machine Learning · Computer Science 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

The Entropic Optimal Transport (EOT) problem and its dynamic counterpart, the Schr\"odinger bridge (SB) problem, play an important role in modern machine learning, linking generative modeling with optimal transport theory. While recent…

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