Related papers: A primal-dual perspective for distributed TD-learn…
In this paper, we investigate the distributed convex optimization problem over a multi-agent system with Markovian switching communication networks. The objective function is the sum of each agent's local objective function, which cannot be…
We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
This paper considers the problem of designing a dynamical system to solve constrained optimization problems in a distributed way and in an anytime fashion (i.e., such that the feasible set is forward invariant). For problems with separable…
Distributed learning is the problem of inferring a function in the case where training data is distributed among multiple geographically separated sources. Particularly, the focus is on designing learning strategies with low computational…
This paper proposes distributed discrete-time algorithms to cooperatively solve an additive cost optimization problem in multi-agent networks. The striking feature lies in the use of only the sign of relative state information between…
Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…
This paper proposes an adaptive primal-dual dynamics for distributed optimization in multi-agent systems. The proposed dynamics incorporates an adaptive synchronization law that reinforces the interconnection strength between the primal…
Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…
We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…
We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…
We present a data-driven control framework for partial differential equations (PDEs). Our approach integrates Time-Integrated Deep Operator Networks (TI-DeepONets) as differentiable PDE surrogate models within the Differentiable Predictive…
Real-life machine learning problems exhibit distributional shifts in the data from one time to another or from one place to another. This behavior is beyond the scope of the traditional empirical risk minimization paradigm, which assumes…
In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…
Privacy-preserving distributed machine learning becomes increasingly important due to the recent rapid growth of data. This paper focuses on a class of regularized empirical risk minimization (ERM) machine learning problems, and develops…
We consider off-policy temporal-difference (TD) learning in discounted Markov decision processes, where the goal is to evaluate a policy in a model-free way by using observations of a state process generated without executing the policy. To…
Due to the rapid growth of data and computational resources, distributed optimization has become an active research area in recent years. While first-order methods seem to dominate the field, second-order methods are nevertheless attractive…
While there are convergence guarantees for temporal difference (TD) learning when using linear function approximators, the situation for nonlinear models is far less understood, and divergent examples are known. Here we take a first step…
The use of target networks has been a popular and key component of recent deep Q-learning algorithms for reinforcement learning, yet little is known from the theory side. In this work, we introduce a new family of target-based temporal…
The traditional approach to distributed machine learning is to adapt learning algorithms to the network, e.g., reducing updates to curb overhead. Networks based on intelligent edge, instead, make it possible to follow the opposite approach,…