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This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…
Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…
We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…
Distributed optimization advances centralized machine learning methods by enabling parallel and decentralized learning processes over a network of computing nodes. This work provides an accelerated consensus-based distributed algorithm for…
We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…
Algorithms for decentralized optimization and learning rely on local optimization steps coupled with combination steps over a graph. Recent works have demonstrated that using a time-varying sequence of matrices that achieves finite-time…
Decentralized stochastic optimization methods have gained a lot of attention recently, mainly because of their cheap per iteration cost, data locality, and their communication-efficiency. In this paper we introduce a unified convergence…
We consider a decentralized stochastic learning problem where data points are distributed among computing nodes communicating over a directed graph. As the model size gets large, decentralized learning faces a major bottleneck that is the…
Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…
We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…
We study a distributed framework for stochastic optimization which is inspired by models of collective motion found in nature (e.g., swarming) with mild communication requirements. Specifically, we analyze a scheme in which each one of $N >…
In this paper, we consider the convex, finite-sum minimization problem with explicit convex constraints over strongly connected directed graphs. The constraint is an intersection of several convex sets each being known to only one node. To…
In this paper, we study decentralized online stochastic non-convex optimization over a network of nodes. Integrating a technique called gradient tracking in decentralized stochastic gradient descent, we show that the resulting algorithm,…
Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…
We consider stochastic convex optimization problems, where several machines act asynchronously in parallel while sharing a common memory. We propose a robust training method for the constrained setting and derive non asymptotic convergence…
Decentralized optimization is crucial for multi-agent systems, with significant concerns about communication efficiency and privacy. This paper explores the role of efficient communication in decentralized stochastic gradient descent…
This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…
Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…
The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…
With the increase in the amount of data and the expansion of model scale, distributed parallel training becomes an important and successful technique to address the optimization challenges. Nevertheless, although distributed stochastic…