Related papers: Quantization Avoids Saddle Points in Distributed O…
This paper considers continuous-time coordination algorithms for networks of agents that seek to collectively solve a general class of nonsmooth convex optimization problems with an inherent distributed structure. Our algorithm design…
This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…
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…
In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, high-dimensional setting and saddle-point avoiding. To handle…
In this paper, the distributed strongly convex optimization problem is studied with spatio-temporal compressed communication and equality constraints. For the case where each agent holds an distributed local equality constraint, a…
This paper proposes a new distributed nonconvex stochastic optimization algorithm that can achieve privacy protection, communication efficiency and convergence simultaneously. Specifically, each node adds general privacy noises to its local…
We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…
In this paper, we study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex…
We consider distributed optimization as motivated by machine learning in a multi-agent system: each agent holds local data and the goal is to minimize an aggregate loss function over a common model, via an interplay of local training and…
Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…
In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…
Distributed adaptive stochastic gradient methods have been widely used for large-scale nonconvex optimization, such as training deep learning models. However, their communication complexity on finding $\varepsilon$-stationary points has…
Saddle points constitute a crucial challenge for first-order gradient descent algorithms. In notions of classical machine learning, they are avoided for example by means of stochastic gradient descent methods. In this work, we provide…
Many machine learning algorithms minimize a regularized risk, and stochastic optimization is widely used for this task. When working with massive data, it is desirable to perform stochastic optimization in parallel. Unfortunately, many…
This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…
Distributed optimization finds many applications in machine learning, signal processing, and control systems. In these real-world applications, the constraints of communication networks, particularly limited bandwidth, necessitate…
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…
A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…
This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…
We introduce a new and increasingly relevant setting for distributed optimization in machine learning, where the data defining the optimization are unevenly distributed over an extremely large number of nodes. The goal is to train a…