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In this paper, the problem of decentralized eigenvalue decomposition of a general symmetric matrix that is important, e.g., in Principal Component Analysis, is studied, and a decentralized online learning algorithm is proposed. Instead of…

Signal Processing · Electrical Eng. & Systems 2023-08-14 Yufan Fan , Minh Trinh-Hoang , Cemil Emre Ardic , Marius Pesavento

In decentralized cooperative multi-agent reinforcement learning, agents can aggregate information from one another to learn policies that maximize a team-average objective function. Despite the willingness to cooperate with others, the…

Systems and Control · Electrical Eng. & Systems 2022-07-27 Martin Figura , Yixuan Lin , Ji Liu , Vijay Gupta

We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

The availability of vast amounts of data is changing how we can make medical discoveries, predict global market trends, save energy, and develop educational strategies. In some settings such as Genome Wide Association Studies or deep…

Computer Science and Game Theory · Computer Science 2016-01-12 Pablo Azar , Shafi Goldwasser , Sunoo Park

Decentralized optimization enables a network of agents to cooperatively optimize an overall objective function without a central coordinator and is gaining increased attention in domains as diverse as control, sensor networks, data mining,…

Optimization and Control · Mathematics 2023-12-27 Yongqiang Wang , Angelia Nedic

A novel approach, based on the notion of altruism, is presented to cooperative parameter estimation in a system comprising two information-sharing agents. The underlying assumption is that the overall two-agent scheme can reach desired…

Systems and Control · Computer Science 2022-09-27 Nitai Stein , Yaakov Oshman

Many resource allocation problems can be formulated as an optimization problem whose constraints contain sensitive information about participating users. This paper concerns solving this kind of optimization problem in a distributed manner…

Optimization and Control · Mathematics 2016-11-17 Shuo Han , Ufuk Topcu , George J. Pappas

Advanced representation learning techniques require reliable and general evaluation methods. Recently, several algorithms based on the common idea of geometric and topological analysis of a manifold approximated from the learned data…

Machine Learning · Computer Science 2022-02-15 Petra Poklukar , Vladislav Polianskii , Anastasia Varava , Florian Pokorny , Danica Kragic

One of the challenges in optimization of high dimensional problems is finding appropriate solutions in a way that are as close as possible to the global optima. In this regard, one of the most common phenomena that occurs is the curse of…

Optimization and Control · Mathematics 2021-12-22 Somayeh Seifi Shalamzari , Mojtaba Banifakhr

Motivated by the previously developed multilevel aggregation method for solving structural analysis problems a novel two-level aggregation approach for efficient iterative solution of Principal Component Analysis (PCA) problems is proposed.…

Numerical Analysis · Computer Science 2016-03-01 Vitaly Bulgakov

Principal component analysis (PCA) is an essential algorithm for dimensionality reduction in many data science domains. We address the problem of performing a federated PCA on private data distributed among multiple data providers while…

A new approach which generalizes the Selective Modal Analyis (SMA) and algorithms based upon it for solving the generalized eigenvalue problem is described. This approach allows for the systematic consideration of physical properties of the…

Rings and Algebras · Mathematics 2007-05-23 Julian Barquin

Modern biomedical studies often collect multi-view data, that is, multiple types of data measured on the same set of objects. A popular model in high-dimensional multi-view data analysis is to decompose each view's data matrix into a…

Machine Learning · Statistics 2022-09-19 Hai Shu , Zhe Qu , Hongtu Zhu

The difference-of-convex algorithm (DCA) and its variants are the most popular methods to solve the difference-of-convex optimization problem. Each iteration of them is reduced to a convex optimization problem, which generally needs to be…

Optimization and Control · Mathematics 2025-05-19 Songnian He , Qiao-Li Dong , Michael Th. Rassias

Modern data workflows are inherently adaptive, repeatedly querying the same dataset to refine and validate sequential decisions, but such adaptivity can lead to overfitting and invalid statistical inference. Adaptive Data Analysis (ADA)…

Machine Learning · Computer Science 2026-02-10 Joon Suk Huh

Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…

Machine Learning · Computer Science 2023-12-22 Paris A. Karakasis , Nicholas D. Sidiropoulos

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…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Wei Huo , Changxin Liu , Kemi Ding , Karl Henrik Johansson , Ling Shi

Community detection is one of the fundamental problems of network analysis, for which a number of methods have been proposed. Most model-based or criteria-based methods have to solve an optimization problem over a discrete set of labels to…

Machine Learning · Statistics 2015-05-12 Can M. Le , Elizaveta Levina , Roman Vershynin

In this paper we present an extremely general method for approximately solving a large family of convex programs where the solution can be divided between different agents, subject to joint differential privacy. This class includes…

Data Structures and Algorithms · Computer Science 2018-03-16 Justin Hsu , Zhiyi Huang , Aaron Roth , Zhiwei Steven Wu

The major sources of abundant data are constantly expanding with the available data collection methodologies in various applications - medical, insurance, scientific, bio-informatics and business. These data sets may be distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-24 Aruna Govada , Sanjay K. Sahay