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This paper presents a finite time convergence analysis for a decentralized stochastic approximation (SA) scheme. The scheme generalizes several algorithms for decentralized machine learning and multi-agent reinforcement learning. Our proof…

Optimization and Control · Mathematics 2020-11-06 Hoi-To Wai

This paper develops a communication-efficient algorithm to solve the stochastic optimization problem defined over a distributed network, aiming at reducing the burdensome communication in applications such as distributed machine…

Machine Learning · Statistics 2020-01-06 Weiyu Li , Tianyi Chen , Liping Li , Zhaoxian Wu , Qing Ling

This paper pertains to the analysis and design of decentralized estimation schemes that make use of limited communication. Briefly, these schemes equip the sensors with scalar states that iteratively merge the measurements and the state of…

Systems and Control · Computer Science 2018-01-19 Andreea B. Alexandru , Sergio Pequito , Ali Jadbabaie , George J. Pappas

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

We propose a distributed algorithm for time synchronization in mobile wireless sensor networks. Each node can employ the algorithm to estimate the global time based on its local clock time. The problem of time synchronization is formulated…

Systems and Control · Computer Science 2014-12-30 Chenda Liao , Prabir Barooah

We examine fundamental tradeoffs in iterative distributed zeroth and first order stochastic optimization in multi-agent networks in terms of \emph{communication cost} (number of per-node transmissions) and \emph{computational cost},…

Optimization and Control · Mathematics 2018-09-11 Anit Kumar Sahu , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

We consider the problem of estimating the arithmetic average of a finite collection of real vectors stored in a distributed fashion across several compute nodes subject to a communication budget constraint. Our analysis does not rely on any…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-24 Jakub Konečný , Peter Richtárik

Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…

Optimization and Control · Mathematics 2023-07-28 Suhail M. Shah , Raghu Bollapragada

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.…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

Results for estimating the convergence rate of non-stationary distributed consensus algorithms are provided, on the basis of qualitative (mainly topological) as well as basic quantitative information (lower-bounds on the matrix entries).…

Optimization and Control · Mathematics 2007-12-22 David Angeli , Pierre-Alexandre Bliman

We analyze the convergence of decentralized consensus algorithm with delayed gradient information across the network. The nodes in the network privately hold parts of the objective function and collaboratively solve for the consensus…

Optimization and Control · Mathematics 2018-01-17 Benjamin Sirb , Xiaojing Ye

This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…

Statistics Theory · Mathematics 2018-08-29 Stanislav Minsker , Nate Strawn

We analyze two communication-efficient algorithms for distributed statistical optimization on large-scale data sets. The first algorithm is a standard averaging method that distributes the $N$ data samples evenly to $\nummac$ machines,…

Machine Learning · Statistics 2013-10-14 Yuchen Zhang , John C. Duchi , Martin Wainwright

Network consensus optimization has received increasing attention in recent years and has found important applications in many scientific and engineering fields. To solve network consensus optimization problems, one of the most well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-10 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

We present an algorithm for the problem of linear distributed estimation of a parameter in a network where a set of agents are successively taking measurements. The approach considers a roaming token in a network that carries the estimate,…

Systems and Control · Computer Science 2018-07-05 Lucas Balthazar , João Xavier , Bruno Sinopoli

This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the…

Optimization and Control · Mathematics 2014-08-25 Solmaz S. Kia , Jorge Cortes , Sonia Martinez

This paper is concerned with developing a novel distributed Kalman filtering algorithm over wireless sensor networks based on randomized consensus strategy. Compared with the centralized algorithm, distributed filtering techniques require…

Systems and Control · Computer Science 2018-10-08 Jiahu Qin , Jie Wang , Ling Shi , Yu Kang

In this paper, we propose a fully distributed algorithm for frequency offsets estimation in decentralized systems. With the proposed algorithm, each node estimates its frequency offsets by local computations and limited exchange of…

Information Theory · Computer Science 2016-07-12 Jian Du , Yik-Chung Wu

This work centers on the communication aspects of decentralized learning over wireless networks, using consensus-based decentralized stochastic gradient descent (D-SGD). Considering the actual communication cost or delay caused by…

Machine Learning · Computer Science 2023-10-26 Daniel Pérez Herrera , Zheng Chen , Erik G. Larsson

This paper studies a distributed continuous-time aggregative optimization problem, which is a fundamental problem in the price-based energy management. The objective of the distributed aggregative optimization is to minimize the sum of…

Optimization and Control · Mathematics 2023-09-26 Xin Cai , Feng Xiao , Bo Wei , Aiping Wang