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We consider the problem of determining the top-$k$ largest measurements from a dataset distributed among a network of $n$ agents with noisy communication links. We show that this scenario can be cast as a distributed convex optimization…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-12-02 Xu Zhang , Marcos Vasconcelos

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

We consider several estimation and learning problems that networked agents face when making decisions given their uncertainty about an unknown variable. Our methods are designed to efficiently deal with heterogeneity in both size and…

Applications · Statistics 2016-11-11 M. Amin Rahimian , Ali Jadbabaie

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Optimization and Control · Mathematics 2012-04-10 John C. Duchi , Peter L. Bartlett , Martin J. Wainwright

We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…

Optimization and Control · Mathematics 2017-04-12 Angelia Nedić , Alex Olshevsky , César A. Uribe

The blessing of ubiquitous data also comes with a curse: the communication, storage, and labeling of massive, mostly redundant datasets. We seek to solve this problem at its core, collecting only valuable data and throwing out the rest via…

Machine Learning · Computer Science 2023-12-18 Mariel Werner , Anastasios Angelopoulos , Stephen Bates , Michael I. Jordan

The minimization of convex functions which are only available through partial and noisy information is a key methodological problem in many disciplines. In this paper we consider convex optimization with noisy zero-th order information,…

Machine Learning · Computer Science 2016-05-27 Francis Bach , Vianney Perchet

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

We present scalable parallel algorithms with sublinear per-processor communication volume and low latency for several fundamental problems related to finding the most relevant elements in a set, for various notions of relevance: We begin…

Data Structures and Algorithms · Computer Science 2015-10-20 Lorenz Hübschle-Schneider , Peter Sanders , Ingo Müller

We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…

Optimization and Control · Mathematics 2015-04-24 Aryan Mokhtari , Qing Ling , Alejandro Ribeiro

This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…

Optimization and Control · Mathematics 2021-03-04 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

Starting with a set of weighted items, we want to create a generic sample of a certain size that we can later use to estimate the total weight of arbitrary subsets. For this purpose, we propose priority sampling which tested on Internet…

Data Structures and Algorithms · Computer Science 2007-05-23 Nick Duffield , Carsten Lund , Mikkel Thorup

This paper considers the optimization-based traffic allocation problem among multiple end points in connectionless networks. The network utility function is modeled as a non-concave function, since it is the best description of the quality…

Optimization and Control · Mathematics 2017-03-01 Jingyao Wang , Mahmoud Ashour , Constantino Lagoa , Necdet Aybat , Hao Che , Zhisheng Duan

In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…

Optimization and Control · Mathematics 2011-11-10 Tansu Alpcan

We study the data selection problem, whose aim is to select a small representative subset of data that can be used to efficiently train a machine learning model. We present a new data selection approach based on $k$-means clustering and…

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