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This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

When scaling distributed training, the communication overhead is often the bottleneck. In this paper, we propose a novel SGD variant with reduced communication and adaptive learning rates. We prove the convergence of the proposed algorithm…

Machine Learning · Computer Science 2020-12-08 Cong Xie , Oluwasanmi Koyejo , Indranil Gupta , Haibin Lin

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

Statistics Theory · Mathematics 2015-05-21 Shota Katayama , Hironori Fujisawa

Load balancing across parallel servers is an important class of congestion control problems that arises in service systems. An effective load balancer relies heavily on accurate, real-time congestion information to make routing decisions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-24 Gal Mendelson , Xu Kuang

Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…

Applications · Statistics 2016-06-29 Dimitris Berberidis , Vassilis Kekatos , Georgios B. Giannakis

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Nowadays, large and complex deep learning (DL) models are increasingly trained in a distributed manner across multiple worker machines, in which extensive communications between workers pose serious scaling problems. In this article, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-10 Shaohuai Shi , Zhenheng Tang , Xiaowen Chu , Chengjian Liu , Wei Wang , Bo Li

If error distribution has heteroscedasticity, it voliates the assumption of linear regression. Expectile regression is a powerful tool for estimating the conditional expectiles of a response variable in this setting. Since multiple levels…

Methodology · Statistics 2022-08-03 Jinghang Lin , Yuan Huang , Shuangge Ma

This letter proposes a novel distributed compressed estimation scheme for sparse signals and systems based on compressive sensing techniques. The proposed scheme consists of compression and decompression modules inspired by compressive…

Information Theory · Computer Science 2015-02-05 S. Xu , R. C. de Lamare , H. V. Poor

This paper proposes distributed adaptive algorithms based on the conjugate gradient (CG) method and the diffusion strategy for parameter estimation over sensor networks. We present sparsity-aware conventional and modified distributed CG…

Information Theory · Computer Science 2015-11-23 Rodrigo C. de Lamare

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

We consider the problem of online stochastic optimization in a distributed setting with $M$ clients connected through a central server. We develop a distributed online learning algorithm that achieves order-optimal cumulative regret with…

Machine Learning · Computer Science 2023-06-07 Sudeep Salgia , Qing Zhao , Tamir Gabay , Kobi Cohen

Sparse linear regression is one of the classic problems in the field of statistics, which has deep connections and high intersections with optimization, computation, and machine learning. To address the effective handling of…

Methodology · Statistics 2025-08-04 Peili Li , Zhuomei Li , Yunhai Xiao , Chao Ying , Zhou Yu

Learned sparse retrieval (LSR) is a popular method for first-stage retrieval because it combines the semantic matching of language models with efficient CPU-friendly algorithms. Previous work aggregates blocks into "superblocks" to quickly…

Information Retrieval · Computer Science 2026-02-04 Parker Carlson , Wentai Xie , Rohil Shah , Tao Yang

We analyse the learning performance of Distributed Gradient Descent in the context of multi-agent decentralised non-parametric regression with the square loss function when i.i.d. samples are assigned to agents. We show that if agents hold…

Machine Learning · Statistics 2019-11-14 Dominic Richards , Patrick Rebeschini

Distributed statistical learning has become a popular technique for large-scale data analysis. Most existing work in this area focuses on dividing the observations, but we propose a new algorithm, DDAC-SpAM, which divides the features under…

Machine Learning · Computer Science 2023-07-11 Yifan He , Ruiyang Wu , Yong Zhou , Yang Feng

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

We propose a novel approach to iterated sparse matrix dense matrix multiplication, a fundamental computational kernel in scientific computing and graph neural network training. In cases where matrix sizes exceed the memory of a single…

In distributed optimization and machine learning, multiple nodes coordinate to solve large problems. To do this, the nodes need to compress important algorithm information to bits so that it can be communicated over a digital channel. The…

Optimization and Control · Mathematics 2020-12-02 Sindri Magnússon , Hossein Shokri-Ghadikolaei , Na Li

This paper considers distributed nonconvex optimization with the cost functions being distributed over agents. Noting that information compression is a key tool to reduce the heavy communication load for distributed algorithms as agents…

Optimization and Control · Mathematics 2022-10-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson
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