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The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…
We present a distributed optimization algorithm for solving online personalized optimization problems over a network of computing and communicating nodes, each of which linked to a specific user. The local objective functions are assumed to…
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.…
A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…
Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…
The training of modern machine learning models often consists in solving high-dimensional non-convex optimisation problems that are subject to large-scale data. In this context, momentum-based stochastic optimisation algorithms have become…
Decentralized training of deep learning models is a key element for enabling data privacy and on-device learning over networks. In realistic learning scenarios, the presence of heterogeneity across different clients' local datasets poses an…
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…
Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…
The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…
We consider distributed convex-concave saddle point problems over arbitrary connected undirected networks and propose a decentralized distributed algorithm for their solution. The local functions distributed across the nodes are assumed to…
We consider a discrete-time model of continuous-time distributed optimization over dynamic directed-graphs (digraphs) with applications to distributed learning. Our optimization algorithm works over general strongly connected dynamic…
Nonconvex optimization problems arise in different research fields and arouse lots of attention in signal processing, statistics and machine learning. In this work, we explore the accelerated proximal gradient method and some of its…
In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…
We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…
Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…
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…
With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…
Minimax optimization plays an important role in many machine learning tasks such as generative adversarial networks (GANs) and adversarial training. Although recently a wide variety of optimization methods have been proposed to solve the…
Asynchronous computation and gradient compression have emerged as two key techniques for achieving scalability in distributed optimization for large-scale machine learning. This paper presents a unified analysis framework for distributed…