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Recent advances in distributed optimization and learning have shown that communication compression is one of the most effective means of reducing communication. While there have been many results on convergence rates under communication…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…
This paper proposes a distributed optimization algorithm with a convergence time that can be assigned in advance according to task requirements. To this end, a sliding manifold is introduced to achieve the sum of local gradients approaching…
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…
Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…
Momentum method has been used extensively in optimizers for deep learning. Recent studies show that distributed training through K-step averaging has many nice properties. We propose a momentum method for such model averaging approaches. At…
We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…
Due to the explosion in the size of the training datasets, distributed learning has received growing interest in recent years. One of the major bottlenecks is the large communication cost between the central server and the local workers.…
This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…
This paper studies a distributed multi-agent convex optimization problem. The system comprises multiple agents in this problem, each with a set of local data points and an associated local cost function. The agents are connected to a…
We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agentspecific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification…
We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…
This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
This paper considers continuous-time coordination algorithms for networks of agents that seek to collectively solve a general class of nonsmooth convex optimization problems with an inherent distributed structure. Our algorithm design…
We propose and analyze a stochastic Newton algorithm for homogeneous distributed stochastic convex optimization, where each machine can calculate stochastic gradients of the same population objective, as well as stochastic Hessian-vector…
In this paper, a distributed subgradient-based algorithm is proposed for continuous-time multi-agent systems to search a feasible solution to convex inequalities. The algorithm involves each agent achieving a state constrained by its own…
Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…
This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…