Related papers: Distributed Convoluted Rank Regression for Non-Sha…
As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…
The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…
In this work we derive the performance achievable by a network of distributed agents that solve, adaptively and in the presence of communication constraints, a regression problem. Agents employ the recently proposed ACTC…
Predictive models trained on observational data often fail to generalise to the distributions they encounter when deployed, especially when the training data is a product of the system being optimised. Recommender systems are a canonical…
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…
High dimensional data analysis for exploration and discovery includes three fundamental tasks: dimensionality reduction, clustering, and visualization. When the three associated tasks are done separately, as is often the case thus far,…
Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…
Classical probabilistic graphical models face fundamental challenges in modern data environments, which are characterized by high dimensionality, source heterogeneity, and stringent data-sharing constraints. In this work, we revisit the…
Hybrid AC/DC distribution systems are becoming a popular means to accommodate the increasing penetration of distributed energy resources and flexible loads. This paper proposes a distributed and robust state estimation (DRSE) method for…
This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…
Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…
Recently introduced distributed zeroth-order optimization (ZOO) algorithms have shown their utility in distributed reinforcement learning (RL). Unfortunately, in the gradient estimation process, almost all of them require random samples…
Random Reshuffling (RR), which is a variant of Stochastic Gradient Descent (SGD) employing sampling without replacement, is an immensely popular method for training supervised machine learning models via empirical risk minimization. Due to…
We address the problem of how to achieve optimal inference in distributed quantile regression without stringent scaling conditions. This is challenging due to the non-smooth nature of the quantile regression (QR) loss function, which…
This paper focuses on the problem of recursive nonlinear least squares parameter estimation in multi-agent networks, in which the individual agents observe sequentially over time an independent and identically distributed (i.i.d.)…
In this paper, we present a scalable distributed implementation of the Sampled Limited-memory Symmetric Rank-1 (S-LSR1) algorithm. First, we show that a naive distributed implementation of S-LSR1 requires multiple rounds of expensive…
We devise a one-shot approach to distributed sparse regression in the high-dimensional setting. The key idea is to average "debiased" or "desparsified" lasso estimators. We show the approach converges at the same rate as the lasso as long…
Over the past few years, the use of swarms of Unmanned Aerial Vehicles (UAVs) in monitoring and remote area surveillance applications has become widespread thanks to the price reduction and the increased capabilities of drones. The drones…