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Decentralized nonconvex optimization has received increasing attention in recent years in machine learning due to its advantages in system robustness, data privacy, and implementation simplicity. However, three fundamental challenges in…

机器学习 · 计算机科学 2021-05-20 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

机器学习 · 统计学 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

最优化与控制 · 数学 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

In this paper, we study stochastic submodular maximization problems with general matroid constraints, that naturally arise in online learning, team formation, facility location, influence maximization, active learning and sensing objective…

机器学习 · 计算机科学 2023-03-20 Gözde Özcan , Stratis Ioannidis

In this work, we study decentralized stochastic nonconvex Polyak--{\L}ojasiewicz minimax problems and propose a communication-efficient algorithm. Motivated by the efficiency of local SGD in federated learning, we investigate decentralized…

最优化与控制 · 数学 2026-05-26 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…

机器学习 · 计算机科学 2019-05-07 Andrew An Bian , Baharan Mirzasoleiman , Joachim M. Buhmann , Andreas Krause

This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an adversary. At each…

机器学习 · 计算机科学 2024-09-25 Youqing Hua , Shuai Liu , Yiguang Hong , Karl Henrik Johansson , Guangchen Wang

In this work, we present a combinatorial, deterministic single-pass streaming algorithm for the problem of maximizing a submodular function, not necessarily monotone, with respect to a cardinality constraint (SMCC). In the case the function…

数据结构与算法 · 计算机科学 2020-11-03 Alan Kuhnle

Large-scale machine learning models are often trained by parallel stochastic gradient descent algorithms. However, the communication cost of gradient aggregation and model synchronization between the master and worker nodes becomes the…

机器学习 · 计算机科学 2020-07-03 Xiaorui Liu , Yao Li , Jiliang Tang , Ming Yan

There is growing interest in large-scale machine learning and optimization over decentralized networks, e.g. in the context of multi-agent learning and federated learning. Due to the imminent need to alleviate the communication burden, the…

机器学习 · 统计学 2020-09-02 Boyue Li , Shicong Cen , Yuxin Chen , Yuejie Chi

We consider the problem of decentralized optimization where a collection of agents, each having access to a local cost function, communicate over a time-varying directed network and aim to minimize the sum of those functions. In practice,…

系统与控制 · 电气工程与系统科学 2021-09-01 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

Consensus optimization enables autonomous agents to solve joint tasks through peer-to-peer exchanges alone. Classical decentralized gradient descent is appealing for its minimal state but fails to achieve exact consensus with fixed…

最优化与控制 · 数学 2025-12-02 Hong Wang

As edge computing capabilities increase, model learning deployments in diverse edge environments have emerged. In experimental design networks, introduced recently, network routing and rate allocation are designed to aid the transfer of…

网络与互联网体系结构 · 计算机科学 2024-01-11 Yuanyuan Li , Lili Su , Carlee Joe-Wong , Edmund Yeh , Stratis Ioannidis

In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…

最优化与控制 · 数学 2020-02-20 Changxin Liu , Huiping Li , Yang Shi

We consider the online convex optimization problem. In the setting of arbitrary sequences and finite set of parameters, we establish a new fast-rate quantile regret bound. Then we investigate the optimization into the L1-ball by…

统计理论 · 数学 2018-05-24 Pierre Gaillard , Olivier Wintenberger

Learning sparse combinations is a frequent theme in machine learning. In this paper, we study its associated optimization problem in the distributed setting where the elements to be combined are not centrally located but spread over a…

分布式、并行与集群计算 · 计算机科学 2019-01-25 Aurélien Bellet , Yingyu Liang , Alireza Bagheri Garakani , Maria-Florina Balcan , Fei Sha

Distributed optimization algorithms are essential for training machine learning models on very large-scale datasets. However, they often suffer from communication bottlenecks. Confronting this issue, a communication-efficient primal-dual…

最优化与控制 · 数学 2017-11-16 Chenxin Ma , Martin Jaggi , Frank E. Curtis , Nathan Srebro , Martin Takáč

Recently, there have been growing interests in solving consensus optimization problems in a multi-agent network. In this paper, we develop a decentralized algorithm for the consensus optimization problem…

最优化与控制 · 数学 2014-12-02 Wei Shi , Qing Ling , Gang Wu , Wotao Yin

This paper focuses on decentralized composite optimization over networks without a central coordinator. We propose a novel decentralized symmetric ADMM algorithm that incorporates multiple communication rounds within each iteration, derived…

最优化与控制 · 数学 2026-03-06 Jinrui Huang , Xueqin Wang , Dong Liu , Jingguo Lan , Runxiong Wu

In this paper, we study the non-monotone DR-submodular function maximization over integer lattice. Functions over integer lattice have been defined submodular property that is similar to submodularity of set functions. DR-submodular is a…

社会与信息网络 · 计算机科学 2022-12-14 Shuyang Gu , Chuangen Gao , Jun Huang , Weili Wu