相关论文: Distributed Stochastic Gradient Descent with Cost-…

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

The analysis in Part I revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization when gradient noise is present. These algorithms are used when the risk functions are non-smooth and…

In multiagent systems, the complex interaction of fixed incentives can lead agents to outcomes that are poor (inefficient) not only for the group, but also for each individual. Price of anarchy is a technical, game-theoretic definition that…

Mini-batch stochastic gradient descent and variants thereof have become standard for large-scale empirical risk minimization like the training of neural networks. These methods are usually used with a constant batch size chosen by simple…

This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be viewed as the functional counterpart of stochastic gradient…

Distributed learning and adaptation have received significant interest and found wide-ranging applications in machine learning and signal processing. While various approaches, such as shared-memory optimization, multi-task learning, and…

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

In Federated Learning (FL), multiple clients jointly train a machine learning model by sharing gradient information, instead of raw data, with a server over multiple rounds. To address the possibility of information leakage in spite of…

Deep neural networks (DNNs) for supervised learning can be viewed as a pipeline of a feature extractor (i.e. last hidden layer) and a linear classifier (i.e. output layer) that is trained jointly with stochastic gradient descent (SGD). In…

Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However,…

Increasing the mini-batch size for stochastic gradient descent offers significant opportunities to reduce wall-clock training time, but there are a variety of theoretical and systems challenges that impede the widespread success of this…

We develop a Distributed Event-Triggered Stochastic GRAdient Descent (DETSGRAD) algorithm for solving non-convex optimization problems typically encountered in distributed deep learning. We propose a novel communication triggering mechanism…

For over a decade, model-based reinforcement learning has been seen as a way to leverage control-based domain knowledge to improve the sample-efficiency of reinforcement learning agents. While model-based agents are conceptually appealing,…

Distributed ensemble learning (DEL) involves training multiple models at distributed learners, and then combining their predictions to improve performance. Existing related studies focus on DEL algorithm design and optimization but ignore…

When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…

This paper presents a multi-agent reinforcement learning algorithm to represent strategic bidding behavior in freight transport markets. Using this algorithm, we investigate whether feasible market equilibriums arise without any central…

Reinforcement Learning (RL) agents require the specification of a reward signal for learning behaviours. However, introduction of corrupt or stochastic rewards can yield high variance in learning. Such corruption may be a direct result of…

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…