7 accepted papers
We propose a *history-driven target (HDT)* framework in Markov Chain Monte Carlo (MCMC) to improve any random walk algorithm on discrete state spaces, such as general undirected graphs, for efficient sampling from target distribution $\\boldsymbol{\\mu}$. With broad applications in network science a…
We study a family of distributed stochastic optimization algorithms where gradients are sampled by a token traversing a network of agents in random-walk fashion. Typically, these random-walks are chosen to be Markov chains that asymptotically sample from a desired target distribution, and play a cri…
Two-timescale stochastic approximation (TTSA) is among the most general frameworks for iterative stochastic algorithms. This includes well-known stochastic optimization methods such as SGD variants and those designed for bilevel or minimax problems, as well as reinforcement learning like the family…
Distributed learning is essential to train machine learning algorithms across *heterogeneous* agents while maintaining data privacy. We conduct an asymptotic analysis of Unified Distributed SGD (UD-SGD), exploring a variety of communication patterns, including decentralized SGD and local SGD within…
We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topology via sampling and neighborhood exploration in the form of Markov chain Monte Carlo (MCMC) procedures. Given any Markov…
We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topology via sampling and neighborhood exploration in the form of Markov chain Monte Carlo (MCMC) procedures. Given any Markov…
We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ the notion of `efficiency ordering', a well-analyzed tool fo…