15 accepted papers
This paper addresses the minimization of the sum of strongly convex, smooth functions over a network of agents without a centralized server. Existing decentralized algorithms require knowledge of functions and network parameters, such as the Lipschitz constant of the global gradient and/or network c…
We explore the matrix sensing problem from near-isotropic linear measurements, distributed across a network of agents modeled as an undirected graph, with no centralized node. We provide the first study of statistical, computational/communication guarantees for a decentralized gradient algorithm tha…
We study distributed (strongly convex) optimization problems over a network of agents, with no centralized nodes. The loss functions of the agents are assumed to be similar, due to statistical data similarity or otherwise. In order to reduce the number of communications to reach a solution accuracy,…
We study acceleration for distributed sparse regression in {\it high-dimensions}, which allows the parameter size to exceed and grow faster than the sample size. When applicable, existing distributed algorithms employing acceleration perform poorly in this setting, theoretically and numerical…
We study linear regression from data distributed over a network of agents (with no master node) under high-dimensional scaling, which allows the ambient dimension to grow faster than the sample size. We propose a novel decentralization of the projected gradient algorithm whereby agents iteratively u…
We study structured convex optimization problems, with additive objective $r:=p + q$, where $r$ is ($\mu$-strongly) convex, $q$ is $L_q$-smooth and convex, and $p$ is $L_p$-smooth, possibly nonconvex. For such a class of problems, we proposed an inexact accelerated gradient sliding method that ca…
We study solution methods for (strongly-)convex-(strongly)-concave Saddle-Point Problems (SPPs) over networks of two type--master/workers (thus centralized) architectures and mesh (thus decentralized) networks. The local functions at each node are assumed to be \textit{similar}, due to statistical…
We propose a distributed cubic regularization of the Newton method for solving (constrained) empirical risk minimization problems over a network of agents, modeled as undirected graph. The algorithm employs an inexact, preconditioned Newton step at each agent’s side: the gradient of the centralized…
This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ acceleration on the computation and communications. We provide a u…
We propose a novel parallel asynchronous algorithmic framework for the minimization of the sum of a smooth (nonconvex) function and a convex (nonsmooth) regularizer. The framework hinges on Successive Convex Approximation (SCA) techniques and on a novel probabilistic model which describes in a unifi…
The paper studies a general class of distributed dictionary learning (DL) problems where the learning task is distributed over a multi-agent network with (possibly) time-varying (non-symmetric) connectivity. This setting is relevant, for instance, in scenarios where massive amounts of data are not c…
We consider a non-convex constrained Lagrangian formulation of a fundamental bi-criteria optimization problem for variable selection in statistical learning; the two criteria are a smooth (possibly) non-convex loss function, measuring the fitness of the model to data, and the latter function is a di…
We consider supervised learning problems over training sets in which both the number of training examples and the dimension of the feature vectors are large. We focus on the case where the loss function defining the quality of the parameter we wish to estimate may be non-convex, but also has a conve…
The paper studies the max-min fair multicast multigroup beamforming problem in a multi-cell environment, with perfect (instantaneous or statistical) Channel State Information (CSI). We propose a new general distributed algorithmic framework based on INner Convex Approximations (INCA): the nonsmooth…
In this paper we introduce a novel algorithmic framework for non-convex distributed optimization in multi-agent networks with time-varying (nonsymmetric) topology. The proposed method hinges on successive convex approximation (SCA) techniques while leveraging dynamic consensus as a mechanism to diff…