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Hoi-To Wai

33 accepted papers

2025

A Two-timescale Primal-dual Algorithm for Decentralized Optimization with Compression

ICASSP 2025accepted

This paper proposes a two-timescale compressed primal-dual (TiCoPD) algorithm for decentralized optimization with improved communication efficiency over prior works on primal-dual decentralized optimization. The algorithm is built upon the primal-dual optimization framework and utilizes a majorizati…

Cited by 0SourceScholar
2025

Network Games Induced Prior for Graph Topology Learning

ICASSP 2025accepted

Learning the graph topology of a complex network is challenging due to limited data availability and imprecise data models. A common remedy in existing works is to incorporate priors such as sparsity or modularity which highlight on the structural property of graph topology. We depart from these app…

Cited by 0SourceScholar
2023

Incremental Aggregated Riemannian Gradient Method for Distributed PCA

AISTATS 2023poster

We consider the problem of distributed principal component analysis (PCA) where the data samples are dispersed across different agents. Despite the rich literature on this problem under various specific settings, there is still a lack of efficient algorithms that are amenable to decentralized and as…

2023

Product Graph Learning From Multi-Attribute Graph Signals with Inter-Layer Coupling

ICASSP 2023accepted

This paper considers learning a product graph from multi-attribute graph signals. Our work is motivated by the widespread presence of multilayer networks that feature interactions within and across graph layers. Focusing on a product graph setting with homogeneous layers, we propose a bivariate poly…

Cited by 0SourceScholar
2022

On the Stability of Low Pass Graph Filter with a Large Number of Edge Rewires

ICASSP 2022accepted

Recently, the stability of graph filters has been studied as one of the key theoretical properties driving the highly successful graph convolutional neural networks (GCNs). The stability of a graph filter characterizes the effect of topology perturbation on the output of a graph filter, a fundamenta…

Cited by 0SourceScholar
2021

Federated Block Coordinate Descent Scheme for Learning Global and Personalized Models

AAAI 2021technical

In federated learning, models are learned from users’ data that are held private in their edge devices, by aggregating them in the service provider’s “cloud” to obtain a global model. Such global model is of great commercial value in, e.g., improving the customers’ experience. In this paper we focus…

Cited by 26SourcePDFScholar
2021

Geom-Spider-EM: Faster Variance Reduced Stochastic Expectation Maximization for Nonconvex Finite-Sum Optimization

ICASSP 2021accepted

The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale learning setting. In this paper, we propose an extension of the Stochastic Path-Integrated Differential EstimatoR EM (SPIDER…

Cited by 0SourceScholar
2020

A Stochastic Path Integral Differential EstimatoR Expectation Maximization Algorithm

NeurIPS 2020poster

The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called {\tt SPIDER-EM}, for inference from a training set of size $n$, $n \gg 1$. At…

Cited by 16SourcePDFScholar
2019

Block-randomized Stochastic Proximal Gradient for Constrained Low-rank Tensor Factorization

ICASSP 2019accepted

This work focuses on canonical polyadic decomposition (CPD) for large-scale tensors. Many prior works rely on data sparsity to develop scalable CPD algorithms, which are not suitable for handling dense tensor, while dense tensors often arise in applications such as image and video processing. As an…

Cited by 0SourceScholar
2019

Community Inference from Graph Signals with Hidden Nodes

ICASSP 2019accepted

Many recent works on inference of graph structure assume that the graph signals are fully observable. For large graphs with thousands or millions of nodes, this entails high complexity on the data collection and processing steps. Here, we study a community inference problem on partially observed (su…

Cited by 0SourceScholar
2019

On the Global Convergence of (Fast) Incremental Expectation Maximization Methods

NeurIPS 2019poster

The EM algorithm is one of the most popular algorithm for inference in latent data models. The original formulation of the EM algorithm does not scale to large data set, because the whole data set is required at each iteration of the algorithm. To alleviate this problem, Neal and Hinton [1998] have…

Cited by 42SourcePDFScholar
2019

Spectral Partitioning of Time-varying Networks with Unobserved Edges

ICASSP 2019accepted

We discuss a variant of `blind' community detection, in which we aim to partition an unobserved network from the observation of a (dynamical) graph signal defined on the network. We consider a scenario where our observed graph signals are obtained by filtering white noise input, and the underlying n…

Cited by 0SourceScholar
2019

Variance Reduced Policy Evaluation with Smooth Function Approximation

NeurIPS 2019poster

Policy evaluation with smooth and nonlinear function approximation has shown great potential for reinforcement learning. Compared to linear function approxi- mation, it allows for using a richer class of approximation functions such as the neural networks. Traditional algorithms are based on two tim…

Cited by 47SourcePDFScholar
2018

Community Detection from Low-Rank Excitations of a Graph Filter

ICASSP 2018accepted

This paper considers the problem of inferring the topology of a graph from noisy outputs of an unknown graph filter excited by low-rank signals. Limited by this low-rank structure, we focus on solving the community detection problem, whose aim is to partition the node set of the unknown graph into s…

Cited by 0SourceScholar
2018

Data Injection Attack on Decentralized Optimization

ICASSP 2018accepted

This paper studies the security aspect of gossip-based decentralized optimization algorithms for multi agent systems against data injection attacks. Our contributions are two-fold. First, we show that the popular distributed projected gradient method (by Nedić et al.) can be attacked by <i xmlns:mml…

Cited by 0SourceScholar
2018

Hi, Bcd! Hybrid Inexact Block Coordinate Descent for Hyperspectral Super-Resolution

ICASSP 2018accepted

Hyperspectral super-resolution (HSR) is a problem of recovering a high-spectral-spatial-resolution image from a multispectral measurement and a hyperspectral measurement, which have low spectral and spatial resolutions, respectively. We consider a low-rank structured matrix factorization formulation…

Cited by 0SourceScholar
2018

Identifying Susceptible Agents in Time Varying Opinion Dynamics Through Compressive Measurements

ICASSP 2018accepted

We provide a compressive-measurement based method to detect susceptible agents who may receive misinformation through their contact with `stubborn agents' whose goal is to influence the opinions of agents in the network. We consider a DeGroot-type opinion dynamics model where regular agents revise t…

Cited by 0SourceScholar
2018

Low-rank Interaction with Sparse Additive Effects Model for Large Data Frames

NeurIPS 2018spotlight

Many applications of machine learning involve the analysis of large data frames -- matrices collecting heterogeneous measurements (binary, numerical, counts, etc.) across samples -- with missing values. Low-rank models, as studied by Udell et al. (2016), are popular in this framework for tasks such…

Cited by 9SourcePDFScholar
2018

Multi-Agent Reinforcement Learning via Double Averaging Primal-Dual Optimization

NeurIPS 2018poster

Despite the success of single-agent reinforcement learning, multi-agent reinforcement learning (MARL) remains challenging due to complex interactions between agents. Motivated by decentralized applications such as sensor networks, swarm robotics, and power grids, we study policy evaluation in MARL,…

Cited by 212SourcePDFScholar
2017

The Power-Oja method for decentralized subspace estimation/tracking

ICASSP 2017accepted

This work proposes a decentralized and adaptive subspace estimation method, called the Power-Oja (P-Oja) method. Existing decentralized subspace tracking algorithms have slow convergence rate or are unable to adapt to time varying statistics. To resolve these issues, the P-Oja method is developed by…

Cited by 0SourceScholar
2016

D-FW: Communication efficient distributed algorithms for high-dimensional sparse optimization

ICASSP 2016accepted

We propose distributed algorithms for high-dimensional sparse optimization. In many applications, the parameter is sparse but high-dimensional. This is pathological for existing distributed algorithms as the latter require an information exchange stage involving transmission of the full parameter, w…

Cited by 0SourceScholar
2015

A consensus-based decentralized algorithm for non-convex optimization with application to dictionary learning

ICASSP 2015accepted

In handling massive-scale signal processing problems arising from `big-data' applications, key technologies could come from the development of decentralized algorithms. In this context, consensus-based methods have been advocated because of their simplicity, fault tolerance and versatility. This pap…

Cited by 0SourceScholar