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Efficient Variance-Reduced Learning Over Multi-Agent Networks

Publications associées (48)

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Walkman: A Communication-Efficient Random-Walk Algorithm for Decentralized Optimization

Ali H. Sayed, Kun Yuan

This paper introduces a new algorithm for consensus optimization in a multi-agent network, where all agents collaboratively find a minimizer for the sum of their private functions. All decentralized algorithms rely on communications between adjacent nodes. ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Adaptation and learning over multi-agent networks is a topic of great relevance with important implications. Elaborating on previous works on single-task networks engaged in decision problems, here we consider the multi-task version in the challenging scen ...

IEEE2020

We study a general class of repeated auctions, such as the ones found in electricity markets, as multi-agent games between the bidders. In such a repeated setting, bidders can adapt their strategies online using no-regret algorithms based on the data obser ...

2020

Consistent Tomography Under Partial Observations Over Adaptive Networks

Ali H. Sayed

This paper studies the problem of inferring whether an agent is directly influenced by another agent over a network. Agent i influences agent j if they are connected (according to the network topology), and if agent j uses the data from agent i to update i ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

Distributed Learning over Networks under Subspace Constraints

Ali H. Sayed, Stefan Vlaski, Roula Nassif

This work presents and studies a distributed algorithm for solving optimization problems over networks where agents have individual costs to minimize subject to subspace constraints that require the minimizers across the network to lie in a low-dimensional ...

IEEE2019

On the Impact of Uncertainty for Path Planning

We consider the problem of planning paths on graphs with some edges whose traversability is uncertain; for each uncertain edge, we are given a probability of being traversable (e.g., by a learned classifier). We categorize different interpretations of the ...

2019

This work studies the problem of inferring from streaming data whether an agent is directly influenced by another agent over an adaptive network of interacting agents. Agent i influences agent j if they are connected, and if agent j uses the information fr ...

IEEE2018

For decades, neuroscientists and psychologists have observed that animal performance on spatial navigation tasks suggests an internal learned map of the environment. More recently, map-based (or model-based) reinforcement learning has become a highly activ ...

EPFL2018

In this thesis, we consider commercial buildings with available heating, ventilation and air conditioning (HVAC) systems, and develop methods to assess and exploit their energy storage and production potential to collectively offer ancillary services to th ...

EPFL2018

Decentralized Consensus Optimization With Asynchrony and Delays

Ali H. Sayed, Kun Yuan, Tianyu Wu

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can compute and comm ...

2018