513 research outputs found
Nonasymptotic Convergence Rates for Cooperative Learning Over Time-Varying Directed Graphs
We study the problem of distributed hypothesis testing with a network of
agents where some agents repeatedly gain access to information about the
correct hypothesis. The group objective is to globally agree on a joint
hypothesis that best describes the observed data at all the nodes. We assume
that the agents can interact with their neighbors in an unknown sequence of
time-varying directed graphs. Following the pioneering work of Jadbabaie,
Molavi, Sandroni, and Tahbaz-Salehi, we propose local learning dynamics which
combine Bayesian updates at each node with a local aggregation rule of private
agent signals. We show that these learning dynamics drive all agents to the set
of hypotheses which best explain the data collected at all nodes as long as the
sequence of interconnection graphs is uniformly strongly connected. Our main
result establishes a non-asymptotic, explicit, geometric convergence rate for
the learning dynamic
Generalized Self-concordant Hessian-barrier algorithms
Many problems in statistical learning, imaging, and computer vision involve
the optimization of a non-convex objective function with singularities at the
boundary of the feasible set. For such challenging instances, we develop a new
interior-point technique building on the Hessian-barrier algorithm recently
introduced in Bomze, Mertikopoulos, Schachinger and Staudigl, [SIAM J. Opt.
2019 29(3), pp. 2100-2127], where the Riemannian metric is induced by a
generalized self-concordant function. This class of functions is sufficiently
general to include most of the commonly used barrier functions in the
literature of interior point methods. We prove global convergence to an
approximate stationary point of the method, and in cases where the feasible set
admits an easily computable self-concordant barrier, we verify worst-case
optimal iteration complexity of the method. Applications in non-convex
statistical estimation and -minimization are discussed to given the
efficiency of the method
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