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Ali H. Sayed

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Related publications (142)

Learning Over Multitask Graphs-Part II: Performance Analysis

Ali H. Sayed, Roula Nassif, Stefan Vlaski

Part I of this paper formulated a multitask optimization problem where agents in the network have individual objectives to meet, or individual parameter vectors to estimate, subject to a smoothness condition over the graph. A diffusion strategy was devised ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Tracking Performance of Online Stochastic Learners

Ali H. Sayed, Stefan Vlaski, Elsa Rizk

The utilization of online stochastic algorithms is popular in large-scale learning settings due to their ability to compute updates on the fly, without the need to store and process data in large batches. When a constant step-size is used, these algorithms ...

IEEE Institute of Electrical and Electronics Engineers2020

Learning Over Multitask Graphs-Part I: Stability Analysis

Ali H. Sayed, Roula Nassif, Stefan Vlaski

This paper formulates a multitask optimization problem where agents in the network have individual objectives to meet, or individual parameter vectors to estimate, subject to a smoothness condition over the graph. The smoothness condition softens the trans ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

On the Influence of Bias-Correction on Distributed Stochastic Optimization

Ali H. Sayed, Bicheng Ying, Kun Yuan, Sulaiman A S A E Alghunaim

Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed deterministic optimization problems. These methods employ constant step-sizes and converge linearly to the exact ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Social Learning With Partial Information Sharing

Ali H. Sayed, Virginia Bordignon

This work studies the learning abilities of agents sharing partial beliefs over social networks. The agents observe data that could have risen from one of several hypotheses and interact locally to decide whether the observations they are receiving have ri ...

IEEE2020

On the Performance of Exact Diffusion over Adaptive Networks

Ali H. Sayed, Bicheng Ying, Kun Yuan, Sulaiman A S A E Alghunaim

Various bias-correction methods such as EXTRA, DIGing, and exact diffusion have been proposed recently to solve distributed deterministic optimization problems. These methods employ constant step-sizes and converge linearly to the exact solution under prop ...

IEEE2019

Stochastic Learning Under Random Reshuffling With Constant Step-Sizes

Ali H. Sayed, Stefan Vlaski, Bicheng Ying, Kun Yuan

In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works have pursued ju ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

Variance-Reduced Stochastic Learning by Networked Agents Under Random Reshuffling

Ali H. Sayed, Bicheng Ying, Kun Yuan

This paper develops a distributed variance-reduced strategy for a collection of interacting agents that are connected by a graph topology. The resulting diffusion-AVRG (where AVRG stands for "amortized variance-reduced gradient") algorithm is shown to have ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

A Linearly Convergent Proximal Gradient Algorithm for Decentralized Optimization

Ali H. Sayed, Kun Yuan, Sulaiman A S A E Alghunaim

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based proximal decent ...

NEURAL INFORMATION PROCESSING SYSTEMS (NIPS)2019

Exact Diffusion for Distributed Optimization and Learning-Part I: Algorithm Development

Ali H. Sayed, Bicheng Ying, Kun Yuan

This paper develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II of this paper to have a wider stability range an ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

Graph Learning with Partial Observations: Role of Degree Concentration

Ali H. Sayed, Augusto José Rabelo Almeida Santos

In this work we consider the problem of learning an Erdos-Renyi graph over a diffusion network when: i) data from only a limited subset of nodes are available (partial observation); ii) and the inferential goal is to discover the graph of interconnections ...

IEEE2019

Distributed Value-Function Learning with Linear Convergence Rates

Ali H. Sayed, Kun Yuan, Lucas Cesar Eduardo Cassano

In this paper we develop a fully decentralized algorithm for policy evaluation with off-policy learning and linear function approximation. The proposed algorithm is of the variance reduced kind and achieves linear convergence with O(1) memory requirements. ...

IEEE2019

Distributed Inference Over Networks Under Subspace Constraints

Ali H. Sayed, Roula Nassif, Stefan Vlaski

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that enforce the objectives across the network to lie in a low-dimensiona ...

IEEE2019

Decentralized Decision-Making Over Multi-Task Networks

Ali H. Sayed, Ali Zoubir

In important applications involving multi-task networks with multiple objectives, agents in the network need to decide between these multiple objectives and reach an agreement about which single objective to follow for the network. In this work we propose ...

ELSEVIER SCIENCE BV2019

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, Roula Nassif, Stefan Vlaski

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

Polynomial Escape-Time From Saddle Points In Distributed Non-Convex Optimization

Ali H. Sayed, Stefan Vlaski

The diffusion strategy for distributed learning from streaming data employs local stochastic gradient updates along with exchange of iterates over neighborhoods. In this work we establish that agents cluster around a network centroid in the mean-fourth sen ...

IEEE2019

Exact Diffusion for Distributed Optimization and Learning-Part II: Convergence Analysis

Ali H. Sayed, Bicheng Ying, Kun Yuan

Part I of this paper developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to the larger set of locally balanced left-sto ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

Exponential Collapse Of Social Beliefs Over Weakly-Connected Heterogeneous Networks

Ali H. Sayed, Augusto José Rabelo Almeida Santos

We consider a distributed social learning problem where a network of agents is interested in selecting one among a finite number of hypotheses. The data collected by the agents might be heterogeneous, meaning that different sub-networks might observe data ...

IEEE2019

Cover: A Cluster-Based Variance Reduced Method For Online Learning

Ali H. Sayed, Bicheng Ying, Kun Yuan

In this paper, we develop a stochastic-gradient learning algorithm for situations involving streaming data that arise from an underlying clustered structure. In such settings, the variance of gradient noise can be decomposed into the in-cluster variance si ...

IEEE2019

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