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Stefan Vlaski

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Related publications (40)

Distributed Learning in Non-Convex Environments-Part I: Agreement at a Linear Rate

Ali H. Sayed, Stefan Vlaski

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments. Most available wor ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

Gramian-Based Adaptive Combination Policies For Diffusion Learning Over Networks

Ali H. Sayed, Stefan Vlaski, Yigit Efe Erginbas

This paper presents an adaptive combination strategy for distributed learning over diffusion networks. Since learning relies on the collaborative processing of the stochastic information at the dispersed agents, the overall performance can be improved by d ...

IEEE2021

Linear Speedup In Saddle-Point Escape For Decentralized Non-Convex Optimization

Ali H. Sayed, Stefan Vlaski

Under appropriate cooperation protocols and parameter choices, fully decentralized solutions for stochastic optimization have been shown to match the performance of centralized solutions and result in linear speedup (in the number of agents) relative to no ...

IEEE2020

Second-Order Guarantees In Federated Learning

Ali H. Sayed, Stefan Vlaski, Elsa Rizk

Federated learning is a useful framework for centralized learning from distributed data under practical considerations of heterogeneity, asynchrony, and privacy. Federated architectures are frequently deployed in deep learning settings, which generally giv ...

IEEE2020

Adaptation and Learning Over Networks Under Subspace Constraints-Part I: Stability Analysis

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 require the objectives across the network to lie in low-dimensional ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Multitask Learning Over Graphs: An Approach for Distributed, Streaming Machine Learning

Ali H. Sayed, Roula Nassif, Stefan Vlaski, Jie Chen

The problem of simultaneously learning several related tasks has received considerable attention in several domains, especially in machine learning, with the so-called multitask learning (MTL) problem, or learning to learn problem [1], [2]. MTL is an appro ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Adaptation and Learning Over Networks Under Subspace Constraints & x2014;Part II: Performance Analysis

Ali H. Sayed, Roula Nassif, Stefan Vlaski

Part & x00A0;I of this paper considered optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Second-order guarantees in centralized, federated and decentralized nonconvex optimization

Ali H. Sayed, Stefan Vlaski

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in general, in the s ...

INT PRESS BOSTON, INC2020

Dynamic Federated Learning

Ali H. Sayed, Stefan Vlaski, Elsa Rizk

Federated learning has emerged as an umbrella term for centralized coordination strategies in multi-agent environments. While many federated learning architectures process data in an online manner, and are hence adaptive by nature, most performance analyse ...

IEEE2020

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

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

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

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

A Regularization Framework for Learning Over Multitask Graphs

Ali H. Sayed, Roula Nassif, Stefan Vlaski

This letter proposes a general regularization framework for inference over multitask networks. The optimization approach relies on minimizing a global cost consisting of the aggregate sum of individual costs regularized by a term that allows to incorporate ...

IEEE Institute of Electrical and Electronics Engineers2019

Diffusion Learning In Non-Convex Environments

Ali H. Sayed, Stefan Vlaski

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, recent years have seen rising interest in the behavior of gradient-descent based algorithms in non-convex environments. Most of the works on d ...

IEEE2019

Online Graph Learning from Sequential Data

Pascal Frossard, Hermina Petric Maretic, Ali H. Sayed, Roula Nassif, Stefan Vlaski

2018

Distributed Inference over Multitask Graphs under Smoothness

Ali H. Sayed, Roula Nassif, Stefan Vlaski

IEEE2018

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