Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

200400599799 · Jun 202019922001200920172026
48 results for consensus optimization

To devise efficient solutions for approximating a mean partition in consensus clustering, Dimitriadou et al. [3] presented a necessary condition of optimality for a consensus function based on least square distances. We show that their result is pivotal for deriving interesting properties of consensus clustering beyond…

2016-04-22abs ↗pdf ↗

A new algorithm reduces communication in decentralized optimization.

problem Reducing communication in decentralized optimization problems.
method Adaptive randomized communication-efficient algorithmic framework that periodically tracks disagreement error and selects influential edges for communication.
result Strong theoretical convergence guarantees and performance quantification under standard assumptions.

In distributed machine learning, where agents collaboratively learn from diverse private data sets, there is a fundamental tension between consensus and optimality. In this paper, we build on recent algorithmic progresses in distributed deep learning to explore various consensus-optimality trade-offs over a fixed commu…

2018-05-30abs ↗pdf ↗

Paper proves PI consensus algorithm converges exponentially under restricted secant inequality.

problem Proving convergence of PI consensus algorithm without convexity.
method Lyapunov theory, restricted secant inequality, rate-matching discretization, local pre-conditioning.
result Exponential convergence of PI consensus algorithm for non-convex functions.

New optimization model converges to global minimizers on spheres.

problem Global optimization of nonconvex functions on spheres.
method Stochastic Kuramoto-Vicsek-type model with consensus dynamics and random perturbations.
result Proof of convergence to global minimizers under certain conditions.

Develop intrinsic consensus-based optimization framework on Riemannian manifolds with bounded curvature.

problem Nonconvex optimization on manifolds
method Intrinsic consensus-based optimization on Riemannian manifolds with bounded curvature
result Global convergence of the mean-field equation toward a global minimizer of the objective function.

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization variables appear only locally at a single node in the network. We term the resulting a…

2018-11-07abs ↗pdf ↗

New voting strategies show committee-based consensus can scale efficiently.

problem Ensuring honest committees in committee-based consensus protocols.
method Empirical analysis of simpler voting strategies and their convergence to optimality.
result Simpler voting strategies converge to optimality exponentially quickly, ensuring robustness and efficiency.

New algorithms optimize decentralized convex optimization with near optimal communication and computation.

problem Decentralized convex optimization in large-scale machine learning and sensor networks.
method Novel algorithms combining Nesterov's acceleration, multi-consensus, and gradient-tracking.
result Achieves optimal computation and near optimal communication complexity, matching lower bounds.

The present paper considers distributed consensus algorithms that involve N agents evolving on a connected compact homogeneous manifold. The agents track no external reference and communicate their relative state according to a communication graph. The consensus problem is formulated in terms of the extrema of a cost f…

2008-11-26abs ↗pdf ↗

The paper connects PSO and CBO methods using stochastic modeling and mean-field limits.

problem Global optimization problems with particle swarm optimization and consensus based optimization.
method Stochastic differential equations and mean-field approximation to derive macroscopic hydrodynamic equations.
result Derives mean-field approximation for PSO and links it to CBO methods.

Decentralized optimization on dynamic manifolds with improved regret bound.

problem Optimizing on nonstationary Riemannian manifolds in decentralized systems.
method Decentralized projected Riemannian gradient descent with weighted Frechet mean consensus.
result Achieved dynamic regret bound of O(T(1+PT)/(1σ2(W))){\cal O}(\sqrt{T(1+P_T)}/\sqrt{(1-σ_2(W))}).

New algorithm improves decentralized learning in the presence of Byzantine faults.

problem Byzantine faults in decentralized learning on arbitrary graphs.
method Proposes ClippedGossip for Byzantine-robust consensus and optimization.
result First to provably converge to a specified neighborhood of the stationary point for non-convex objectives.

FedCBO solves clustered federated learning by optimizing groups of users without knowing their structure.

problem Training models for multiple users with privacy and communication constraints, especially in clustered settings.
method FedCBO uses a particle system approach inspired by consensus-based optimization to train models for each user group.
result FedCBO outperforms other methods in training models for clustered federated learning.

Data privacy is an important concern in learning, when datasets contain sensitive information about individuals. This paper considers consensus-based distributed optimization under data privacy constraints. Consensus-based optimization consists of a set of computational nodes arranged in a graph, each having a local ob…

2019-03-19abs ↗pdf ↗

A new framework for clustering high-dimensional data using vertical shards.

problem Clustering high-dimensional data with the curse of dimensionality.
method Vertical Consensus Inference (VCI) that splits data into vertical shards for posterior inference.
result VCI can approximate inference on random partitions for high-dimensional data.

WISCA generates consensus explanations from conflicting model-agnostic interpretability methods.

problem Conflicting explanations from diverse interpretability algorithms.
method WISCA integrates class probability and normalized attributions to generate consistent explanations.
result WISCA consistently aligns with the most reliable individual method, improving explanation reliability.

Bayesian consensus improves accuracy of forecasts from miscalibrated sources.

problem Aggregating predictions from miscalibrated and noisy sources.
method Bayesian approach to adjust for bias and noise, using hierarchical models.
result Bayesian consensus estimator is unbiased and more efficient than alternatives.

ARCO-BO optimizes multi-agent design under heterogeneity, improving efficiency and performance.

problem Heterogeneous multi-agent optimization challenges in resource use and information sharing.
method ARCO-BO integrates a consensus mechanism, budget-aware sampling, and partial input sharing for heterogeneous design spaces.
result ARCO-BO outperforms independent and collaborative BO methods in complex multi-agent settings.

A novel decentralized deep learning algorithm using gradient-based optimization.

problem Decentralized deep learning in networked systems without a central server.
method Heavy-ball acceleration method and consensus protocol for model and gradient-momentum sharing.
result The proposed algorithm outperforms competing methods in various communication topologies.

A new clustering framework optimizes customer search data for personalized travel recommendations.

problem Personalized travel recommendations based on customer search data.
method Multi-objective optimization-based clustering ensemble framework.
result Optimizes diversity in clustering ensemble search space and automatically determines the number of clusters.

Decentralized ranking consensus via gossip for robust and scalable systems.

problem Achieving reliable and resilient consensus on collective rankings in a decentralized setting.
method Random gossip communication for decentralized computation of global rankings.
result Robust and scalable consensus on collective rankings achieved through decentralized, local interactions.

When solving consensus optimization problems over a graph, there is often an explicit characterization of the convergence rate of Gradient Descent (GD) using the spectrum of the graph Laplacian. The same type of problems under the Alternating Direction Method of Multipliers (ADMM) are, however, poorly understood. For i…

2017-10-02abs ↗pdf ↗

New method for summarizing ranking distributions using consensus ranking distributions.

problem Summarizing ranking distributions efficiently and accurately.
method Introducing consensus ranking distributions and a top-down tree-structured statistical algorithm.
result Optimal distortion can be expressed as a function of pairwise probabilities, enabling efficient learning methods.

New research shows sparse topologies can lead to faster convergence in distributed optimization.

problem The impact of worker communication topology on convergence speed in distributed optimization.
method Consensus-based distributed optimization methods with local averaging and correction based on local data.
result Sparse topologies can lead to faster convergence in distributed optimization without communication delays.

Paper analyzes convergence of decentralized algorithms with noise and bias.

problem Finite time convergence analysis of decentralized stochastic approximation schemes.
method Separated iterates into consensual parts and consensus error; bounded consensus error in terms of stationarity.
result Decentralized SA scheme converges at O(logT/T){\cal O}(\log T/ \sqrt{T} ) rate.

CB-APM uses analyst consensus as a bottleneck to interpret stock returns.

problem Tackles the challenge of understanding and predicting stock returns using professional beliefs.
method Embeds analyst consensus as a structural bottleneck, treating it as a sufficient statistic for market information.
result CB-APM portfolios exhibit strong monotonic return gradients and robust across different economic conditions.

CBO interprets as SGD, leading to global convergence for nonconvex functions.

problem Understanding and improving gradient-based learning algorithms.
method Interpreting CBO as a stochastic relaxation of SGD.
result CBO provably converges globally to minimizers for nonsmooth nonconvex functions.

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large datasets typical of modern machine learning. The recently proposed consensus Monte Car…

2015-06-09abs ↗pdf ↗

LEAD algorithm speeds up decentralized optimization with compression.

problem Slow convergence and stability issues in decentralized optimization with compression.
method Proposes the first linearly convergent decentralized algorithm with compression.
result First consensus error bound for coupled dynamics of primal and dual updates.

New approach for distributed online optimization of non-convex losses with sublinear regret.

problem Regret evaluation and consensus in distributed, multi-agent systems with non-convex losses.
method Composite regret metric and consensus-based online normalized gradient (CONGD) approach for pseudo-convex losses; offline optimization oracle for general non-convex losses.
result First sublinear regret bound for general distributed online non-convex learning.

New convergence guarantees for SGDA and SCO under expected co-coercivity.

problem Solving smooth games with stochastic gradient descent-ascent and consensus optimization.
method Introducing expected co-coercivity and proving convergence guarantees for SGDA and SCO.
result Linear convergence of SGDA and SCO to a neighborhood of the solution with constant step-size, and convergence to the exact solution with stepsize-switching rules.

We use a cluster ensemble to determine the number of clusters, k, in a group of data. A consensus similarity matrix is formed from the ensemble using multiple algorithms and several values for k. A random walk is induced on the graph defined by the consensus matrix and the eigenvalues of the associated transition proba…

2014-08-05abs ↗pdf ↗

Consensus clustering fuses diverse basic partitions (i.e., clustering results obtained from conventional clustering methods) into an integrated one, which has attracted increasing attention in both academic and industrial areas due to its robust and effective performance. Tremendous research efforts have been made to t…

2019-05-31abs ↗pdf ↗

We present here an introduction to Brainstorming approach, that was recently proposed as a consensus meta-learning technique, and used in several practical applications in bioinformatics and chemoinformatics. The consensus learning denotes heterogeneous theoretical classification method, where one trains an ensemble of…

2009-10-06abs ↗pdf ↗

A novel framework for consensus clustering is presented which has the ability to determine both the number of clusters and a final solution using multiple algorithms. A consensus similarity matrix is formed from an ensemble using multiple algorithms and several values for k. A variety of dimension reduction techniques …

2014-08-05abs ↗pdf ↗

New method accelerates smooth games using spectral shape analysis.

problem Accelerating optimization in smooth games with complex numerical challenges.
method Matrix iteration theory and spectral shape analysis to characterize and manipulate acceleration.
result Identified a continuum of optimization strategies from convex minimization to gradient descent.

New methods solve min-max problems on manifolds using Riemannian Hamiltonians.

problem Min-max optimization on Riemannian manifolds.
method Riemannian Hamiltonian methods (RHM) to minimize the Hamiltonian function.
result RHM leads to correct search directions and global optimality in min-max problems.

This paper proposes a multi-view learning framework for dimension reduction.

problem Challenges in learning low-dimensional spaces from multiple heterogeneous features.
method Similarity-consensus regularized multi-view learning framework.
result The proposed method achieves comparable performance to previous multi-view learning approaches.

This paper optimizes cryptocurrency portfolios by clustering price correlations and improving risk-return profiles.

problem Volatility and regulatory uncertainty in cryptocurrency markets make portfolio construction challenging.
method The paper combines network analysis, price forecasting, and portfolio theory to identify stable groups of correlated cryptocurrencies.
result Predictive consensus-clustering portfolios maintain positive and stable performance up to a 14-day horizon, with favourable gain-loss asymmetry and tighter tail-risk control.