5 papers · 1 filter
Asynchronous and Stochastic Distributed Resource Allocation
Qiang Li, Michal Yemini, Hoi-To Wai
This work proposes and studies the distributed resource allocation problem in asynchronous and stochastic settings. We consider a distributed system with multiple workers and a coo…
Clipped SGD Algorithms for Performative Prediction: Tight Bounds for Clipping Bias and Remedies
Qiang Li, Michal Yemini, Hoi-To Wai
This paper studies the convergence of clipped stochastic gradient descent (SGD) algorithms with decision-dependent data distribution. Our setting is motivated by privacy preserving…
Stochastic Optimization Schemes for Performative Prediction with Nonconvex Loss
Qiang Li, Hoi-To Wai
This paper studies a risk minimization problem with decision dependent data distribution. The problem pertains to the performative prediction setting in which a trained model can a…
Tighter Analysis for Decentralized Stochastic Gradient Method: Impact of Data Homogeneity
Qiang Li, Hoi-To Wai
This paper studies the effect of data homogeneity on multi-agent stochastic optimization. We consider the decentralized stochastic gradient (DSGD) algorithm and perform a refined c…
Two-timescale Derivative Free Optimization for Performative Prediction with Markovian Data
Haitong Liu, Qiang Li, Hoi-To Wai
This paper studies the performative prediction problem where a learner aims to minimize the expected loss with a decision-dependent data distribution. Such setting is motivated whe…