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Valcarcel Macua, Sergio and Zazo Bello, Santiago and Zazo Muncharaz, Javier (2015). Distributed black-box optimization of nonconvex functions. In: "IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)", 19/04/2015 - 24/04/2015, Brisbane, QLD, Australia. pp. 3591-3595. https://doi.org/10.1109/ICASSP.2015.7178640.
Title: | Distributed black-box optimization of nonconvex functions |
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Author/s: |
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Item Type: | Presentation at Congress or Conference (Article) |
Event Title: | IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) |
Event Dates: | 19/04/2015 - 24/04/2015 |
Event Location: | Brisbane, QLD, Australia |
Title of Book: | IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) |
Date: | April 2015 |
Subjects: | |
Freetext Keywords: | Adaptive networks, cross-entropy, diffusion strategies, global optimization, stochastic approximation |
Faculty: | E.T.S.I. Telecomunicación (UPM) |
Department: | Señales, Sistemas y Radiocomunicaciones |
Creative Commons Licenses: | Recognition - No derivative works - Non commercial |
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We combine model-based methods and distributed stochastic approximation to propose a fully distributed algorithm for nonconvex optimization, with good empirical performance and convergence guarantees. Neither the expression of the objective nor its gradient are known. Instead, the objective is like a “black-box”, in which the agents input candidate solutions and evaluate the output. Without central coordination, the distributed algorithm naturally balances the computational load among the agents. This is especially relevant when many samples are needed (e.g., for high-dimensional objectives) or when evaluating each sample is costly. Numerical experiments over a difficult benchmark show that the networked agents match the performance of a centralized architecture, being able to approach the global optimum, while none of the individual noncooperative agents could by itself.
Type | Code | Acronym | Leader | Title |
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Government of Spain | TEC2013-46011-C3-1-R | UnderWorld | Unspecified | Unspecified |
Government of Spain | CSD2008-00010 COMONSENS | CONSOLIDER-INGENIO 2010 | Unspecified | Unspecified |
Item ID: | 46916 |
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DC Identifier: | http://oa.upm.es/46916/ |
OAI Identifier: | oai:oa.upm.es:46916 |
DOI: | 10.1109/ICASSP.2015.7178640 |
Official URL: | http://ieeexplore.ieee.org/document/7178640/ |
Deposited by: | Memoria Investigacion |
Deposited on: | 21 Jun 2017 15:39 |
Last Modified: | 21 Jun 2017 15:39 |