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arXiv 1504.04049cs.ITmath.ITmath.OC
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工作结点数可变的分布式梯度法

Distributed Gradient Methods with Variable Number of Working Nodes

Dusan Jakovetic, Dragana Bajovic, Natasa Krejic, Natasa Krklec-Jerinkic

摘要:

我们考虑分布式优化的$N$节点在一个连接的网络最小化的总和,他们的本地成本受到一个共同的约束。我们提出了一种分布式投影梯度方法,其中每个节点,在每次迭代$k$,执行更新(是活跃的)概率$p_k$,并保持空闲(是不活跃的)概率$1-p_k$。每当活跃时,每个节点通过对其有效邻居的估计值进行加权平均来执行更新,相对于其本地成本采取负梯度步骤,并执行到约束集的投影;不活跃的节点不执行更新。假设节点的局部代价是强凸的,具有Lipschitz连续梯度,我们证明了,只要激活概率$p_k$渐近增长到1,我们的算法在均方意义(MSS)上收敛到与标准分布梯度方法相同的解,即,就好像所有节点在所有迭代中都是活动的一样。此外,当$p_k$线性增长到1时,通过适当设置收敛因子,该算法具有线性MSS收敛性,实际上具有与标准分布梯度法相同的因子。在合成数据集和真实数据集上的仿真表明,与标准的分布式梯度方法相比,所提出的算法显著减少了每个节点通信和每个节点梯度评估(计算成本)的总数量,而所需的精度相同。

英文摘要:

We consider distributed optimization where $N$ nodes in a connected network minimize the sum of their local costs subject to a common constraint set. We propose a distributed projected gradient method where each node, at each iteration $k$, performs an update (is active) with probability $p_k$, and stays idle (is inactive) with probability $1-p_k$. Whenever active, each node performs an update by weight-averaging its solution estimate with the estimates of its active neighbors, taking a negative gradient step with respect to its local cost, and performing a projection onto the constraint set; inactive nodes perform no updates. Assuming that nodes' local costs are strongly convex, with Lipschitz continuous gradients, we show that, as long as activation probability $p_k$ grows to one asymptotically, our algorithm converges in the mean square sense (MSS) to the same solution as the standard distributed gradient method, i.e., as if all the nodes were active at all iterations. Moreover, when $p_k$ grows to one linearly, with an appropriately set convergence factor, the algorithm has a linear MSS convergence, with practically the same factor as the standard distributed gradient method. Simulations on both synthetic and real world data sets demonstrate that, when compared with the standard distributed gradient method, the proposed algorithm significantly reduces the overall number of per-node communications and per-node gradient evaluations (computational cost) for the same required accuracy.

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