arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1709.01307cs.ITmath.ITmath.OC
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增加工作结点数的分布式二阶方法

Distributed second order methods with increasing number of working nodes

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

摘要:

最近,空闲机制已被引入到分布式\emph{first order}方法的上下文中,用于最小化通用连接网络上的节点的局部凸成本之和。利用空闲机制,每个节点$i$在每次迭代$k$处是活动的--更新其解估计并与其网络邻居交换消息--概率为$p_k$,并且它以概率$1-p_k$保持空闲,而激活在节点之间和迭代之间都是独立的。在本文中,我们证明了空转机制可以成功地纳入\emph{distributed second order methods}也。具体来说,我们应用闲置机制,最近提出的分布式拟牛顿法(DQN)。我们首先从理论上表明,当$p_k$增长到一个在一个受控的方式跨越迭代,DQN与空闲表现出非常相似的理论收敛性和收敛速度的属性作为标准的DQN方法,从而实现了相同的顺序的收敛速度(R-线性)作为标准的DQN,但显着便宜的更新。仿真实例证实了将空转机制的好处,证明了该方法的灵活性方面的选择的$p_k$的,并比较所提出的空转方法与相关算法从文献。

英文摘要:

Recently, an idling mechanism has been introduced in the context of distributed \emph{first order} methods for minimization of a sum of nodes' local convex costs over a generic, connected network. With the idling mechanism, each node $i$, at each iteration $k$, is active -- updates its solution estimate and exchanges messages with its network neighborhood -- with probability $p_k$, and it stays idle with probability $1-p_k$, while the activations are independent both across nodes and across iterations. In this paper, we demonstrate that the idling mechanism can be successfully incorporated in \emph{distributed second order methods} also. Specifically, we apply the idling mechanism to the recently proposed Distributed Quasi Newton method (DQN). We first show theoretically that, when $p_k$ grows to one across iterations in a controlled manner, DQN with idling exhibits very similar theoretical convergence and convergence rates properties as the standard DQN method, thus achieving the same order of convergence rate (R-linear) as the standard DQN, but with significantly cheaper updates. Simulation examples confirm the benefits of incorporating the idling mechanism, demonstrate the method's flexibility with respect to the choice of the $p_k$'s, and compare the proposed idling method with related algorithms from the literature.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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