arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.00360stat.MLcs.LGmath.STstat.TH
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具有随机特征和分布式梯度下降的分散学习

Decentralised Learning with Random Features and Distributed Gradient Descent

University of Oxford(牛津大学);Universitá degli Studi di Genova(热那亚大学);Istituto Italiano di Tecnologia(意大利技术研究院);Massachusetts Institute of Technology(麻省理工学院)

Dominic Richards, Patrick Rebeschini, Lorenzo Rosasco

摘要:

我们调查的泛化性能的分布式梯度下降与隐式正则化和随机特征的同质设置,其中代理网络的数据独立于相同的未知分布采样。除了减少内存占用外,随机特征在这种设置中特别方便,因为它们提供了跨代理的通用参数化,可以克服以前在实现分散式内核回归时遇到的困难。在标准的源和容量假设下,我们建立了每个代理的预测性能作为步长,迭代次数,通信矩阵的逆谱间隙和随机特征数的函数的高概率界。通过调整这些参数,我们得到的统计率是最小最大最优的样本在网络中的总数。该算法提供了一个线性的改进,在单机梯度下降的内存成本,当代理持有足够的数据,相对于网络的大小和反频谱间隙,线性加速计算运行时的任何网络拓扑结构。我们提出的模拟显示了随机特征,迭代和样本的数量如何影响预测性能。

英文摘要:

We investigate the generalisation performance of Distributed Gradient Descent with Implicit Regularisation and Random Features in the homogenous setting where a network of agents are given data sampled independently from the same unknown distribution. Along with reducing the memory footprint, Random Features are particularly convenient in this setting as they provide a common parameterisation across agents that allows to overcome previous difficulties in implementing Decentralised Kernel Regression. Under standard source and capacity assumptions, we establish high probability bounds on the predictive performance for each agent as a function of the step size, number of iterations, inverse spectral gap of the communication matrix and number of Random Features. By tuning these parameters, we obtain statistical rates that are minimax optimal with respect to the total number of samples in the network. The algorithm provides a linear improvement over single machine Gradient Descent in memory cost and, when agents hold enough data with respect to the network size and inverse spectral gap, a linear speed-up in computational runtime for any network topology. We present simulations that show how the number of Random Features, iterations and samples impact predictive performance.

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