arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2101.09583eess.SYcs.SY
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时变有向图上通信有效的方差缩减分散随机优化

Communication-Efficient Variance-Reduced Decentralized Stochastic Optimization over Time-Varying Directed Graphs

Yiyue Chen, Abolfazl Hashemi, Haris Vikalo

摘要:

考虑时变有向网络的分散优化问题。网络节点只能访问其本地目标,并通过与邻居交换消息来协作最小化全局函数。利用稀疏化,梯度跟踪和方差减少,我们提出了一种新的通信有效的分散优化方案,适用于资源受限的时变有向网络。我们证明了在光滑和强凸的目标函数的情况下,该计划实现了加速的线性收敛速度。据我们所知,这是时变有向网络的第一个分散优化框架,它实现了这样的收敛速度,并适用于需要稀疏通信的设置。在模拟数据集和真实数据集上的实验结果验证了理论结果,并证明了该方案的有效性。

英文摘要:

We consider the problem of decentralized optimization over time-varying directed networks. The network nodes can access only their local objectives, and aim to collaboratively minimize a global function by exchanging messages with their neighbors. Leveraging sparsification, gradient tracking and variance-reduction, we propose a novel communication-efficient decentralized optimization scheme that is suitable for resource-constrained time-varying directed networks. We prove that in the case of smooth and strongly-convex objective functions, the proposed scheme achieves an accelerated linear convergence rate. To our knowledge, this is the first decentralized optimization framework for time-varying directed networks that achieves such a convergence rate and applies to settings requiring sparsified communication. Experimental results on both synthetic and real datasets verify the theoretical results and demonstrate efficacy of the proposed scheme.

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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