arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2103.02860stat.MLcs.LGstat.ME
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Byzantine-稳健分布推断的方差缩减均值估计

Variance Reduced Median-of-Means Estimator for Byzantine-Robust Distributed Inference

Shanghai Jiao Tong University(上海交通大学);New York University(纽约大学)

Jiyuan Tu, Weidong Liu, Xiaojun Mao, Xi Chen

摘要:

本文提出了一种高效的分布式推理算法,该算法对拜占庭节点的中等比例是鲁棒的,即分布式学习系统中的任意和可能的对抗机器。在稳健统计中,均值中值(median-of-means,简写为MEN)由于其易于实现和计算效率而成为对冲拜占庭故障的流行方法。然而,该估计量在统计效率方面存在不足。本文的第一个主要贡献是提出了一个方差缩减均值估计(VRSTO),它提高了统计效率比香草估计,是计算效率的计算。基于所提出的VRNTR估计,我们开发了一个通用的分布式推理算法,对拜占庭故障是强大的。从理论上讲,我们的分布式算法实现了一个快速的收敛速度,只有一个恒定的通信轮数。我们还提供了渐近正态性的结果,统计推断的目的。据我们所知,这是拜占庭鲁棒分布学习设置中的第一个正态结果。仿真结果也说明了我们的方法的有效性。

英文摘要:

This paper develops an efficient distributed inference algorithm, which is robust against a moderate fraction of Byzantine nodes, namely arbitrary and possibly adversarial machines in a distributed learning system. In robust statistics, the median-of-means (MOM) has been a popular approach to hedge against Byzantine failures due to its ease of implementation and computational efficiency. However, the MOM estimator has the shortcoming in terms of statistical efficiency. The first main contribution of the paper is to propose a variance reduced median-of-means (VRMOM) estimator, which improves the statistical efficiency over the vanilla MOM estimator and is computationally as efficient as the MOM. Based on the proposed VRMOM estimator, we develop a general distributed inference algorithm that is robust against Byzantine failures. Theoretically, our distributed algorithm achieves a fast convergence rate with only a constant number of rounds of communications. We also provide the asymptotic normality result for the purpose of statistical inference. To the best of our knowledge, this is the first normality result in the setting of Byzantine-robust distributed learning. The simulation results are also presented to illustrate the effectiveness of our method.

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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