论文标题
推送 - 用设备采样
Push--Pull with Device Sampling
论文作者
论文摘要
我们考虑分散的优化问题,其中许多代理通过在基础通信图上交换来最大程度地减少其本地功能的平均值。具体而言,我们将自己放置在一个异步模型中,其中只有一个随机部分在每次迭代时执行计算,而信息交换可以在所有节点之间进行,并且以不对称的方式进行。在这种情况下,我们提出了一种将梯度跟踪与网络级别差异降低相结合的算法(与每个节点内的差异降低相反)。这使每个节点能够跟踪目标函数梯度的平均值。我们的理论分析表明,在预期混合矩阵的轻度连通性条件下,当局部目标函数强烈凸上时,算法会汇聚。特别是,我们的结果不需要混合矩阵是双重随机的。在实验中,我们研究了一种广播机制,该机制将信息从计算节点传输到邻居,并在合成和现实世界数据集上确认我们方法的线性收敛性。
We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an asynchronous model where only a random portion of nodes perform computation at each iteration, while the information exchange can be conducted between all the nodes and in an asymmetric fashion. For this setting, we propose an algorithm that combines gradient tracking with a network-level variance reduction (in contrast to variance reduction within each node). This enables each node to track the average of the gradients of the objective functions. Our theoretical analysis shows that the algorithm converges linearly, when the local objective functions are strongly convex, under mild connectivity conditions on the expected mixing matrices. In particular, our result does not require the mixing matrices to be doubly stochastic. In the experiments, we investigate a broadcast mechanism that transmits information from computing nodes to their neighbors, and confirm the linear convergence of our method on both synthetic and real-world datasets.