论文标题
对嘈杂,速率约束网络的分散优化:通过传达差异来达成共识
Decentralized optimization over noisy, rate-constrained networks: Achieving consensus by communicating differences
论文作者
论文摘要
在分散的优化中,网络中的多个节点协作以最大程度地减少其本地损失函数的总和。此任务所需的节点之间的信息交换通常受网络连接性的限制。我们考虑了一个设置,即(i)在任何节点传输的信号上都有有限速率约束在节点之间的通信,以及(ii)添加噪声损坏任何节点接收到的信号。我们为此方案提出了一种新型算法:带差分交换(DLMD-Diffex)的分散式懒惰镜下降,可确保在给定的通信约束下将局部估计值收敛到最佳解决方案。 DLMD-Diffex的一个显着特征是引入其他代理变量,这些变量由节点维护,以说明由于通道噪声和速率构成的估计的分歧。通过迭代交换这些分歧项,直到达成共识,可以实现与最佳解决方案的融合。为了防止在此交换过程中噪声积累,DLMD-Diffex取决于两个序列。一个控制传输信号的功率,另一个决定共识率。我们对这两个序列的设计提供了清晰的见解,该序列突出了共识率和噪声放大之间的相互作用。我们从理论的角度和数值评估中研究了DLMD-Diffex的性能。
In decentralized optimization, multiple nodes in a network collaborate to minimize the sum of their local loss functions. The information exchange between nodes required for this task, is often limited by network connectivity. We consider a setting in which communication between nodes is hindered by both (i) a finite rate-constraint on the signal transmitted by any node, and (ii) additive noise corrupting the signal received by any node. We propose a novel algorithm for this scenario: Decentralized Lazy Mirror Descent with Differential Exchanges (DLMD-DiffEx), which guarantees convergence of the local estimates to the optimal solution under the given communication constraints. A salient feature of DLMD-DiffEx is the introduction of additional proxy variables that are maintained by the nodes to account for the disagreement in their estimates due to channel noise and rate-constraints. Convergence to the optimal solution is attained by having nodes iteratively exchange these disagreement terms until consensus is achieved. In order to prevent noise accumulation during this exchange, DLMD-DiffEx relies on two sequences; one controlling the power of the transmitted signal, and the other determining the consensus rate. We provide clear insights on the design of these two sequences which highlights the interplay between consensus rate and noise amplification. We investigate the performance of DLMD-DiffEx both from a theoretical perspective as well as through numerical evaluations.