论文标题
沟通有效的曲率有助于分散优化的原始二算法
Communication Efficient Curvature Aided Primal-dual Algorithms for Decentralized Optimization
论文作者
论文摘要
本文介绍了一种分散式凸复合问题的算法系列。我们考虑建立一个由局部功能和正规器组成的全局目标函数合作最小化的代理网络的设置。通过使用中间共识变量,我们在计算曲率引导更新时消除了代理之间内部通信环的需求。提出了一个一般方案,该方案统一了许多计算选择的分析,包括梯度下降,牛顿更新和BFGS更新。我们的分析在凸的目标函数下与Lipschitz连续梯度建立了司额收敛速率,以及当局部函数进一步被认为是强烈凸面时的线性收敛速率。此外,我们明确表征了由于曲率信息而引起的加速度。最后但并非最不重要的一点是,我们为提出的算法提供了异步实现,该实现消除了中央时钟的需求,并在强烈凸出目标下建立了线性收敛速率。我们通过基准数据集上的数值实验确定了所提出的方法的有效性。
This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a regularizer. Through the use of intermediate consensus variables, we remove the need for inner communication loops between agents when computing curvature-guided updates. A general scheme is presented which unifies the analysis for a plethora of computing choices, including gradient descent, Newton updates, and BFGS updates. Our analysis establishes sublinear convergence rates under convex objective functions with Lipschitz continuous gradients, as well as linear convergence rates when the local functions are further assumed to be strongly convex. Moreover, we explicitly characterize the acceleration due to curvature information. Last but not the least, we present an asynchronous implementation for the proposed algorithms, which removes the need for a central clock, with linear convergence rates established in expectation under strongly convex objectives. We ascertain the effectiveness of the proposed methods with numerical experiments on benchmark datasets.