Content area

Abstract

Distributed stochastic optimization, arising in the crossing and integration of traditional stochastic optimization, distributed computing and storage, and network science, has advantages of high efficiency and a low per-iteration computational complexity in resolving large-scale optimization problems. This paper concentrates on resolving a large-scale convex finite-sum optimization problem in a multi-agent system over unbalanced directed networks. To tackle this problem in an efficient way, a distributed consensus optimization algorithm, adopting the push-sum technique and a distributed loopless stochastic variance-reduced gradient (LSVRG) method with uncoordinated triggered probabilities, is developed and named Push-LSVRG-UP. Each agent under this algorithmic framework performs only local computation and communicates only with its neighbors without leaking their private information. The convergence analysis of Push-LSVRG-UP is relied on analyzing the contraction relationships between four error terms associated with the multi-agent system. Theoretical results provide an explicit feasible range of the constant step-size, a linear convergence rate, and an iteration complexity of Push-LSVRG-UP when achieving the globally optimal solution. It is shown that Push-LSVRG-UP achieves the superior characteristics of accelerated linear convergence, fewer storage costs, and a lower per-iteration computational complexity than most existing works. Meanwhile, the introduction of an uncoordinated probabilistic triggered mechanism allows Push-LSVRG-UP to facilitate the independence and flexibility of agents in computing local batch gradients. In simulations, the practicability and improved performance of Push-LSVRG-UP are manifested via resolving two distributed learning problems based on real-world datasets.

Details

1009240
Title
(Corrected Version) Push-LSVRG-UP: Distributed Stochastic Optimization over Unbalanced Directed Networks with Uncoordinated Triggered Probabilities
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Dec 18, 2024
Section
Computer Science; Electrical Engineering and Systems Science; Mathematics
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-12-19
Milestone dates
2023-05-16 (Submission v1); 2023-10-31 (Submission v2); 2024-02-20 (Submission v3); 2024-03-03 (Submission v4); 2024-12-18 (Submission v5)
Publication history
 
 
   First posting date
19 Dec 2024
ProQuest document ID
2814623829
Document URL
https://www.proquest.com/working-papers/corrected-version-push-lsvrg-up-distributed/docview/2814623829/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-12-20
Database
ProQuest One Academic