arXiv:2502.00309stat.MLcs.LG2025-02被引 1

提出去中心化低秩模型推断方法,解决空间数据计算瓶颈。

Decentralized Inference for Spatial Data Using Low-Rank Models

  • 用证据下界构造新目标函数,支持去中心化优化
  • 证明目标函数在真参数附近凸性,确保收敛
  • 首次给出低秩空间模型估计量的一致性和渐近正态性

信息技术进步催生了海量空间数据,亟需可扩展的高效计算方法。集中式框架受限于单点故障和通信瓶颈。本文提出针对空间低秩模型参数推断的去中心化框架。由于观测间的空间依赖性,对数似然无法表示为求和形式,阻碍了传统去中心化优化。为此,我们提出基于证据下界的新型目标函数,使去中心化优化成为可能。方法结合块下降、多共识与动态共识平均实现参数优化。证明了目标函数在真实参数邻域内的凸性,确保算法收敛。此外,首次建立了空间低秩模型估计量的一致性和渐近正态性理论结果。大量模拟实验和真实数据验证了理论结论,展现了框架的鲁棒性与可扩展性。

原文摘要 · Abstract (English)

Advancements in information technology have enabled the creation of massive spatial datasets, driving the need for scalable and efficient computational methodologies. While offering viable solutions, centralized frameworks are limited by vulnerabilities such as single-point failures and communication bottlenecks. This paper presents a decentralized framework tailored for parameter inference in spatial low-rank models to address these challenges. A key obstacle arises from the spatial dependence among observations, which prevents the log-likelihood from being expressed as a summation-a critical requirement for decentralized optimization approaches. To overcome this challenge, we propose a novel objective function leveraging the evidence lower bound, which facilitates the use of decentralized optimization techniques. Our approach employs a block descent method integrated with multi-consensus and dynamic consensus averaging for effective parameter optimization. We prove the convexity of the new objective function in the vicinity of the true parameters, ensuring the convergence of the proposed method. Additionally, we present the first theoretical results establishing the consistency and asymptotic normality of the estimator within the context of spatial low-rank models. Extensive simulations and real-world data experiments corroborate these theoretical findings, showcasing the robustness and scalability of the framework.

空间建模去中心化低秩模型

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