提出抗重尾通信噪声的分布式优化方法,保障网络节点在恶劣环境下仍能稳定协作求解。
Distributed gradient methods under heavy-tailed communication noise
- 设计混合时变步长与非线性约束的共识机制,抑制重尾噪声影响
- 在局部凸函数最小值相距较远时,仍能收敛至全局解附近,均方误差可调
- 适用于无线传感网、物联网等高噪声场景,现有方法在此失效
研究网络节点协同最小化本地凸目标之和的标准分布式优化问题。首次针对节点间通信受重尾噪声影响的情形,设计并分析分布式梯度类算法。重尾噪声在密集部署的无线传感器与物联网网络中极为常见。所提方法采用精细平衡的多时间尺度时变共识与梯度步长,结合共识更新中的有界非线性算子以限制噪声影响。假设各节点本地代价函数为异质强凸函数,且最小值点任意远离,证明该方法在均方误差(MSE)意义下收敛至全局解邻域,并给出收敛速率。进一步表明,通过调节共识步长,渐近MSE可任意小,可能以牺牲瞬态误差衰减速率为代价。数值实验验证了理论结果,展示了该方法对重尾(甚至无穷方差)通信噪声的鲁棒性;同时表明,为有限方差噪声设计的现有方法在无穷方差环境下失效。
原文摘要 · Abstract (English)
We consider a standard distributed optimization problem in which networked nodes collaboratively minimize the sum of their locally known convex costs. For this setting, we address for the first time the fundamental problem of design and analysis of distributed methods to solve the above problem when inter-node communication is subject to \emph{heavy-tailed} noise. Heavy-tailed noise is highly relevant and frequently arises in densely deployed wireless sensor and Internet of Things (IoT) networks. Specifically, we design a distributed gradient-type method that features a carefully balanced mixed time-scale time-varying consensus and gradient contribution step sizes and a bounded nonlinear operator on the consensus update to limit the effect of heavy-tailed noise. Assuming heterogeneous strongly convex local costs with mutually different minimizers that are arbitrarily far apart, we show that the proposed method converges to a neighborhood of the network-wide problem solution in the mean squared error (MSE) sense, and we also characterize the corresponding convergence rate. We further show that the asymptotic MSE can be made arbitrarily small through consensus step-size tuning, possibly at the cost of slowing down the transient error decay. Numerical experiments corroborate our findings and demonstrate the resilience of the proposed method to heavy-tailed (and infinite variance) communication noise. They also show that existing distributed methods, designed for finite-communication-noise-variance settings, fail in the presence of infinite variance noise.
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