提出新算法降低分布式优化通信开销,理论更优且可证明最优。
Distributed Online Convex Optimization with Efficient Communication: Improved Algorithm and Lower bounds
- 设计双层分块更新框架,结合在线消息传递与误差补偿机制。
- 在凸和强凸场景下,达到 $\tilde{O}(ω^{-1/2}ρ^{-1}n\sqrt{T})$ 和 $\tilde{O}(ω^{-1}ρ^{-2}n\ln{T})$ 的新上界。
- 首次建立该问题下界,证明方法对压缩率 $ω$ 和时间 $T$ 均最优,适合通信受限系统研究者。
我们研究带压缩通信的分布式在线凸优化问题,其中 $n$ 个通过网络连接的学习者仅依靠本地信息和邻居的压缩数据,协同最小化一系列全局损失函数。已有工作在凸和强凸函数下分别给出 $O(\max\{ω^{-2}ρ^{-4}n^{1/2},ω^{-4}ρ^{-8}\}n\sqrt{T})$ 与 $O(\max\{ω^{-2}ρ^{-4}n^{1/2},ω^{-4}ρ^{-8}\}n\ln{T})$ 的后悔上界,其中 $ω∈(0,1]$ 为压缩质量因子($ω=1$ 表示无压缩),$ρ<1$ 为通信矩阵的谱隙。然而这些上界对 $ω^{-1}$ 存在平方甚至四次方依赖,且对 $n$ 有超线性依赖。为此,我们提出一种新算法,在凸和强凸情形下分别实现 $\tilde{O}(ω^{-1/2}ρ^{-1}n\sqrt{T})$ 与 $\tilde{O}(ω^{-1}ρ^{-2}n\ln{T})$ 的改进后悔上界。核心思想是构建包含在线消息传递与误差补偿机制的双层分块更新框架,提升学习者间一致性。此外,我们首次建立该问题的下界,验证了结果在 $ω$ 与 $T$ 维度上的最优性。还考虑了仅带反馈的带宽场景,引入经典梯度估计器扩展方法,进一步改进现有后悔界。
原文摘要 · Abstract (English)
We investigate distributed online convex optimization with compressed communication, where $n$ learners connected by a network collaboratively minimize a sequence of global loss functions using only local information and compressed data from neighbors. Prior work has established regret bounds of $O(\max\{ω^{-2}ρ^{-4}n^{1/2},ω^{-4}ρ^{-8}\}n\sqrt{T})$ and $O(\max\{ω^{-2}ρ^{-4}n^{1/2},ω^{-4}ρ^{-8}\}n\ln{T})$ for convex and strongly convex functions, respectively, where $ω\in(0,1]$ is the compression quality factor ($ω=1$ means no compression) and $ρ<1$ is the spectral gap of the communication matrix. However, these regret bounds suffer from a quadratic or even quartic dependence on $ω^{-1}$. Moreover, the super-linear dependence on $n$ is also undesirable. To overcome these limitations, we propose a novel algorithm that achieves improved regret bounds of $\tilde{O}(ω^{-1/2}ρ^{-1}n\sqrt{T})$ and $\tilde{O}(ω^{-1}ρ^{-2}n\ln{T})$ for convex and strongly convex functions, respectively. The primary idea is to design a two-level blocking update framework incorporating two novel ingredients: an online gossip strategy and an error compensation scheme, which collaborate to achieve a better consensus among learners. Furthermore, we establish the first lower bounds for this problem, justifying the optimality of our results with respect to both $ω$ and $T$. Additionally, we consider the bandit feedback scenario, and extend our method with the classic gradient estimators to enhance existing regret bounds.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。