Authors
Kevin Scaman, Francis Bach, Sébastien Bubeck, Yin Tat Lee, Laurent Massoulié
Publication date
2017/7/17
Conference
international conference on machine learning
Pages
3027-3036
Publisher
PMLR
Description
In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (ie master/slave) algorithms, we show that distributing Nesterov’s accelerated gradient descent is optimal and achieves a precision in time , where is the condition number of the (global) function to optimize, is the diameter of the network, and (resp. ) is the time needed to communicate values between two neighbors (resp. perform local computations). For decentralized algorithms based on gossip, we provide the first optimal algorithm, called the multi-step dual accelerated (MSDA) method, that achieves a precision in time , where is the condition number of the local functions and is the (normalized) eigengap of the gossip matrix used for communication between nodes. We then verify the efficiency of MSDA against state-of-the-art methods for two problems: least-squares regression and classification by logistic regression.
Total citations
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Scholar articles
K Scaman, F Bach, S Bubeck, YT Lee, L Massoulié - international conference on machine learning, 2017