Decentralized Optimization with Edge Sampling

Decentralized Optimization with Edge Sampling

Chi Zhang, Qianxiao Li, Peilin Zhao

Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence
Main track. Pages 658-664. https://doi.org/10.24963/ijcai.2019/93

In this paper, we propose a decentralized distributed algorithm with stochastic communication among nodes, building on a sampling method called "edge sampling''. Such a sampling algorithm allows us to avoid the heavy peer-to-peer communication cost when combining neighboring weights on dense networks while still maintains a comparable convergence rate. In particular, we quantitatively analyze its theoretical convergence properties, as well as the optimal sampling rate over the underlying network. When compared with previous methods, our solution is shown to be unbiased, communication-efficient and suffers from lower sampling variances. These theoretical findings are validated by both numerical experiments on the mixing rates of Markov Chains and distributed machine learning problems.
Keywords:
Agent-based and Multi-agent Systems: Multi-agent Learning
Agent-based and Multi-agent Systems: Agent Communication
Machine Learning Applications: Networks