On the Performance of Exact Diffusion over Adaptive Networks
Various bias-correction methods such as EXTRA, DIGing, and exact diffusion have been proposed recently to solve distributed deterministic optimization problems. These methods employ constant step-sizes and converge linearly to the exact solution under proper conditions. However, their performance under stochastic and adaptive settings remains unclear. It is still unknown whether bias-correction is beneficial in stochastic settings. By studying exact diffusion and examining its steady-state performance under stochastic scenarios, this paper provides affirmative results. It is shown that the correction step in exact diffusion can lead to better steady-state performance than traditional methods.
WOS:000560779004079
2019-01-01
978-1-7281-1398-2
New York
IEEE Conference on Decision and Control
4898
4903
REVIEWED
Event name | Event place | Event date |
Nice, FRANCE | Dec 11-13, 2019 | |