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  4. Efficient Variance-Reduced Learning Over Multi-Agent Networks
 
conference paper

Efficient Variance-Reduced Learning Over Multi-Agent Networks

Yuan, Kun  
•
Ying, Bicheng  
•
Sayed, Ali H.  
January 1, 2018
2018 26Th European Signal Processing Conference (Eusipco)
European Signal Processing Conference (EUSIPCO)

This work develops a fully decentralized variance-reduced learning algorithm for multi-agent networks where nodes store and process the data locally and are only allowed to communicate with their immediate neighbors. In the proposed algorithm, there is no need for a central or master unit while the objective is to enable the dispersed nodes to learn the exact global model despite their limited localized interactions. The resulting algorithm is shown to have low memory requirement, guaranteed linear convergence, robustness to failure of links or nodes and scalability to the network size. Moreover, the decentralized nature of the solution makes large-scale machine learning problems more tractable and also scalable since data is stored and processed locally at the nodes.

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Type
conference paper
DOI
10.23919/EUSIPCO.2018.8553100
Web of Science ID

WOS:000455614900084

Author(s)
Yuan, Kun  
Ying, Bicheng  
Sayed, Ali H.  
Date Issued

2018-01-01

Publisher

IEEE COMPUTER SOC

Publisher place

Los Alamitos

Published in
2018 26Th European Signal Processing Conference (Eusipco)
ISBN of the book

978-90-827970-1-5

Series title/Series vol.

European Signal Processing Conference

Start page

415

End page

419

Subjects

diffusion strategy

•

variance-reduction

•

stochastic gradient descent

•

memory efficiency

•

svrg

•

saga

•

avrg

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ASL  
Event nameEvent placeEvent date
European Signal Processing Conference (EUSIPCO)

Rome, ITALY

Aug 03-07, 2018

Available on Infoscience
January 26, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/154145
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