Projection-free Distributed Online Convex Optimization with O(√T) Communication Complexity

Jul 12, 2020

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To deal with complicated constraints via locally light computation in distributed online learning, recent study has presented a projection-free algorithm called distributed online conditional gradient (D-OCG), and achieved an O(T^3/4) regret bound, where T is the number of prediction rounds. However, in each round, the local learners of D-OCG need to communicate with their neighbors to share the local gradients, which results in a high communication complexity of O(T). In this paper, we first propose an improved variant of D-OCG, namely D-BOCG, which enjoys an O(T^3/4) regret bound with only O(√(T)) communication complexity. The key idea is to divide the total prediction rounds into √(T) equally-sized blocks, and only update the local learners in the beginning of each block by performing iterative linear optimization steps. Furthermore, to handle the more challenging bandit setting, in which only the loss value is available, we incorporate the classical one-point gradient estimator into D-BOCG, and obtain similar theoretical guarantees.

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The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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