Distributed Online Optimization over a Heterogeneous Network

Jul 12, 2020

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In distributed online optimization over a computing network with heterogeneous nodes, slow nodes can adversely affect the progress of fast nodes, leading to drastic slowdown of the overall convergence process. To address this issue, we consider a new algorithm termed Distributed Any-Batch Mirror Descent (DABMD), which is based on distributed Mirror Descent but uses a fixed per-round computing time to limit the waiting by fast nodes to receive information updates from slow nodes. DABMD is characterized by varying minibatch sizes across nodes. It is applicable to a broader range of problems compared with existing distributed online optimization methods such as those based on dual averaging, and it accommodates time-varying network topology. We study two versions of DABMD, depending on whether the computing nodes average their primal variables via single or multiple consensus iterations. We show that both versions provide strong theoretical performance guarantee, by deriving upperbounds on their expected dynamic regret, which capture the variability in minibatch sizes. Our experimental results show substantial reduction in cost and acceleration in convergence compared with the known best alternative.

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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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