<p>Distributed optimization problems usually face inexact communication issues induced by channel noise, communication quantization or differential privacy protection. Most existing algorithms need a two-timescale setting of the stepsize of gradient descent and the parameter of noise suppression to ensure the convergence to the optimal solution. In this paper, we propose two single-timescale algorithms, VRA-DGT and VRA-DSGT, for distributed deterministic and stochastic optimization problems with inexact communication respectively. VRA-DGT integrates the Variance-Reduced Aggregation (VRA) mechanism with the distributed gradient tracking framework, which achieves the convergence rate of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\mathcal {O}\left( k^{-1}\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <msup> <mi>k</mi> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msup> </mfenced> </mrow> </math></EquationSource> </InlineEquation> in the mean square sense and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\mathcal {O}\left( \frac{\ln (k+1)}{k^b}\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <mfrac> <mrow> <mo>ln</mo> <mo stretchy="false">(</mo> <mi>k</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <msup> <mi>k</mi> <mi>b</mi> </msup> </mfrac> </mfenced> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\forall b\in (0.5,1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>∀</mo> <mi>b</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0.5</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> in the almost sure sense when the objective function is strongly convex and smooth. For stochastic optimization problems, VRA-DSGT, where a hybrid variance-reduced technique has been introduced in VRA-DGT, maintains the convergence rate of <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\mathcal {O}\left( k^{-1}\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <msup> <mi>k</mi> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msup> </mfenced> </mrow> </math></EquationSource> </InlineEquation> in the mean square sense and <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\mathcal {O}\left( \frac{\ln (k+1)}{k^b}\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <mfrac> <mrow> <mo>ln</mo> <mo stretchy="false">(</mo> <mi>k</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <msup> <mi>k</mi> <mi>b</mi> </msup> </mfrac> </mfenced> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\forall b\in (0.5,1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>∀</mo> <mi>b</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0.5</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> in the almost sure sense. Simulated experiments on a logistic regression problem with real-world data verify the effectiveness of the proposed algorithms.</p>

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Efficient gradient tracking algorithms for distributed optimization problems with inexact communication

  • Shengchao Zhao,
  • Yongchao Liu

摘要

Distributed optimization problems usually face inexact communication issues induced by channel noise, communication quantization or differential privacy protection. Most existing algorithms need a two-timescale setting of the stepsize of gradient descent and the parameter of noise suppression to ensure the convergence to the optimal solution. In this paper, we propose two single-timescale algorithms, VRA-DGT and VRA-DSGT, for distributed deterministic and stochastic optimization problems with inexact communication respectively. VRA-DGT integrates the Variance-Reduced Aggregation (VRA) mechanism with the distributed gradient tracking framework, which achieves the convergence rate of \(\mathcal {O}\left( k^{-1}\right) \) O k - 1 in the mean square sense and \(\mathcal {O}\left( \frac{\ln (k+1)}{k^b}\right) \) O ln ( k + 1 ) k b , \(\forall b\in (0.5,1)\) b ( 0.5 , 1 ) in the almost sure sense when the objective function is strongly convex and smooth. For stochastic optimization problems, VRA-DSGT, where a hybrid variance-reduced technique has been introduced in VRA-DGT, maintains the convergence rate of \(\mathcal {O}\left( k^{-1}\right) \) O k - 1 in the mean square sense and \(\mathcal {O}\left( \frac{\ln (k+1)}{k^b}\right) \) O ln ( k + 1 ) k b , \(\forall b\in (0.5,1)\) b ( 0.5 , 1 ) in the almost sure sense. Simulated experiments on a logistic regression problem with real-world data verify the effectiveness of the proposed algorithms.