Efficient Decentralized Optimization for Machine Learning with Reduced Data Access

Khái niệm cốt lõi

The authors propose a new projection-free decentralized optimization method, the Inexact Primal-Dual Sliding (I-PDS) algorithm, that achieves communication efficiency and reduces the number of data oracle calls compared to prior work.

Tóm tắt

The authors address the problem of decentralized optimization, where workers in a network collaborate to minimize a sum of local objective functions while preserving the privacy of local data. They propose the I-PDS algorithm, which leverages the conditional gradient sliding method to solve the linear optimization subproblems more efficiently than prior projection-based methods.

Key highlights:

• The I-PDS algorithm achieves gradient sampling complexity that is independent of the graph topology, unlike prior consensus-based methods.
• The algorithm can handle stochastic gradients, making it more robust to noise and suitable for machine learning applications.
• The authors provide theoretical analysis showing that I-PDS achieves optimal gradient complexity and linear oracle complexity for both convex and strongly convex settings.
• Numerical experiments on logistic regression demonstrate the advantages of I-PDS in terms of reduced data oracle access compared to prior methods.

The authors also discuss the effects of different graph topologies on the performance of I-PDS and the prior consensus-based method, showing that I-PDS is more robust to the graph structure.

Thống kê

The number of gradient samples required after 100 outer iterations for the Stochastic I-PDS method is 21200, which is significantly smaller than the 2 × 10^7 required for the DeFW and Deterministic I-PDS methods.

Trích dẫn

"Our proposed method leverages an inexact primal-dual sliding framework (I-PDS), which is inspired by [46] for convex decentralized optimization. Different from [46], which assumes each constrained subproblem can be solved exactly, our I-PDS framework only requires the constrained subproblem to be solved approximately, which can be done by applying the conditional gradient sliding method in [8]."
"Compared to the prior work [1], our method leads to a significant reduction in terms of data oracle calls."

Thông tin chi tiết chính được chắt lọc từ

Stochastic Constrained Decentralized Optimization for Machine Learning with Fewer Data Oracles

by Hoang Huy Ng... lúc arxiv.org 04-04-2024

https://arxiv.org/pdf/2404.02511.pdf

Yêu cầu sâu hơn

How can the linear oracle complexity of the I-PDS algorithm be further improved while maintaining the optimal gradient complexity

To improve the linear oracle complexity of the I-PDS algorithm while maintaining the optimal gradient complexity, one approach could be to explore more efficient ways of solving the linear optimization subproblems within the algorithm. This could involve developing specialized techniques or algorithms that can handle the linear constraints in a more computationally efficient manner. Additionally, incorporating advanced optimization strategies or leveraging problem-specific structures could help reduce the complexity of the linear oracle calls. By optimizing the process of solving the constrained subproblems, it may be possible to further enhance the overall efficiency of the algorithm while maintaining the desired gradient complexity.

What other applications beyond logistic regression can benefit from the communication-efficient and data-efficient properties of the I-PDS algorithm

The communication-efficient and data-efficient properties of the I-PDS algorithm can benefit a wide range of applications beyond logistic regression in decentralized optimization settings. Some potential applications include:

Federated Learning: In scenarios where data is distributed across multiple devices or locations, such as in healthcare or IoT devices, the I-PDS algorithm can enable efficient model training while preserving data privacy.
Smart Grid Optimization: Decentralized optimization is crucial in managing energy resources in smart grids. The I-PDS algorithm can help optimize energy distribution and resource allocation while minimizing communication costs.
Supply Chain Management: Optimizing supply chain operations involves coordinating multiple entities. The I-PDS algorithm can facilitate decentralized decision-making and resource allocation in supply chain networks.
Traffic Management: Decentralized optimization is essential for traffic flow control and congestion management. The I-PDS algorithm can improve traffic routing and signal optimization in urban environments.

How can the I-PDS framework be extended to handle non-convex or non-smooth objective functions in decentralized optimization settings

To extend the I-PDS framework to handle non-convex or non-smooth objective functions in decentralized optimization settings, several modifications and adaptations can be considered:

Non-Convex Optimization Techniques: Incorporate optimization techniques suitable for non-convex functions, such as stochastic gradient descent with restarts or metaheuristic algorithms like genetic algorithms or simulated annealing.
Regularization Methods: Introduce regularization terms to handle non-smoothness and prevent overfitting in the optimization process.
Alternative Oracle Approaches: Explore different oracle schemes, such as subgradient or proximal oracles, to handle non-convexity and non-smoothness in the objective functions.
Adaptive Step Sizes: Implement adaptive step size strategies to navigate non-convex landscapes efficiently and avoid getting stuck in local minima.
By incorporating these strategies and techniques, the I-PDS framework can be adapted to effectively handle non-convex and non-smooth optimization problems in decentralized settings.