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Communication-Efficient Distributed Statistical Inference
DOI:10.1080/01621459.2018.1429274.png)
摘要
En 中文
We present a communication-efficient surrogate likelihood (CSL) framework for solving distributed statistical inference problems. CSL provides a communication-efficient surrogate to the global likelihood that can be used for low-dimensional estimation, high-dimensional regularized estimation, and Bayesian inference. For low-dimensional estimation, CSL provably improves upon naive averaging schemes and facilitates the construction of confidence intervals. For high-dimensional regularized estimation, CSL leads to a minimax-optimal estimator with controlled communication cost. For Bayesian inference, CSL can be used to form a communication-efficient quasi-posterior distribution that converges to the true posterior. This quasi-posterior procedure significantly improves the computational efficiency of Markov chain Monte Carlo (MCMC) algorithms even in a nondistributed setting. We present both theoretical analysis and experiments to explore the properties of the CSL approximation. Supplementary materials for this article are available online.
Keyword:
Communication efficiency
Distributed inference
Likelihood approximation
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Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling用于分布式优化的双重平均: 收敛性分析和网络扩展
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