arrow
Return

Decentralized Asynchronous Nonconvex Stochastic Optimization on Directed Graphs

delete2023-12-01
delete3
delete
OA
AI
V
Vyacheslav Kungurtsev *
M
Mahdi Morafah
T
Tara Javidi
G
Gesualdo Scutari
DOI:10.1109/TCNS.2023.3242043delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
In this article, we consider a decentralized stochastic optimization problem over a network of agents, modeled as a directed graph: Agents aim to asynchronously minimize the average of their individual losses (possibly nonconvex), each one having access only to a noisy estimate of the gradient of its own function. We propose an asynchronous distributed algorithm for such a class of problems. The algorithm combines stochastic gradients with tracking in an asynchronous push-sum framework and obtains a sublinear convergence rate, matching the rate of the centralized stochastic gradient descent applied to the nonconvex minimization. Our experiments on a nonconvex image classification task using a convolutional neural network validate the convergence of our proposed algorithm across a different number of nodes and graph connectivity percentages.
Keywords:
Optimization
Stochastic processes
Convergence
Delays
Directed graphs
Noise measurement
Linear programming
Decentralized applications
distributed computing
federated learning
machine learning
optimization
optimization methods

Journal

IEEE Transactions on Control of Network Systems cover
IEEE Transactions on Control of Network Systems
IF:
5
Papers:
1.6K
Citations:
5.8K

Organization

C
czech technical university prague
Scholars:
6.5K
Papers: 5.3K
Citations: 3
University of California System cover
University of California System
Scholars:
37.5W
Papers: 33.7W
Citations: 6.6K
U
University of California San Diego
Scholars:
4.6W
Papers: 3.5W
Citations: 924
researcher View more organizations