27 research outputs found
Expander Graph and Communication-Efficient Decentralized Optimization
In this paper, we discuss how to design the graph topology to reduce the
communication complexity of certain algorithms for decentralized optimization.
Our goal is to minimize the total communication needed to achieve a prescribed
accuracy. We discover that the so-called expander graphs are near-optimal
choices. We propose three approaches to construct expander graphs for different
numbers of nodes and node degrees. Our numerical results show that the
performance of decentralized optimization is significantly better on expander
graphs than other regular graphs.Comment: 2016 IEEE Asilomar Conference on Signals, Systems, and Computer
Chebyshev Polynomial Approximation for Distributed Signal Processing
Unions of graph Fourier multipliers are an important class of linear
operators for processing signals defined on graphs. We present a novel method
to efficiently distribute the application of these operators to the
high-dimensional signals collected by sensor networks. The proposed method
features approximations of the graph Fourier multipliers by shifted Chebyshev
polynomials, whose recurrence relations make them readily amenable to
distributed computation. We demonstrate how the proposed method can be used in
a distributed denoising task, and show that the communication requirements of
the method scale gracefully with the size of the network.Comment: 8 pages, 5 figures, to appear in the Proceedings of the IEEE
International Conference on Distributed Computing in Sensor Systems (DCOSS),
June, 2011, Barcelona, Spai
On the Linear Convergence of the ADMM in Decentralized Consensus Optimization
In decentralized consensus optimization, a connected network of agents
collaboratively minimize the sum of their local objective functions over a
common decision variable, where their information exchange is restricted
between the neighbors. To this end, one can first obtain a problem
reformulation and then apply the alternating direction method of multipliers
(ADMM). The method applies iterative computation at the individual agents and
information exchange between the neighbors. This approach has been observed to
converge quickly and deemed powerful. This paper establishes its linear
convergence rate for decentralized consensus optimization problem with strongly
convex local objective functions. The theoretical convergence rate is
explicitly given in terms of the network topology, the properties of local
objective functions, and the algorithm parameter. This result is not only a
performance guarantee but also a guideline toward accelerating the ADMM
convergence.Comment: 11 figures, IEEE Transactions on Signal Processing, 201
The Statistical Performance of Collaborative Inference
The statistical analysis of massive and complex data sets will require the
development of algorithms that depend on distributed computing and
collaborative inference. Inspired by this, we propose a collaborative framework
that aims to estimate the unknown mean of a random variable . In
the model we present, a certain number of calculation units, distributed across
a communication network represented by a graph, participate in the estimation
of by sequentially receiving independent data from while
exchanging messages via a stochastic matrix defined over the graph. We give
precise conditions on the matrix under which the statistical precision of
the individual units is comparable to that of a (gold standard) virtual
centralized estimate, even though each unit does not have access to all of the
data. We show in particular the fundamental role played by both the non-trivial
eigenvalues of and the Ramanujan class of expander graphs, which provide
remarkable performance for moderate algorithmic cost
Distributed multi-agent Gaussian regression via finite-dimensional approximations
We consider the problem of distributedly estimating Gaussian processes in
multi-agent frameworks. Each agent collects few measurements and aims to
collaboratively reconstruct a common estimate based on all data. Agents are
assumed with limited computational and communication capabilities and to gather
noisy measurements in total on input locations independently drawn from a
known common probability density. The optimal solution would require agents to
exchange all the input locations and measurements and then invert an matrix, a non-scalable task. Differently, we propose two suboptimal
approaches using the first orthonormal eigenfunctions obtained from the
\ac{KL} expansion of the chosen kernel, where typically . The benefits
are that the computation and communication complexities scale with and not
with , and computing the required statistics can be performed via standard
average consensus algorithms. We obtain probabilistic non-asymptotic bounds
that determine a priori the desired level of estimation accuracy, and new
distributed strategies relying on Stein's unbiased risk estimate (SURE)
paradigms for tuning the regularization parameters and applicable to generic
basis functions (thus not necessarily kernel eigenfunctions) and that can again
be implemented via average consensus. The proposed estimators and bounds are
finally tested on both synthetic and real field data
Multi-hop Diffusion LMS for Energy-constrained Distributed Estimation
We propose a multi-hop diffusion strategy for a sensor network to perform
distributed least mean-squares (LMS) estimation under local and network-wide
energy constraints. At each iteration of the strategy, each node can combine
intermediate parameter estimates from nodes other than its physical neighbors
via a multi-hop relay path. We propose a rule to select combination weights for
the multi-hop neighbors, which can balance between the transient and the
steady-state network mean-square deviations (MSDs). We study two classes of
networks: simple networks with a unique transmission path from one node to
another, and arbitrary networks utilizing diffusion consultations over at most
two hops. We propose a method to optimize each node's information neighborhood
subject to local energy budgets and a network-wide energy budget for each
diffusion iteration. This optimization requires the network topology, and the
noise and data variance profiles of each node, and is performed offline before
the diffusion process. In addition, we develop a fully distributed and adaptive
algorithm that approximately optimizes the information neighborhood of each
node with only local energy budget constraints in the case where diffusion
consultations are performed over at most a predefined number of hops. Numerical
results suggest that our proposed multi-hop diffusion strategy achieves the
same steady-state MSD as the existing one-hop adapt-then-combine diffusion
algorithm but with a lower energy budget.Comment: 14 pages, 12 figures. Submitted for publicatio