Tight bounds on the convergence rate of generalized ratio consensus algorithms

The problems discussed in this paper are motivated by general ratio consensus algorithms, introduced by Kempe, Dobra, and Gehrke (2003) in a simple form as the push-sum algorithm, later extended by B\'en\'ezit et al. (2010) under the name weighted gossip algorithm. We consider a communication protocol described by a strictly stationary, ergodic, sequentially primitive sequence of non-negative matrices, applied iteratively to a pair of fixed initial vectors, the components of which are called values and weights defined at the nodes of a network. The subject of ratio consensus problems is to study the asymptotic properties of ratios of values and weights at each node, expecting convergence to the same limit for all nodes. The main results of the paper provide upper bounds for the rate of the almost sure exponential convergence in terms of the spectral gap associated with the given sequence of random matrices. It will be shown that these upper bounds are sharp. Our results complement previous results of Picci and Taylor (2013) and Iutzeler, Ciblat and Hachem (2013)

Performance of a Distributed Stochastic Approximation Algorithm

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each node in a network updates a local estimate using a stochastic approximation algorithm with decreasing step size, and a gossip step, where a node computes a local weighted average between its estimates and those of its neighbors. Convergence of the estimates toward a consensus is established under weak assumptions. The approach relies on two main ingredients: the existence of a Lyapunov function for the mean field in the agreement subspace, and a contraction property of the random matrices of weights in the subspace orthogonal to the agreement subspace. A second order analysis of the algorithm is also performed under the form of a Central Limit Theorem. The Polyak-averaged version of the algorithm is also considered.Comment: IEEE Transactions on Information Theory 201

Ergodic Randomized Algorithms and Dynamics over Networks

Algorithms and dynamics over networks often involve randomization, and randomization may result in oscillating dynamics which fail to converge in a deterministic sense. In this paper, we observe this undesired feature in three applications, in which the dynamics is the randomized asynchronous counterpart of a well-behaved synchronous one. These three applications are network localization, PageRank computation, and opinion dynamics. Motivated by their formal similarity, we show the following general fact, under the assumptions of independence across time and linearities of the updates: if the expected dynamics is stable and converges to the same limit of the original synchronous dynamics, then the oscillations are ergodic and the desired limit can be locally recovered via time-averaging.Comment: 11 pages; submitted for publication. revised version with fixed technical flaw and updated reference

Fast Discrete Consensus Based on Gossip for Makespan Minimization in Networked Systems

In this paper we propose a novel algorithm to solve the discrete consensus problem, i.e., the problem of distributing evenly a set of tokens of arbitrary weight among the nodes of a networked system. Tokens are tasks to be executed by the nodes and the proposed distributed algorithm minimizes monotonically the makespan of the assigned tasks. The algorithm is based on gossip-like asynchronous local interactions between the nodes. The convergence time of the proposed algorithm is superior with respect to the state of the art of discrete and quantized consensus by at least a factor O(n) in both theoretical and empirical comparisons

Learning without Recall by Random Walks on Directed Graphs

We consider a network of agents that aim to learn some unknown state of the world using private observations and exchange of beliefs. At each time, agents observe private signals generated based on the true unknown state. Each agent might not be able to distinguish the true state based only on her private observations. This occurs when some other states are observationally equivalent to the true state from the agent's perspective. To overcome this shortcoming, agents must communicate with each other to benefit from local observations. We propose a model where each agent selects one of her neighbors randomly at each time. Then, she refines her opinion using her private signal and the prior of that particular neighbor. The proposed rule can be thought of as a Bayesian agent who cannot recall the priors based on which other agents make inferences. This learning without recall approach preserves some aspects of the Bayesian inference while being computationally tractable. By establishing a correspondence with a random walk on the network graph, we prove that under the described protocol, agents learn the truth exponentially fast in the almost sure sense. The asymptotic rate is expressed as the sum of the relative entropies between the signal structures of every agent weighted by the stationary distribution of the random walk.Comment: 6 pages, To Appear in Conference on Decision and Control 201