Accelerated Stochastic ADMM with Variance Reduction

Alternating Direction Method of Multipliers (ADMM) is a popular method in solving Machine Learning problems. Stochastic ADMM was firstly proposed in order to reduce the per iteration computational complexity, which is more suitable for big data problems. Recently, variance reduction techniques have been integrated with stochastic ADMM in order to get a fast convergence rate, such as SAG-ADMM and SVRG-ADMM,but the convergence is still suboptimal w.r.t the smoothness constant. In this paper, we propose a new accelerated stochastic ADMM algorithm with variance reduction, which enjoys a faster convergence than all the other stochastic ADMM algorithms. We theoretically analyze its convergence rate and show its dependence on the smoothness constant is optimal. We also empirically validate its effectiveness and show its priority over other stochastic ADMM algorithms

Joint Channel Probing and Proportional Fair Scheduling in Wireless Networks

The design of a scheduling scheme is crucial for the efficiency and user-fairness of wireless networks. Assuming that the quality of all user channels is available to a central controller, a simple scheme which maximizes the utility function defined as the sum logarithm throughput of all users has been shown to guarantee proportional fairness. However, to acquire the channel quality information may consume substantial amount of resources. In this work, it is assumed that probing the quality of each user's channel takes a fraction of the coherence time, so that the amount of time for data transmission is reduced. The multiuser diversity gain does not always increase as the number of users increases. In case the statistics of the channel quality is available to the controller, the problem of sequential channel probing for user scheduling is formulated as an optimal stopping time problem. A joint channel probing and proportional fair scheduling scheme is developed. This scheme is extended to the case where the channel statistics are not available to the controller, in which case a joint learning, probing and scheduling scheme is designed by studying a generalized bandit problem. Numerical results demonstrate that the proposed scheduling schemes can provide significant gain over existing schemes.Comment: 26 pages, 8 figure