Decentralized optimization over noisy, rate-constrained networks: How we agree by talking about how we disagree

Rajarshi Saha, Stefano Rini, Milind Rao, Andrea Goldsmith

Research output: Contribution to journalConference articlepeer-review

Abstract

In decentralized optimization, multiple nodes in a network collaborate to minimize the sum of their local loss functions. The information exchange between nodes required for this task is often limited by network connectivity. We consider a generalization of this setting, in which communication is further hindered by (i) a finite data-rate constraint on the signal transmitted by any node, and (ii) an additive noise corrupting the signal received by any node. We develop a novel algorithm for this scenario: Decentralized Lazy Mirror Descent with Differential Exchanges (DLMD-DiffEx), which guarantees convergence of the local estimates to the optimal solution. A salient feature of DLMD-DiffEx is the introduction of additional proxy variables that are maintained by the nodes to account for the disagreement in their estimates due to channel noise and data-rate constraints. We investigate the performance of DLMD-DiffEx both from a theoretical perspective as well as through numerical evaluations.

Original languageEnglish (US)
Pages (from-to)5055-5059
Number of pages5
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2021-June
DOIs
StatePublished - 2021
Event2021 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2021 - Virtual, Toronto, Canada
Duration: Jun 6 2021Jun 11 2021

All Science Journal Classification (ASJC) codes

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Keywords

  • Additive channel noise
  • Decentralized optimization
  • Finite data-rate constraint
  • Lazy mirror descent

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