Decentralized Finite-Sum Optimization over Time-Varying Networks

التفاصيل البيبلوغرافية
العنوان: Decentralized Finite-Sum Optimization over Time-Varying Networks
المؤلفون: Metelev, Dmitry, Chezhegov, Savelii, Rogozin, Alexander, Beznosikov, Aleksandr, Sholokhov, Alexander, Gasnikov, Alexander, Kovalev, Dmitry
سنة النشر: 2024
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control
الوصف: We consider decentralized time-varying stochastic optimization problems where each of the functions held by the nodes has a finite sum structure. Such problems can be efficiently solved using variance reduction techniques. Our aim is to explore the lower complexity bounds (for communication and number of stochastic oracle calls) and find optimal algorithms. The paper studies strongly convex and nonconvex scenarios. To the best of our knowledge, variance reduced schemes and lower bounds for time-varying graphs have not been studied in the literature. For nonconvex objectives, we obtain lower bounds and develop an optimal method GT-PAGE. For strongly convex objectives, we propose the first decentralized time-varying variance-reduction method ADOM+VR and establish lower bound in this scenario, highlighting the open question of matching the algorithms complexity and lower bounds even in static network case.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2402.02490
رقم الأكسشن: edsarx.2402.02490
قاعدة البيانات: arXiv