KAUST DepartmentComputer Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
KAUST, University of Edinburgh, MIPT, , , Saudi Arabia
Online Publication Date2019-03-01
Print Publication Date2018-10
Permanent link to this recordhttp://hdl.handle.net/10754/631783
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AbstractIn this paper we show how the stochastic heavy ball method (SHB)-a popular method for solving stochastic convex and non-convex optimization problems-operates as a randomized gossip algorithm. In particular, we focus on two special cases of SHB: the Randomized Kaczmarz method with momentum and its block variant. Building upon a recent framework for the design and analysis of randomized gossip algorithms  we interpret the distributed nature of the proposed methods. We present novel protocols for solving the average consensus problem where in each step all nodes of the network update their values but only a subset of them exchange their private values. Numerical experiments on popular wireless sensor networks showing the benefits of our protocols are also presented.
CitationLoizou N, Richtarik P (2018) Accelerated Gossip via Stochastic Heavy Ball Method. 2018 56th Annual Allerton Conference on Communication, Control, and Computing (Allerton). Available: http://dx.doi.org/10.1109/ALLERTON.2018.8636082.
Conference/Event name56th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2018