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    Accelerated Gossip via Stochastic Heavy Ball Method

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    1809.08657.pdf
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    Type
    Preprint
    Authors
    Loizou, Nicolas
    Richtarik, Peter cc
    KAUST Department
    Computer Science
    Computer Science Program
    Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
    Date
    2018-09-23
    Permanent link to this record
    http://hdl.handle.net/10754/653112
    
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    Abstract
    In this paper we show how the stochastic heavy ball method (SHB) -- a popularmethod for solving stochastic convex and non-convex optimization problems--operates as a randomized gossip algorithm. In particular, we focus on twospecial cases of SHB: the Randomized Kaczmarz method with momentum and itsblock variant. Building upon a recent framework for the design and analysis ofrandomized gossip algorithms, [Loizou Richtarik, 2016] we interpret thedistributed nature of the proposed methods. We present novel protocols forsolving the average consensus problem where in each step all nodes of thenetwork update their values but only a subset of them exchange their privatevalues. Numerical experiments on popular wireless sensor networks showing thebenefits of our protocols are also presented.
    Publisher
    arXiv
    arXiv
    1809.08657
    Additional Links
    https://arxiv.org/pdf/1809.08657
    Collections
    Preprints; Computer Science Program; Computer, Electrical and Mathematical Science and Engineering (CEMSE) Division

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