18/07/2021

ADOM: Accelerated Decentralized Optimization Method for Time-Varying Networks

Dmitry Kovalev, Egor Shulgin, Peter Richtarik, Alexander Rogozin, Alexander Gasnikov

Keywords: Optimization, Distributed and Parallel Optimization

Abstract: We propose ADOM -- an accelerated method for smooth and strongly convex decentralized optimization over time-varying networks. ADOM uses a dual oracle, i.e., we assume access to the gradient of the Fenchel conjugate of the individual loss functions. Up to a constant factor, which depends on the network structure only, its communication complexity is the same as that of accelerated Nesterov gradient method. To the best of our knowledge, only the algorithm of Rogozin et al. (2019) has a convergence rate with similar properties. However, their algorithm converges under the very restrictive assumption that the number of network changes can not be greater than a tiny percentage of the number of iterations. This assumption is hard to satisfy in practice, as the network topology changes usually can not be controlled. In contrast, ADOM merely requires the network to stay connected throughout time.

 0
 0
 0
 0
This is an embedded video. Talk and the respective paper are published at ICML 2021 virtual conference. If you are one of the authors of the paper and want to manage your upload, see the question "My papertalk has been externally embedded..." in the FAQ section.

Comments

Post Comment
no comments yet
code of conduct: tbd

Similar Papers