Distributed Stochastic Proximal Algorithm With Random Reshuffling for Nonsmooth Finite-Sum Optimization.
IEEE Transactions on Neural Networks and Learning Systems
|September 7, 2022
Summary
This study introduces a distributed algorithm for nonsmooth finite-sum minimization problems in machine learning. The novel approach ensures agents reach consensus and approach optimal solutions efficiently.
Area of Science:
- Machine Learning
- Optimization
- Distributed Systems
Background:
- Nonsmooth finite-sum minimization is crucial in machine learning.
- Existing methods struggle with time-varying multiagent networks.
Purpose of the Study:
- Develop a distributed algorithm for nonsmooth finite-sum minimization.
- Address challenges in time-varying multiagent networks.
Main Methods:
- A distributed stochastic proximal-gradient algorithm with random reshuffling.
- Local information exchange and cooperation among agents.
Main Results:
- The algorithm achieves consensus among local variable estimates.
- Convergence rate of O((1/T)+(1/√T)) towards an optimal solution neighborhood.
- Simulations validate the algorithm's performance.
Conclusions:
- The proposed algorithm effectively solves distributed nonsmooth finite-sum minimization.
- Demonstrates efficient consensus and convergence in dynamic networks.
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