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Patrick Rebeschini (Oxford)
Friday 10 November 2017, 16:00-17:00
Accelerated Consensus via Min-Sum Splitting
- đ¤ Speaker: Patrick Rebeschini (Oxford)
- đ Date & Time: Friday 10 November 2017, 16:00 - 17:00
- đ Venue: MR12
Abstract
We apply the Min-Sum message-passing protocol to solve the consensus problem in distributed optimization. We show that while the ordinary Min-Sum algorithm does not converge, a modified version of it known as Splitting yields convergence to the problem solution. We prove that a proper choice of the tuning parameters allows Min-Sum Splitting to yield subdiffusive accelerated convergence rates, matching the rates obtained by shift-register methods. The acceleration scheme embodied by Min-Sum Splitting for the consensus problem bears similarities with lifted Markov chains techniques and with multi-step first order methods in convex optimization. (Joint work with Sekhar Tatikonda, based on arxiv.org/abs/1706.03807, at NIPS 2017 )
Series This talk is part of the Statistics series.
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