论文标题
关于分散的平滑非凸有限和有限优化的复杂性
On the Complexity of Decentralized Smooth Nonconvex Finite-Sum Optimization
论文作者
论文摘要
我们研究分散的优化问题$ \ min _ {{\ bf x} \ in {\ Mathbb r}^d} f({\ bf x})\ triangleq \ frac {1} {1} {m} {m} {m} \ sum_} $ f_i({\ bf x})\ triangleq \ frac {1} {n} \ sum_ {j = 1}^n f_ {i,j}({\ bf x})$的形式We propose a stochastic algorithm called DEcentralized probAbilistic Recursive gradiEnt deScenT (DEAREST) method, which achieves an $ε$-stationary point at each agent with the communication rounds of $\tilde{\mathcal O}(Lε^{-2}/\sqrtγ\,)$, the computation rounds of $\tilde{\mathcal O}(n+(n+(l+\ min \ {nl,\ sqrt {n/m} \ bar l \})ε^{ - 2})$,以及$ {\ Mathcal o}的本地增量初级呼叫, l \}} {ε^{ - 2}})$,其中$ l $是目标函数的平滑度参数,$ \ bar l $是所有单个函数的于点平滑度参数,而$γ$是与网络相关的混合矩阵的光谱差距。然后,我们建立了下限,以表明所提出的方法几乎是最佳的。请注意,我们算法设计和分析中使用的平滑度参数$ l $和$ \ bar l $全球范围是全局,这使得比依赖局部平滑度的现有结果更加清晰。我们进一步扩展了最珍贵的,以解决Polyak-lojasiewicz条件下的分散的有限和优化问题,还达到了近乎最佳的复杂性界限。
We study the decentralized optimization problem $\min_{{\bf x}\in{\mathbb R}^d} f({\bf x})\triangleq \frac{1}{m}\sum_{i=1}^m f_i({\bf x})$, where the local function on the $i$-th agent has the form of $f_i({\bf x})\triangleq \frac{1}{n}\sum_{j=1}^n f_{i,j}({\bf x})$ and every individual $f_{i,j}$ is smooth but possibly nonconvex. We propose a stochastic algorithm called DEcentralized probAbilistic Recursive gradiEnt deScenT (DEAREST) method, which achieves an $ε$-stationary point at each agent with the communication rounds of $\tilde{\mathcal O}(Lε^{-2}/\sqrtγ\,)$, the computation rounds of $\tilde{\mathcal O}(n+(L+\min\{nL, \sqrt{n/m}\bar L\})ε^{-2})$, and the local incremental first-oracle calls of ${\mathcal O}(mn + {\min\{mnL, \sqrt{mn}\bar L\}}{ε^{-2}})$, where $L$ is the smoothness parameter of the objective function, $\bar L$ is the mean-squared smoothness parameter of all individual functions, and $γ$ is the spectral gap of the mixing matrix associated with the network. We then establish the lower bounds to show that the proposed method is near-optimal. Notice that the smoothness parameters $L$ and $\bar L$ used in our algorithm design and analysis are global, leading to sharper complexity bounds than existing results that depend on the local smoothness. We further extend DEAREST to solve the decentralized finite-sum optimization problem under the Polyak-Łojasiewicz condition, also achieving the near-optimal complexity bounds.