论文标题
可乐:沟通经过分散的内核学习
COKE: Communication-Censored Decentralized Kernel Learning
论文作者
论文摘要
本文研究了分散的优化和学习问题,其中多个相互连接的代理旨在通过共同将全球目标函数最小化,学习在重现内核希尔伯特空间上定义的最佳决策功能,并访问其本地观察到的数据集。作为一种非参数方法,内核学习面临分布式实施的主要挑战:局部目标函数的决策变量是数据依赖性的,因此在没有代理之间任何原始数据交换的情况下,在分散的共识框架下无法优化。为了避免这一重大挑战,我们利用随机特征(RF)近似方法来对通过不同代理的数据独立参数在RF空间中建模的函数达成共识。然后,我们设计了一种称为DKLA的迭代算法,通过ADMM进行快速实现。基于DKLA,我们进一步开发了经过通信的内核学习(COKE)算法,该算法通过防止代理在每次迭代中传输DKLA的通信负载来减少DKLA的通信负载,除非其本地更新有信息。提供了DKLA和可乐的线性收敛保证和概括性能分析方面的理论结果。对合成数据集和真实数据集进行了全面测试,以验证可乐的沟通效率和学习效率。
This paper studies the decentralized optimization and learning problem where multiple interconnected agents aim to learn an optimal decision function defined over a reproducing kernel Hilbert space by jointly minimizing a global objective function, with access to their own locally observed dataset. As a non-parametric approach, kernel learning faces a major challenge in distributed implementation: the decision variables of local objective functions are data-dependent and thus cannot be optimized under the decentralized consensus framework without any raw data exchange among agents. To circumvent this major challenge, we leverage the random feature (RF) approximation approach to enable consensus on the function modeled in the RF space by data-independent parameters across different agents. We then design an iterative algorithm, termed DKLA, for fast-convergent implementation via ADMM. Based on DKLA, we further develop a communication-censored kernel learning (COKE) algorithm that reduces the communication load of DKLA by preventing an agent from transmitting at every iteration unless its local updates are deemed informative. Theoretical results in terms of linear convergence guarantee and generalization performance analysis of DKLA and COKE are provided. Comprehensive tests on both synthetic and real datasets are conducted to verify the communication efficiency and learning effectiveness of COKE.