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Decentralized Optimization with Non-Identical Sampling in Presence of Stragglers

Abstract: 

We consider decentralized consensus optimization when workers sample data from non-identical distributions and perform variable amounts of work due to slow nodes known as stragglers. The problem of non-identical distributions and the problem of variable amount of work have been previously studied separately. In our work we analyse them together under a unified system model. We propose to combine worker outputs weighted by the amount of work completed by each. We prove convergence of the proposed method under perfect consensus, assuming straggler statistics are independent and identical across all workers for all iterations. Our numerical results show that under approximate consensus the proposed method outperforms the non-weighted scheme for both convex and non-convex objective functions.

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Paper Details

Authors:
Tharindu Adikari, Stark C. Draper
Submitted On:
14 May 2020 - 10:40am
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Tharindu Adikari
Paper Code:
MLSP-P6.3
Document Year:
2020
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[1] Tharindu Adikari, Stark C. Draper, "Decentralized Optimization with Non-Identical Sampling in Presence of Stragglers", IEEE SigPort, 2020. [Online]. Available: http://sigport.org/5302. Accessed: Dec. 02, 2020.
@article{5302-20,
url = {http://sigport.org/5302},
author = {Tharindu Adikari; Stark C. Draper },
publisher = {IEEE SigPort},
title = {Decentralized Optimization with Non-Identical Sampling in Presence of Stragglers},
year = {2020} }
TY - EJOUR
T1 - Decentralized Optimization with Non-Identical Sampling in Presence of Stragglers
AU - Tharindu Adikari; Stark C. Draper
PY - 2020
PB - IEEE SigPort
UR - http://sigport.org/5302
ER -
Tharindu Adikari, Stark C. Draper. (2020). Decentralized Optimization with Non-Identical Sampling in Presence of Stragglers. IEEE SigPort. http://sigport.org/5302
Tharindu Adikari, Stark C. Draper, 2020. Decentralized Optimization with Non-Identical Sampling in Presence of Stragglers. Available at: http://sigport.org/5302.
Tharindu Adikari, Stark C. Draper. (2020). "Decentralized Optimization with Non-Identical Sampling in Presence of Stragglers." Web.
1. Tharindu Adikari, Stark C. Draper. Decentralized Optimization with Non-Identical Sampling in Presence of Stragglers [Internet]. IEEE SigPort; 2020. Available from : http://sigport.org/5302