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DIN: A Decentralized Inexact Newton Algorithm for Consensus Optimization

Authors: Abdulmomen Ghalkha; Chaouki Ben Issaid; Anis Elgabli; Mehdi Bennis;

DIN: A Decentralized Inexact Newton Algorithm for Consensus Optimization

Abstract

This paper tackles a challenging decentralized consensus optimization problem defined over a network of interconnected devices. The devices work collaboratively to solve a problem using only their local data and exchanging information with their immediate neighbors. One approach to solving such a problem is to use Newton-type methods, which are known for their fast convergence. However, these methods have a significant drawback as they require transmitting Hessian information between devices. This not only makes them communication-inefficient but also raises privacy concerns. To address these issues, we present a novel approach that transforms the Newton direction learning problem into a formulation composed of a sum of separable functions subjected to a consensus constraint and learns an inexact Newton direction alongside the global model without enforcing devices to share their computed Hessians using the proximal primal-dual (Prox-PDA) algorithm. Our algorithm, coined DIN, avoids sharing Hessian information between devices since each device shares a model-sized vector, concealing the first- and second-order information, reducing the network’s burden and improving both communication and energy efficiencies. Furthermore, we prove that DIN descent direction converges linearly to the optimal Newton direction. Numerical simulations corroborate that DIN exhibits higher communication efficiency in terms of communication rounds while consuming less communication and computation energy compared to existing second-order decentralized baselines.

Keywords

communication-efficient federated learning, Electronic computers. Computer science, second-order methods, Telecommunication, QA75.5-76.95, TK5101-6720, decentralized learning, Distributed optimization

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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gold