论文标题

快速模型通过缓冲状态和一阶加速优化算法平均

Fast model averaging via buffered states and first-order accelerated optimization algorithms

论文作者

Esteki, Amir-Salar, Moradian, Hossein, Kia, Solmaz S.

论文摘要

在这封信中,我们研究了在离散时间通信设置中加速与连接图的平均共识的问题。文献表明,可以通过增加图形连接性或优化代理在从其邻居接收的信息上进行优化的权重来加速共识算法。在这里,我们研究了两种使用缓冲状态来加速给定图的平均共识的方法,而不是更改通信图。在第一种方法中,我们研究了众所周知的一阶拉普拉斯平均共识算法的收敛速率是如何从缓冲状态产生协议反馈时会发生变化的。对于这项研究,我们在缓冲状态的范围内获得了足够的条件,从而导致收敛速度更快。在第二个提出的方法中,我们展示了如何将平均共识问题作为凸优化问题施加,并通过一阶加速优化算法来解决强大的成本函数。我们使用所谓的三重动量优化算法构建了加速的平均共识算法。第一种方法需要更少的全局知识来选择步长,而第二种方法则通过使用图形拓扑的额外信息来更快地收敛于我们的数值结果。我们通过在传感器网络中使用的高斯混合模型(GMM)估计问题中实现所提出的算法来证明我们的结果。

In this letter, we study the problem of accelerating reaching average consensus over connected graphs in a discrete-time communication setting. Literature has shown that consensus algorithms can be accelerated by increasing the graph connectivity or optimizing the weights agents place on the information received from their neighbors. Here, instead of altering the communication graph, we investigate two methods that use buffered states to accelerate reaching average consensus over a given graph. In the first method, we study how convergence rate of the well-known first-order Laplacian average consensus algorithm changes when agreement feedback is generated from buffered states. For this study, we obtain a sufficient condition on the ranges of buffered state that leads to faster convergence. In the second proposed method, we show how the average consensus problem can be cast as a convex optimization problem and solved by first-order accelerated optimization algorithms for strongly-convex cost functions. We construct an accelerated average consensus algorithm using the so-called Triple Momentum optimization algorithm. The first approach requires less global knowledge for choosing the step size, whereas the second one converges faster in our numerical results by using extra information from the graph topology. We demonstrate our results by implementing the proposed algorithms in a Gaussian Mixture Model (GMM) estimation problem used in sensor networks.

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