Multi-Consensus Decentralized Accelerated Gradient Descent

Haishan YeLuo LuoZiang ZhouTong Zhang

article2023JMLR71 citations

Resolves a key open problem in decentralized optimization by introducing accelerated gradient algorithms that achieve optimal computation and near-optimal communication complexities governed by the global rather than local condition number, even without locally convex agent functions.

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Decentralized optimization is critical for modern large-scale machine learning, wireless communications, and sensor networks where data is distributed across multiple interconnected devices without a central server. In these settings, network nodes must collaborate to solve complex problems while keeping local data private and minimizing computational overhead. However, existing decentralized methods face significant performance bottlenecks because their communication efficiency historically depended on local data variability rather than the overall global problem difficulty, leading to slow convergence in heterogeneous environments.

The main objective of the article is to design decentralized optimization algorithms that simultaneously achieve optimal computational speed and near-optimal communication efficiency for smooth and composite convex problems. The article demonstrates how combining accelerated gradient steps with multi-consensus communication and gradient-tracking techniques solves long-standing theoretical and practical limitations in decentralized learning.

To evaluate this framework, the authors performed rigorous theoretical proofs establishing upper convergence bounds and conducted extensive empirical simulations. The experimental setup used synthetic and real-world benchmark datasets across 100 interconnected nodes under varying network connectivity levels. The testing examined standard logistic regression, regularized models, and scenarios where individual node functions were non-convex while the collective network goal remained strongly convex.

The analysis yielded three core findings. First, the proposed algorithms achieve optimal computation complexity and near-optimal communication complexity governed by the global condition number rather than the local condition number, answering an open theoretical question. Second, the algorithms maintain fast linear convergence even when local functions on individual nodes are non-convex, provided the overall global objective remains strongly convex. Third, the empirical evaluations confirmed that the proposed methods, named Mudag and ProxMudag, consistently outperformed state-of-the-art decentralized algorithms, achieving lower computational runtime and significantly fewer communication rounds across various network topologies.

These findings have major implications for distributed computing infrastructure. By decoupling communication performance from local data disparities, organizations can deploy decentralized machine learning across highly heterogeneous devices without suffering massive network delays or excessive bandwidth costs. Furthermore, removing the requirement that each node's local function be convex broadens the applicability of decentralized frameworks to complex machine learning pipelines, such as principal component analysis sub-problems, with minimal performance loss.

Organizations operating distributed computing or edge-device networks should consider adopting multi-consensus accelerated gradient methods to reduce bandwidth congestion and compute time. When deploying these algorithms, practitioners should select the single-consensus version for smooth objectives and the dual-consensus proximal version when dealing with non-differentiable regularization terms. Further empirical testing on large-scale physical hardware and edge-computing pilots is recommended before full-scale deployment.

While the mathematical derivations provide high confidence in the theoretical bounds, the results rely on the assumption of connected, undirected networks operating under synchronized communication rounds. Real-world practitioners should account for potential asynchronous delays, packet loss, and time-varying network graphs that could influence communication efficiency in live edge-network environments.

arXiv: 2005.00797
Cover for Multi-Consensus Decentralized Accelerated Gradient Descent

Abstract

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation complexity and near optimal communication complexity. Our theoretical results give affirmative answers to the open problem on whether there exists an algorithm that can achieve a communication complexity (nearly) matching the lower bound depending on the global condition number instead of the local one. Furthermore, the linear convergence of our algorithms only depends on the strong convexity of global objective and it does not require the local functions to be convex. The design of our methods relies on a novel integration of well-known techniques including Nesterov’s acceleration, multi-consensus and gradient-tracking. Empirical studies show the outperformance of our methods for machine learning applications.

Table of Contents

  • 1. Introduction
  • 2. Related Work
  • 3. Preliminaries
  • 4. Multi-Consensus Decentralized Accelerated Gradient Descent
  • 4.1 Algorithms and Main Ideas
  • 4.2 Main Results
  • 5. Convergence Analysis
  • 6. Experiments
  • 6.1 The Setting of Networks
  • 6.2 Experiments on ℓ 2-Regularized Logistic Regression
  • 6.3 Experiments on Sparse Logistic Regression
  • 7. Conclusion
  • Acknowledgments
  • Appendix A. Useful Lemmas
  • Appendix B. Proof of Lemmas in Section 5
  • B.1 Collection of Lemmas
  • B.2 Proof of Lemma 9
  • B.3 Proof of Lemma 10
  • B.4 Proof of Lemma 11
  • Appendix C. Convergence Analysis of Algorithm 1
  • References

Knowls

  1. Knowl 1 — Mudag for smooth decentralized optimization

    algorithm

    Mudag solves the decentralized smooth problem min⁡x∈Rdf(x)=1m∑i=1mfi(x)\min_{x\in\mathbb{R}^d} f(x)=\frac{1}{m}\sum_{i=1}^m f_i(x) using one accelerated gradient-tracking update and one multi-consensus operation per iteration. Let Xt,Yt∈Rm×dX_t,Y_t\in\mathbb{R}^{m\times d} collect the local agent variables by rows, let ∇F(Yt)\nabla F(Y_t) collect the rows ∇fi(Yt(i,:))\nabla f_i(Y_t^{(i,:)}), let x0∈Rdx_0\in\mathbb{R}^d be the common initialization, and let FastMix⁡(⋅,K)\operatorname{FastMix}(\cdot,K) be the KK-step consensus operator defined by the accelerated gossip recurrence. Given stepsize η>0\eta>0, momentum parameter α∈(0,1)\alpha\in(0,1), and consensus length KK, the method is:

    Input: common vector x0x_0, stepsize η\eta, momentum α\alpha, consensus length KK, and number of iterations TT
    Initialize X0=1x0⊤X_0=\mathbf{1}x_0^\top and Y0=X0Y_0=X_0
    Compute X1=FastMix⁡(Y0−η∇F(Y0),K)X_1=\operatorname{FastMix}(Y_0-\eta\nabla F(Y_0),K)
    Set Y1=X1+1−α1+α(X1−X0)Y_1=X_1+\frac{1-\alpha}{1+\alpha}(X_1-X_0)
    for t=1,…,T−1t=1,\ldots,T-1
        Xt+1=FastMix⁡(Yt+(Xt−Yt−1)−η(∇F(Yt)−∇F(Yt−1)),K)X_{t+1}=\operatorname{FastMix}(Y_t+(X_t-Y_{t-1})-\eta(\nabla F(Y_t)-\nabla F(Y_{t-1})),K)
        Yt+1=Xt+1+1−α1+α(Xt+1−Xt)Y_{t+1}=X_{t+1}+\frac{1-\alpha}{1+\alpha}(X_{t+1}-X_t)
    end for
    Output: XTX_T

    The difference ∇F(Yt)−∇F(Yt−1)\nabla F(Y_t)-\nabla F(Y_{t-1}) supplies history-based gradient tracking, while the momentum update supplies Nesterov acceleration. The method uses one multi-consensus call per outer iteration and does not require any individual fif_i to be convex.

  2. Knowl 2 — ProxMudag for composite decentralized optimization

    algorithm

    ProxMudag extends the accelerated gradient-tracking construction to h(x)=f(x)+r(x)h(x)=f(x)+r(x), where r:Rd→R∪{+∞}r:\mathbb{R}^d\to\mathbb{R}\cup\{+\infty\} is convex and may be nondifferentiable. For a row-stacked matrix Z∈Rm×dZ\in\mathbb{R}^{m\times d}, define R(Z)=1m∑i=1mr(Z(i,:))R(Z)=\frac{1}{m}\sum_{i=1}^m r(Z^{(i,:)}) and

    prox⁡ηm,R(Z)=arg⁡min⁡U∈Rm×d{R(U)+12mη∥U−Z∥F2}.\operatorname{prox}_{\eta m,R}(Z)=\arg\min_{U\in\mathbb{R}^{m\times d}}\left\{R(U)+\frac{1}{2m\eta}\|U-Z\|_F^2\right\}.

    The operator acts independently on rows: prox⁡ηm,R(Z)(i,:)=prox⁡η,r(Z(i,:))\operatorname{prox}_{\eta m,R}(Z)^{(i,:)}=\operatorname{prox}_{\eta,r}(Z^{(i,:)}), where prox⁡η,r(z)=arg⁡min⁡u{r(u)+∥u−z∥2/(2η)}\operatorname{prox}_{\eta,r}(z)=\arg\min_u\{r(u)+\|u-z\|^2/(2\eta)\}. With Xt,Yt,St∈Rm×dX_t,Y_t,S_t\in\mathbb{R}^{m\times d}, StS_t tracking the aggregate gradient, stepsize η\eta, momentum α\alpha, and consensus length KK, ProxMudag is:

    Input: common vector x0x_0, stepsize η\eta, momentum α\alpha, consensus length KK, and number of iterations TT
    Initialize X0=1x0⊤X_0=\mathbf{1}x_0^\top, Y0=X0Y_0=X_0, and S0=∇F(X0)S_0=\nabla F(X_0)
    for t=0,…,T−1t=0,\ldots,T-1
        Xt+1=prox⁡ηm,R(Yt−ηSt)X_{t+1}=\operatorname{prox}_{\eta m,R}(Y_t-\eta S_t)
        Yt+1=FastMix⁡(Xt+1+1−α1+α(Xt+1−Xt),K)Y_{t+1}=\operatorname{FastMix}(X_{t+1}+\frac{1-\alpha}{1+\alpha}(X_{t+1}-X_t),K)
        St+1=FastMix⁡(St+∇F(Yt+1)−∇F(Yt),K)S_{t+1}=\operatorname{FastMix}(S_t+\nabla F(Y_{t+1})-\nabla F(Y_t),K)
    end for
    Output: XTX_T

    ProxMudag performs two multi-consensus calls per outer iteration: one for the accelerated primal variable and one for gradient tracking. It only assumes strong convexity of the global smooth part ff, not convexity of every local function fif_i.

  3. Knowl 3 — Global-condition-number convergence of Mudag

    theoretical result

    Suppose f(x)=1m∑i=1mfi(x)f(x)=\frac{1}{m}\sum_{i=1}^m f_i(x) is LL-smooth and μ\mu-strongly convex, each local fif_i is MM-smooth, and WW is a valid symmetric gossip matrix with second-largest eigenvalue λ2(W)\lambda_2(W). Set Mudag's parameters to η=1/L\eta=1/L and α=μη\alpha=\sqrt{\mu\eta}. Define the global condition number κg=L/μ\kappa_g=L/\mu and choose

    K=22−111−λ2(W)log⁡(14ρ),ρ≤143⋅9⋅288(LM)4κg−3.K=\frac{\sqrt{2}}{\sqrt{2}-1}\sqrt{\frac{1}{1-\lambda_2(W)}}\log\left(\frac{\sqrt{14}}{\rho}\right), \qquad \rho\leq \frac{1}{4^3\cdot 9\cdot 288}\left(\frac{L}{M}\right)^4\kappa_g^{-3}.

    For the averaged iterate xˉT=1m∑i=1mXT(i,:)\bar x_T=\frac{1}{m}\sum_{i=1}^m X_T^{(i,:)}, Mudag satisfies

    f(xˉT)−f(x∗)≤(1−α2)T[f(xˉ0)−f(x∗)+μ2∥xˉ0−x∗∥2+μ288m∑i=1m∥∇fi(xˉ0)−∇f(xˉ0)∥2],f(\bar x_T)-f(x^*)\leq\left(1-\frac{\alpha}{2}\right)^T\left[f(\bar x_0)-f(x^*)+\frac{\mu}{2}\|\bar x_0-x^*\|^2+\frac{\mu}{288m}\sum_{i=1}^m\|\nabla f_i(\bar x_0)-\nabla f(\bar x_0)\|^2\right],

    where x∗x^* minimizes ff. To obtain f(xˉT)−f(x∗)≤εf(\bar x_T)-f(x^*)\leq\varepsilon and ∥XT−1(x∗)⊤∥F2=O(mε/μ)\|X_T-\mathbf{1}(x^*)^\top\|_F^2=O(m\varepsilon/\mu), Mudag needs

    T=O(κglog⁡1ε)T=O\left(\sqrt{\kappa_g}\log\frac{1}{\varepsilon}\right)

    local gradient computations and

    Q=O(κg1−λ2(W)log⁡(MκgL)log⁡1ε)Q=O\left(\sqrt{\frac{\kappa_g}{1-\lambda_2(W)}}\log\left(\frac{M\kappa_g}{L}\right)\log\frac{1}{\varepsilon}\right)

    communication rounds. Thus, computation depends on the global condition number rather than a local condition number, and communication is within a logarithmic factor of the decentralized lower bound Ω(κg/(1−λ2(W))log⁡(1/ε))\Omega(\sqrt{\kappa_g/(1-\lambda_2(W))}\log(1/\varepsilon)). The authors note that the extra logarithmic factor may be removable, since it arises from a potentially loose intermediate bound.

  4. Knowl 4 — Global-condition-number convergence of ProxMudag

    theoretical result

    Suppose f(x)=1m∑i=1mfi(x)f(x)=\frac{1}{m}\sum_{i=1}^m f_i(x) is LL-smooth and μ\mu-strongly convex, each fif_i is MM-smooth, and rr is convex but possibly nondifferentiable. Let h=f+rh=f+r, let x∗x^* minimize hh, and run ProxMudag with η=1/(2L)\eta=1/(2L) and α=μη\alpha=\sqrt{\mu\eta}. Choose

    K=22−111−λ2(W)log⁡(14ρ),ρ≤15.5×108(LM)6κg−3/2,K=\frac{\sqrt{2}}{\sqrt{2}-1}\sqrt{\frac{1}{1-\lambda_2(W)}}\log\left(\frac{\sqrt{14}}{\rho}\right), \qquad \rho\leq \frac{1}{5.5\times 10^8}\left(\frac{L}{M}\right)^6\kappa_g^{-3/2},

    where κg=L/μ\kappa_g=L/\mu. For the averaged iterates XˉT=1m∑iXT(i,:)\bar X_T=\frac{1}{m}\sum_i X_T^{(i,:)}, the method satisfies

    h(XˉT)−h(x∗)≤(1−α2)T[h(Xˉ0)−h(x∗)+μ2∥Xˉ0−x∗∥2+52Lm∑i=1m∥∇fi(Xˉ0)−∇f(Xˉ0)∥2].h(\bar X_T)-h(x^*)\leq\left(1-\frac{\alpha}{2}\right)^T\left[h(\bar X_0)-h(x^*)+\frac{\mu}{2}\|\bar X_0-x^*\|^2+\frac{52L}{m}\sum_{i=1}^m\|\nabla f_i(\bar X_0)-\nabla f(\bar X_0)\|^2\right].

    To obtain h(XˉT)−h(x∗)≤εh(\bar X_T)-h(x^*)\leq\varepsilon and ∥XT−1(x∗)⊤∥F2=O(mε/μ)\|X_T-\mathbf{1}(x^*)^\top\|_F^2=O(m\varepsilon/\mu), ProxMudag uses

    T=O(κglog⁡1ε)T=O\left(\sqrt{\kappa_g}\log\frac{1}{\varepsilon}\right)

    local gradient computations and

    Q=O(κg1−λ2(W)log⁡(MκgL)log⁡1ε)Q=O\left(\sqrt{\frac{\kappa_g}{1-\lambda_2(W)}}\log\left(\frac{M\kappa_g}{L}\right)\log\frac{1}{\varepsilon}\right)

    communication rounds. This establishes the same global-condition-number dependence for decentralized composite optimization despite the proximal, potentially nondifferentiable regularizer.

  5. Knowl 5 — Accelerated multi-consensus operator

    model/method

    For a connected undirected network, let W∈Rm×mW\in\mathbb{R}^{m\times m} be symmetric, satisfy 0⪯W⪯Im0\preceq W\preceq I_m, W1=1W\mathbf{1}=\mathbf{1}, and have null⁡(Im−W)=span⁡(1)\operatorname{null}(I_m-W)=\operatorname{span}(\mathbf{1}). The paper's accelerated consensus operator FastMix takes a matrix X0∈Rm×dX^0\in\mathbb{R}^{m\times d}, a nonnegative integer KK, and

    ηw=11+1−λ2(W)2,\eta_w=\frac{1}{1+\sqrt{1-\lambda_2(W)^2}},

    then sets X−1=X0X^{-1}=X^0 and iterates

    Xk+1=(1+ηw)WXk−ηwXk−1,k=0,…,K−1.X^{k+1}=(1+\eta_w)WX^k-\eta_wX^{k-1},\qquad k=0,\ldots,K-1.

    It outputs XKX^K. If Xˉ=1m1⊤X0\bar X=\frac{1}{m}\mathbf{1}^\top X^0, FastMix preserves the exact average, 1m1⊤XK=Xˉ\frac{1}{m}\mathbf{1}^\top X^K=\bar X, and contracts disagreement according to

    ∥XK−1Xˉ∥F≤14[1−(1−12)1−λ2(W)]K∥X0−1Xˉ∥F.\|X^K-\mathbf{1}\bar X\|_F\leq\sqrt{14}\left[1-\left(1-\frac{1}{\sqrt{2}}\right)\sqrt{1-\lambda_2(W)}\right]^K\|X^0-\mathbf{1}\bar X\|_F.

    This accelerated consensus primitive allows Mudag and ProxMudag to approximate centralized accelerated (proximal) gradient descent while retaining the exact average of each communicated matrix.

  6. Knowl 6 — Exact averaged accelerated-gradient structure

    theoretical result

    Let Xˉt=1m1⊤Xt\bar X_t=\frac{1}{m}\mathbf{1}^\top X_t and Yˉt=1m1⊤Yt\bar Y_t=\frac{1}{m}\mathbf{1}^\top Y_t. For ProxMudag, define the local generalized gradient

    Gt(i,:)=1η(Yt(i,:)−prox⁡η,r(Yt(i,:)−ηSt(i,:))),Gˉt=1m∑i=1mGt(i,:).G_t^{(i,:)}=\frac{1}{\eta}\left(Y_t^{(i,:)}-\operatorname{prox}_{\eta,r}\left(Y_t^{(i,:)}-\eta S_t^{(i,:)}\right)\right), \qquad \bar G_t=\frac{1}{m}\sum_{i=1}^m G_t^{(i,:)}.

    If Sˉt=1m1⊤St\bar S_t=\frac{1}{m}\mathbf{1}^\top S_t and gˉt=1m∑i∇fi(Yt(i,:))\bar g_t=\frac{1}{m}\sum_i\nabla f_i(Y_t^{(i,:)}), the exact average-preservation property of FastMix and the initialization S0=∇F(Y0)S_0=\nabla F(Y_0) give Sˉt=gˉt\bar S_t=\bar g_t for every iteration. Consequently, the averaged ProxMudag iterates obey

    Xˉt+1=Yˉt−ηGˉt,Yˉt+1=Xˉt+1+1−α1+α(Xˉt+1−Xˉt).\bar X_{t+1}=\bar Y_t-\eta\bar G_t, \qquad \bar Y_{t+1}=\bar X_{t+1}+\frac{1-\alpha}{1+\alpha}(\bar X_{t+1}-\bar X_t).

    For Mudag, the corresponding identities are

    Xˉt+1=Yˉt−ηgˉt,Yˉt+1=Xˉt+1+1−α1+α(Xˉt+1−Xˉt),Sˉt=gˉt.\bar X_{t+1}=\bar Y_t-\eta\bar g_t, \qquad \bar Y_{t+1}=\bar X_{t+1}+\frac{1-\alpha}{1+\alpha}(\bar X_{t+1}-\bar X_t), \qquad \bar S_t=\bar g_t.

    Thus, the averaged algorithms have the same accelerated gradient or accelerated proximal-gradient form as centralized methods; the remaining analysis controls the disagreement of local primal variables and the error of the tracked gradients. The global smoothness and strong-convexity assumptions make these average updates converge even when individual local objectives are nonconvex.

  7. Knowl 7 — Optimization and network assumptions

    assumption

    The decentralized objective is

    min⁡x∈Rdh(x),h(x)=f(x)+r(x),f(x)=1m∑i=1mfi(x),\min_{x\in\mathbb{R}^d}h(x),\qquad h(x)=f(x)+r(x),\qquad f(x)=\frac{1}{m}\sum_{i=1}^m f_i(x),

    where agent ii accesses only fif_i. The aggregate function ff is assumed LL-smooth and μ\mu-strongly convex, while rr is convex and may be nondifferentiable. Each local function fif_i is differentiable and MiM_i-smooth, with M=max⁡iMiM=\max_i M_i; individual fif_i need not be convex. When local strong convexity is available, with parameters νi\nu_i and ν=min⁡iνi\nu=\min_i\nu_i, the paper defines κg=L/μ\kappa_g=L/\mu, κ^g=M/μ\hat\kappa_g=M/\mu, and κℓ=M/ν\kappa_\ell=M/\nu. The key results require only κg\kappa_g and logarithmic dependence on M/LM/L.

    The agents communicate over a connected undirected network represented by a symmetric matrix WW satisfying 0⪯W⪯Im0\preceq W\preceq I_m, W1=1W\mathbf{1}=\mathbf{1}, and null⁡(Im−W)=span⁡(1)\operatorname{null}(I_m-W)=\operatorname{span}(\mathbf{1}). The quantity 1−λ2(W)1-\lambda_2(W), where λ2(W)\lambda_2(W) is the second-largest eigenvalue, measures the network spectral gap. Each agent stores a local copy of the decision variable and can communicate only with its neighbors through multiplication by WW or through the accelerated FastMix recurrence.

  8. Knowl 8 — Experimental design for smooth and composite learning

    experimental setup

    The experiments use m=100m=100 agents and random undirected networks in which each pair is connected with probability pp. The gossip matrix is constructed as W=I−Lgraph/λ1(Lgraph)W=I-L_{\mathrm{graph}}/\lambda_1(L_{\mathrm{graph}}), where LgraphL_{\mathrm{graph}} is the weighted graph Laplacian and λ1\lambda_1 is its largest eigenvalue. The two network settings have spectral gaps 1−λ2(W)=0.051-\lambda_2(W)=0.05 and 0.810.81.

    Each local logistic-regression objective is

    fi(x)=1n∑j=1nlog⁡(1+exp⁡(−bij⟨aij,x⟩))+σi2∥x∥2,f_i(x)=\frac{1}{n}\sum_{j=1}^{n}\log\left(1+\exp\left(-b_{ij}\langle a_{ij},x\rangle\right)\right)+\frac{\sigma_i}{2}\|x\|^2,

    with aij∈Rda_{ij}\in\mathbb{R}^d and bij∈{−1,1}b_{ij}\in\{-1,1\}. For the real-world a9a data, n=325n=325 and d=123d=123. Smooth experiments use four regularization settings: σi=10−3\sigma_i=10^{-3} for every agent; σi=10−4\sigma_i=10^{-4} for every agent; σi=−10−1\sigma_i=-10^{-1} for agents 1,…,m−11,\ldots,m-1 and σm=10\sigma_m=10; and σi=−10−2\sigma_i=-10^{-2} for agents 1,…,m−11,\ldots,m-1 and σm=1\sigma_m=1. The last two settings make most local objectives nonconvex while keeping the global objective strongly convex. Mudag is compared with centralized AGD, EXTRA, NIDS, Acc-DNGD, and APM-C, using tuned stepsizes and initialization at zero.

    For sparse logistic regression, the objective is h(x)=1m∑ifi(x)+γ∥x∥1h(x)=\frac{1}{m}\sum_i f_i(x)+\gamma\|x\|_1. Experiments use the network gap 0.050.05, convex local objectives, datasets a9a and w8a, with (n,d)=(325,123)(n,d)=(325,123) for a9a and (497,300)(497,300) for `w8a.Theyuse. They use \gamma=10^{-4}anduniformand uniform\sigma_i=10^{-3}oror10^{-4},andcompareProxMudagwithPG−EXTRA,NIDS,andD2P2.ProxMudagistestedwith, and compare ProxMudag with PG-EXTRA, NIDS, and D2P2. ProxMudag is tested with K=1,2,3$.

  9. Knowl 9 — Empirical performance of Mudag under convex and nonconvex local objectives

    empirical result

    On the regularized logistic-regression tasks, Mudag has nearly the same gradient-computation cost as centralized accelerated gradient descent when every local fif_i is strongly convex, supporting the predicted O(κglog⁡(1/ε))O(\sqrt{\kappa_g}\log(1/\varepsilon)) computation rate. Its communication cost is nearly the centralized baseline when the network gap is 0.810.81 and is approximately six times that baseline when the gap is 0.050.05, matching the predicted dependence on 1/1−λ2(W)1/\sqrt{1-\lambda_2(W)}. Across the tested strongly convex settings, Mudag uses less computation and communication than the other decentralized methods, with larger advantages for smaller regularization parameters.

    When most local objectives are nonconvex but the global objective remains strongly convex, the plotted convergence curves show that Mudag's computation cost is essentially unchanged relative to the all-convex case, as predicted by its dependence on κg\kappa_g rather than local convexity parameters. Its communication cost increases slightly because negative local regularizers increase M/LM/L; this is consistent with the theory's logarithmic log⁡(Mκg/L)\log(M\kappa_g/L) factor. The competing decentralized methods deteriorate substantially under the same local nonconvexity, whereas Mudag continues to converge rapidly.

  10. Knowl 10 — Empirical performance of ProxMudag for sparse logistic regression

    empirical result

    For the composite objective h(x)=1m∑i=1mfi(x)+γ∥x∥1h(x)=\frac{1}{m}\sum_{i=1}^m f_i(x)+\gamma\|x\|_1 on the sparse a9a and w8a logistic-regression tasks, ProxMudag outperforms PG-EXTRA, NIDS, and D2P2 in both gradient computations and communication rounds for all tested settings. The advantage is especially pronounced when the uniform local regularization parameter decreases from σi=10−3\sigma_i=10^{-3} to σi=10−4\sigma_i=10^{-4}, because the resulting condition number makes accelerated dependence on κg\sqrt{\kappa_g} substantially better than methods depending on κℓ\kappa_\ell or κℓ\sqrt{\kappa_\ell}. ProxMudag converges effectively with each tested consensus length K∈{1,2,3}K\in\{1,2,3\}; increasing KK generally improves consensus per iteration but adds communication, while even the tested choices retain the method's strong communication advantage over the comparison algorithms.

Coverage note — No substantial contributed material was omitted; proof-only lemmas and detailed comparisons to prior methods were omitted because they support the stated algorithms and bounds without adding separate load-bearing contributions.

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Citation

MLA
Ye, H., et al. “Multi-Consensus Decentralized Accelerated Gradient Descent”. Journal of Machine Learning Research, vol. 24, no. 306, 2023, pp. 1–0, https://www.jmlr.org/papers/v24/22-1210.html.
APA
Ye, H., Luo, L., Zhou, Z., & Zhang, T. (2023). Multi-Consensus Decentralized Accelerated Gradient Descent. Journal of Machine Learning Research, 24(306), 1–50. https://www.jmlr.org/papers/v24/22-1210.html
Chicago
Ye, H., L. Luo, Z. Zhou, and T. Zhang. 2023. “Multi-Consensus Decentralized Accelerated Gradient Descent”. Journal of Machine Learning Research 24 (306): 1–50. https://www.jmlr.org/papers/v24/22-1210.html.
Harvard
Ye, H. et al. (2023) “Multi-Consensus Decentralized Accelerated Gradient Descent”, Journal of Machine Learning Research, 24(306), pp. 1–50. Available at: https://www.jmlr.org/papers/v24/22-1210.html.
Vancouver
1. Ye H, Luo L, Zhou Z, Zhang T (2023) Multi-Consensus Decentralized Accelerated Gradient Descent. Journal of Machine Learning Research 24:1–50

BibTeX

@article{JMLR:v24:22-1210,
  author  = {Haishan Ye and Luo Luo and Ziang Zhou and Tong Zhang},
  title   = {Multi-Consensus Decentralized Accelerated Gradient Descent},
  journal = {Journal of Machine Learning Research},
  year    = {2023},
  volume  = {24},
  number  = {306},
  pages   = {1--50},
  url     = {http://jmlr.org/papers/v24/22-1210.html}
}
Metadata:DOI registry

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