Adaptive Consensus ADMM for Distributed Optimization
June 09, 2017 ยท Declared Dead ยท ๐ International Conference on Machine Learning
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Authors
Zheng Xu, Gavin Taylor, Hao Li, Mario Figueiredo, Xiaoming Yuan, Tom Goldstein
arXiv ID
1706.02869
Category
cs.LG: Machine Learning
Cross-listed
eess.SY,
math.NA
Citations
70
Venue
International Conference on Machine Learning
Last Checked
4 months ago
Abstract
The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that boost performance by using different fine-tuned algorithm parameters on each worker node. We present a O(1/k) convergence rate for adaptive ADMM methods with node-specific parameters, and propose adaptive consensus ADMM (ACADMM), which automatically tunes parameters without user oversight.
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