Adaptive Consensus ADMM for Distributed Optimization

June 09, 2017 ยท Declared Dead ยท ๐Ÿ› 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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