Provably Accelerated Randomized Gossip Algorithms

October 31, 2018 Β· Declared Dead Β· πŸ› IEEE International Conference on Acoustics, Speech, and Signal Processing

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Authors Nicolas Loizou, Michael Rabbat, Peter RichtΓ‘rik arXiv ID 1810.13084 Category math.OC: Optimization & Control Cross-listed cs.DC, cs.LG, cs.MA, eess.SY Citations 20 Venue IEEE International Conference on Acoustics, Speech, and Signal Processing Last Checked 6 months ago
Abstract
In this work we present novel provably accelerated gossip algorithms for solving the average consensus problem. The proposed protocols are inspired from the recently developed accelerated variants of the randomized Kaczmarz method - a popular method for solving linear systems. In each gossip iteration all nodes of the network update their values but only a pair of them exchange their private information. Numerical experiments on popular wireless sensor networks showing the benefits of our protocols are also presented.
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