图 书 馆
网络中的分布式双平均Distributed Dual Averaging In Networks |
|
| 课程网址: | http://videolectures.net/nips2010_duchi_dda/ |
| 主讲教师: | John Duchi |
| 开课单位: | 加州大学伯克利分校 |
| 开课时间: | 2011-03-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. We develop and analyze distributed algorithms based on dual averaging of subgradients, and we provide sharp bounds on their convergence rates as a function of the network size and topology. Our analysis clearly separates the convergence of the optimization algorithm itself from the effects of communication constraints arising from the network structure. We show that the number of iterations required by our algorithm scales inversely in the spectral gap of the network. The sharpness of this prediction is confirmed both by theoretical lower bounds and simulations for various networks. |
| 关 键 词: | 分散优化; 局部计算; 迭代次数 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-07-25：cwx |
| 阅读次数: | 70 |