Communication-efficient Distributed Newton-like Optimization with Gradients and M-estimators

Ziyan Yin

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arXiv · 2207.06253

Communication-efficient Distributed Newton-like Optimization with Gradients and M-estimators

Ziyan Yin

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Abstract

In modern data science, it is common that large-scale data are stored and processed parallelly across a great number of locations. For reasons including confidentiality concerns, only limited data information from each parallel center is eligible to be transferred. To solve these problems more efficiently, a group of communication-efficient methods are being actively developed. We propose two communication-efficient Newton-type algorithms, combining the M-estimator and the gradient collected from each data center. They are created by constructing two Fisher information estimators globally with those communication-efficient statistics. Enjoying a higher rate of convergence, this framework improves upon existing Newton-like methods. Moreover, we present two bias-adjusted one-step distributed estimators. When the square of the center-wise sample size is of a greater magnitude than the total number of centers, they are as efficient as the global $M$-estimator asymptotically. The advantages of our methods are illustrated by extensive theoretical and empirical evidences.

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Ziyan Yin. 2022-07-13. Communication-efficient Distributed Newton-like Optimization with Gradients and M-estimators. https://arxiv.org/abs/2207.06253

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