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Summary of Decentralized Multi-task Online Convex Optimization Under Random Link Failures, by Wenjing Yan and Xuanyu Cao


by Wenjing Yan, Xuanyu Cao

First submitted to arxiv on: 4 Jan 2024

Categories

  • Main: Machine Learning (cs.LG)
  • Secondary: Optimization and Control (math.OC)

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Summary difficulty Written by Summary
High Paper authors High Difficulty Summary
Read the original abstract here
Medium GrooveSquid.com (original content) Medium Difficulty Summary
A decentralized optimization method for multi-task online convex optimization is presented in this paper, focusing on handling random link failures between agents due to network congestion or other factors. The authors develop a robust decentralized saddle-point algorithm that replaces missing neighbor decisions with their latest received values and bounds the accumulated deviation caused by these replacements. The algorithm achieves O(sqrt(T)) regret and O(T^(3/4)) constraint violations in the full information scenario, matching the performance bounds of algorithms with perfect communications. The approach is extended to the two-point bandit feedback scenario, where only partial cost function values are disclosed to agents. Numerical simulations confirm the effectiveness of the proposed algorithm.
Low GrooveSquid.com (original content) Low Difficulty Summary
Decentralized optimization helps groups of computers work together efficiently. When these computers share information with each other, problems can occur due to network issues or hardware failures. This paper solves this problem by creating an algorithm that can adapt when some information is missing. The algorithm replaces missing data with what it knows, and then adjusts for the errors caused by these replacements. The result is a way for computers to work together more efficiently even when there are occasional problems.

Keywords

* Artificial intelligence  * Multi task  * Optimization