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Publication# Quantization for Decentralized Learning Under Subspace Constraints

Abstract

In this article, we consider decentralized optimization problems where agents have individual cost functions to minimize subject to subspace constraints that require the minimizers across the network to lie in low-dimensional subspaces. This constrained formulation includes consensus or single-task optimization as special cases, and allows for more general task relatedness models such as multitask smoothness and coupled optimization. In order to cope with communication constraints, we propose and study an adaptive decentralized strategy where the agents employ differential randomized quantizers to compress their estimates before communicating with their neighbors. The analysis shows that, under some general conditions on the quantization noise, and for sufficiently small step-sizes mu, the strategy is stable both in terms of mean-square error and average bit rate: by reducing mu, it is possible to keep the estimation errors small (on the order of mu) without increasing indefinitely the bit rate as mu -> 0 when variable-rate quantizers are used. Simulations illustrate the theoretical findings and the effectiveness of the proposed approach, revealing that decentralized learning is achievable at the expense of only a few bits.

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Related concepts (32)

Related publications (44)

Related MOOCs (6)

Ontological neighbourhood

Quantization (signal processing)

Quantization, in mathematics and digital signal processing, is the process of mapping input values from a large set (often a continuous set) to output values in a (countable) smaller set, often with a finite number of elements. Rounding and truncation are typical examples of quantization processes. Quantization is involved to some degree in nearly all digital signal processing, as the process of representing a signal in digital form ordinarily involves rounding. Quantization also forms the core of essentially all lossy compression algorithms.

Mean squared error

In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is, the average squared difference between the estimated values and the actual value. MSE is a risk function, corresponding to the expected value of the squared error loss. The fact that MSE is almost always strictly positive (and not zero) is because of randomness or because the estimator does not account for information that could produce a more accurate estimate.

Bit rate

In telecommunications and computing, bit rate (bitrate or as a variable R) is the number of bits that are conveyed or processed per unit of time. The bit rate is expressed in the unit bit per second (symbol: bit/s), often in conjunction with an SI prefix such as kilo (1 kbit/s = 1,000 bit/s), mega (1 Mbit/s = 1,000 kbit/s), giga (1 Gbit/s = 1,000 Mbit/s) or tera (1 Tbit/s = 1,000 Gbit/s). The non-standard abbreviation bps is often used to replace the standard symbol bit/s, so that, for example, 1 Mbps is used to mean one million bits per second.

Digital Signal Processing I

Basic signal processing concepts, Fourier analysis and filters. This module can
be used as a starting point or a basic refresher in elementary DSP

Digital Signal Processing II

Adaptive signal processing, A/D and D/A. This module provides the basic
tools for adaptive filtering and a solid mathematical framework for sampling and
quantization

Digital Signal Processing III

Advanced topics: this module covers real-time audio processing (with
examples on a hardware board), image processing and communication system design.

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Ali H. Sayed, Stefan Vlaski, Roula Nassif, Marco Carpentiero

In this paper, we consider decentralized optimization problems where agents have individual cost functions to minimize subject to subspace constraints that require the minimizers across the network to lie in low-dimensional subspaces. This constrained form ...