| Presentation | 2021-01-22 Distributed Mini-Batch Stochastic Subgradient Algorithm over Directed Networks Daichi Ishikawa, Naoki Hayashi, Shigemasa Takai, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | We consider a constrained optimization problem of minimizing the sum of the local convex objective function values of agents over a strongly connected graph. In the proposed method, we propose a distributed mini-batch stochastic subgradient algorithm that solves the optimization problem in a distributed manner using stochastically sampled data. In this paper, we study the convergence of the proposed algorithm from the viewpoint of the regret analysis based on the row stochasticity of the weight matrix corresponding to the communication network. We show the validity of the proposed method through numerical experiments. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | distributed optimization / directed graph / stochastic optimization |
| Paper # | RCC2020-35 |
| Date of Issue | 2021-01-15 (RCC) |
| Conference Information | |
| Committee | RCC |
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| Conference Date | 2021/1/22(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Online |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | HUAN-BANG LI(NICT) |
| Vice Chair | Shunichi Azuma(Nagoya Univ.) / Koji Ishii(Kagawa Univ.) |
| Secretary | Shunichi Azuma(CRIEPI) / Koji Ishii(Osaka Univ.) |
| Assistant | SHAN LIN(NICT) / Masaki Ogura(Osaka Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Reliable Communication and Control |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Distributed Mini-Batch Stochastic Subgradient Algorithm over Directed Networks |
| Sub Title (in English) | |
| Keyword(1) | distributed optimization |
| Keyword(2) | directed graph |
| Keyword(3) | stochastic optimization |
| 1st Author's Name | Daichi Ishikawa |
| 1st Author's Affiliation | Osaka University(Osaka Univ.) |
| 2nd Author's Name | Naoki Hayashi |
| 2nd Author's Affiliation | Osaka University(Osaka Univ.) |
| 3rd Author's Name | Shigemasa Takai |
| 3rd Author's Affiliation | Osaka University(Osaka Univ.) |
| Date | 2021-01-22 |
| Paper # | RCC2020-35 |
| Volume (vol) | vol.120 |
| Number (no) | RCC-332 |
| Page | pp.pp.4-8(RCC), |
| #Pages | 5 |
| Date of Issue | 2021-01-15 (RCC) |