*Result*: Zero Order Algorithm for Decentralized Optimization Problems.

Title:
Zero Order Algorithm for Decentralized Optimization Problems.
Authors:
Veprikov, A. S.1,2,3 (AUTHOR) veprikov.as@phystech.edu, Petrov, E. D.1 (AUTHOR) petrov.egor.d@phystech.edu, Evseev, G. V.1 (AUTHOR) evseev.gv@phystech.edu, Beznosikov, A. N.3,4 (AUTHOR) anbeznosikov@gmail.com
Source:
Doklady Mathematics. 2024 Suppl 1, Vol. 110, pS261-S277. 17p.
Database:
Academic Search Index

*Further Information*

*In this paper we consider a distributed optimization problem in the black-box formulation. This means that the target function f is decomposed into the sum of functions , where is the number of workers, it is assumed that each worker has access only to the zero-order noisy oracle, i.e., only to the values of with added noise. In this paper, we propose a new method ZO-MARINA based on the state-of-the-art distributed optimization algorithm MARINA. In particular, the following modifications are made to solve the problem in the black-box formulation: (i) we use approximations of the gradient instead of the true value, (ii) the difference of two approximated gradients at some coordinates is used instead of the compression operator. In this paper, a theoretical convergence analysis is provided for non-convex functions and functions satisfying the PL condition. The convergence rate of the proposed algorithm is correlated with the results for the algorithm that uses the first-order oracle. The theoretical results are validated in computational experiments to find optimal hyperparameters for the Resnet-18 neural network, that is trained on the CIFAR-10 dataset and the SVM model on the LibSVM library dataset and on the Mnist-784 dataset. [ABSTRACT FROM AUTHOR]*