@inproceedings{147392cc7e704880849ab6b7749ec1a1,
title = "D-FW: Communication efficient distributed algorithms for high-dimensional sparse optimization",
abstract = "We propose distributed algorithms for high-dimensional sparse optimization. In many applications, the parameter is sparse but high-dimensional. This is pathological for existing distributed algorithms as the latter require an information exchange stage involving transmission of the full parameter, which may not be sparse during the intermediate steps of optimization. The novelty of this work is to develop communication efficient algorithms using the stochastic Frank-Wolfe (sFW) algorithm, where the gradient computation is inexact but controllable. For star network topology, we propose an algorithm with low communication cost and establishes its convergence. The proposed algorithm is then extended to perform decentralized optimization on general network topology. Numerical experiments are conducted to verify our findings.",
keywords = "communication efficient algorithm, decentralized algorithm, large-scale optimization, sparse optimization",
author = "Jean Lafond and Wai, \{Hoi To\} and Eric Moulines",
note = "Publisher Copyright: {\textcopyright} 2016 IEEE.; 41st IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 ; Conference date: 20-03-2016 Through 25-03-2016",
year = "2016",
month = may,
day = "18",
doi = "10.1109/ICASSP.2016.7472457",
language = "English",
series = "ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "4144--4148",
booktitle = "2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Proceedings",
}