OCJun 16, 2022
Distributed Online Private Learning of Convex Nondecomposable ObjectivesHuqiang Cheng, Xiaofeng Liao, Huaqing Li
We deal with a general distributed constrained online learning problem with privacy over time-varying networks, where a class of nondecomposable objectives are considered. Under this setting, each node only controls a part of the global decision, and the goal of all nodes is to collaboratively minimize the global cost over a time horizon $T$ while guarantees the security of the transmitted information. For such problems, we first design a novel generic algorithm framework, named as DPSDA, of differentially private distributed online learning using the Laplace mechanism and the stochastic variants of dual averaging method. Note that in the dual updates, all nodes of DPSDA employ the noise-corrupted gradients for more generality. Then, we propose two algorithms, named as DPSDA-C and DPSDA-PS, under this framework. In DPSDA-C, the nodes implement a circulation-based communication in the primal updates so as to alleviate the disagreements over time-varying undirected networks. In addition, for the extension to time-varying directed ones, the nodes implement the broadcast-based push-sum dynamics in DPSDA-PS, which can achieve average consensus over arbitrary directed networks. Theoretical results show that both algorithms attain an expected regret upper bound in $\mathcal{O}( \sqrt{T} )$ when the objective function is convex, which matches the best utility achievable by cutting-edge algorithms. Finally, numerical experiment results on both synthetic and real-world datasets verify the effectiveness of our algorithms.
19.2SYApr 15
Optimal Decentralized Dynamic Energy Management over Asynchronous Peer-to-Peer Transactive Networks via Operator SplittingXi Zhang, Huqiang Cheng, Guo Chen et al.
Peer-to-peer (P2P) energy management facilitates decentralized resource allocation among prosumers, improving local hosting capacity for renewables and minimizing energy expenditures while ensuring data privacy through distributed coordination. However, conventional P2P energy management methods are confined to synchronous scheduling paradigms, creating synchronization bottlenecks that fundamentally conflict with the dynamic and decentralized nature of P2P energy management tasks. To bridge this gap, this paper focuses on resolving a class of dynamic energy management problems over asynchronous P2P (Asyn-P2P) transactive networks. We first recast the dynamic energy management problems into a saddle-point problem, and then propose a synchronous decentralized dynamic energy management algorithm, dubbed Syn-DYNA,based on operator splitting theory. To eliminate the global synchronization clock in Syn-DYNA, we introduce a random activation scheme, together with local buffers for latest state tracking, to develop an asynchronous variant of Syn-DYNA, namely Asyn-DYNA. Based on monotone operator theory, theoretical analysis proves a non-asymptotic linear convergence rate for Syn-DYNA and establishes the almost sure convergence ofAsyn-DYNA. Numerical experiments validate effectiveness of Syn-DYNA and Asyn-DYNA algorithms by tackling a dynamic energy management task over P2P transactive networks.