LGDec 20, 2021
Decentralized Stochastic Proximal Gradient Descent with Variance Reduction over Time-varying NetworksXuanjie Li, Yuedong Xu, Jessie Hui Wang et al.
In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization ability. Decentralized stochastic proximal gradient (DSPG) method is commonly used to train this type of learning models, while the convergence rate is retarded by the variance of stochastic gradients. In this paper, we propose a novel algorithm, namely DPSVRG, to accelerate the decentralized training by leveraging the variance reduction technique. The basic idea is to introduce an estimator in each node, which tracks the local full gradient periodically, to correct the stochastic gradient at each iteration. By transforming our decentralized algorithm into a centralized inexact proximal gradient algorithm with variance reduction, and controlling the bounds of error sequences, we prove that DPSVRG converges at the rate of $O(1/T)$ for general convex objectives plus a non-smooth term with $T$ as the number of iterations, while DSPG converges at the rate $O(\frac{1}{\sqrt{T}})$. Our experiments on different applications, network topologies and learning models demonstrate that DPSVRG converges much faster than DSPG, and the loss function of DPSVRG decreases smoothly along with the training epochs.
NIMay 9, 2019
Toward Packet Routing with Fully-distributed Multi-agent Deep Reinforcement LearningXinyu You, Xuanjie Li, Yuedong Xu et al.
Packet routing is one of the fundamental problems in computer networks in which a router determines the next-hop of each packet in the queue to get it as quickly as possible to its destination. Reinforcement learning (RL) has been introduced to design autonomous packet routing policies with local information of stochastic packet arrival and service. However, the curse of dimensionality of RL prohibits the more comprehensive representation of dynamic network states, thus limiting its potential benefit. In this paper, we propose a novel packet routing framework based on \emph{multi-agent} deep reinforcement learning (DRL) in which each router possess an \emph{independent} LSTM recurrent neural network for training and decision making in a \emph{fully distributed} environment. The LSTM recurrent neural network extracts routing features from rich information regarding backlogged packets and past actions, and effectively approximates the value function of Q-learning. We further allow each route to communicate periodically with direct neighbors so that a broader view of network state can be incorporated. Experimental results manifest that our multi-agent DRL policy can strike the delicate balance between congestion-aware and shortest routes, and significantly reduce the packet delivery time in general network topologies compared with its counterparts.