Revisiting Randomized Gossip Algorithms: General Framework, Convergence Rates and Novel Block and Accelerated Protocols
This work provides incremental improvements for decentralized computing in wireless networks by offering a more flexible and faster approach to consensus algorithms.
The authors tackled the average consensus problem by developing a new framework for analyzing and designing randomized gossip algorithms, which recovers existing methods and enables the creation of novel block and accelerated protocols with provably faster convergence rates.
In this work we present a new framework for the analysis and design of randomized gossip algorithms for solving the average consensus problem. We show how classical randomized iterative methods for solving linear systems can be interpreted as gossip algorithms when applied to special systems encoding the underlying network and explain in detail their decentralized nature. Our general framework recovers a comprehensive array of well-known gossip algorithms as special cases, including the pairwise randomized gossip algorithm and path averaging gossip, and allows for the development of provably faster variants. The flexibility of the new approach enables the design of a number of new specific gossip methods. For instance, we propose and analyze novel block and the first provably accelerated randomized gossip protocols, and dual randomized gossip algorithms. From a numerical analysis viewpoint, our work is the first that explores in depth the decentralized nature of randomized iterative methods for linear systems and proposes them as methods for solving the average consensus problem. We evaluate the performance of the proposed gossip protocols by performing extensive experimental testing on typical wireless network topologies.