Robust Online Learning Over Networks
2025 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 70, no 2, p. 933-946Article in journal (Refereed) Published
Abstract [en]
The recent deployment of multiagent networks has enabled the distributed solution of learning problems, where agents cooperate to train a global model without sharing their local, private data. This work specifically targets some prevalent challenges inherent to distributed learning: 1) online training, i.e., the local data change over time; 2) asynchronous agent computations; 3) unreliable and limited communications; and 4) inexact local computations. To tackle these challenges, we apply the distributed operator theoretical (DOT) version of the alternating direction method of multipliers (ADMM), which we call "DOT-ADMM." We prove that if the DOT-ADMM operator is metric subregular, then it converges with a linear rate for a large class of (not necessarily strongly) convex learning problems toward a bounded neighborhood of the optimal time-varying solution, and characterize how such neighborhood depends on 1)-4). We first derive an easy-to-verify condition for ensuring the metric subregularity of an operator, followed by tutorial examples on linear and logistic regression problems. We corroborate the theoretical analysis with numerical simulations comparing DOT-ADMM with other state-of-the-art algorithms, showing that only the proposed algorithm exhibits robustness to 1)-4).
Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2025. Vol. 70, no 2, p. 933-946
Keywords [en]
Measurement, Convergence, Computational modeling, Training, Distributed databases, Robustness, Numerical models, Asynchronous networks, distributed learning, online learning, unreliable communications
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-360035DOI: 10.1109/TAC.2024.3441723ISI: 001410256600026Scopus ID: 2-s2.0-85201273743OAI: oai:DiVA.org:kth-360035DiVA, id: diva2:1938130
Note
QC 20250226
2025-02-172025-02-172025-09-22Bibliographically approved