Optimized Gradient Tracking for Decentralized Online Learning

This work considers the problem of decentralized online learning, where the goal is to track the optimum of the sum of time-varying functions, distributed across several nodes in a network. The local availability of the functions and their gradients necessitates coordination and consensus among the nodes. We put forth the Generalized Gradient Tracking (GGT) framework that unifies a number of existing approaches, including the state-of-the-art ones. The performance of the proposed GGT algorithm is theoretically analyzed using a novel semidefinite …

availability consensus cs.lg decentralized distributed eess.sp functions generalized gradient math.oc network nodes online learning optimum tracking work