Rate Analysis of Coupled Distributed Stochastic Approximation for Misspecified Optimization

arXiv:2404.13669v1 Announce Type: cross
Abstract: We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent only has access to its local parameter learning and computational problem, they mean to collaboratively minimize the average of their local cost functions. To address the special optimization problem, we propose a coupled distributed stochastic approximation algorithm, in which every agent updates …

abstract access agent agents analysis approximation arxiv computational cs.dc cs.lg cs.ma distributed information math.oc optimization parametric rate sense stochastic the unknown type