Learning-based Adaptive Quantization for Communication-efficient Distributed Optimization with ADMM

Truong X. Nghiem, Aldo Duarte, Shuangqing Wei

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

In distributed optimization schemes that consist of a group of agents coordinated by a coordinator, the optimization algorithm often involves the agents solving private local proximal minimization subproblems and exchanging data frequently with the coordinator. Such schemes usually incur excessive communication cost, effecting the need for communication reduction in distributed optimization. Gaussian Processes (GPs) have been shown to be effective for learning the agents' proximal operators and hence for reducing the communication of the Alternating Direction Method of Multipliers (ADMM). We combine this learning-based approach with an adaptive uniform quantization approach to achieve even higher communication reduction. Our approach exploits the probabilistic prediction of the GPs to adapt and refine the quantizers along the progress of the ADMM algorithm. Moreover, following a linear minimum mean square error estimation (LMMSE) approach, we improve the GP regression and hyperparameter tuning by taking into account the statistics of the resulting quantization errors. The proposed approach can achieve significant communication reduction for ADMM without sacrificing the convergence nor the optimality even with small numbers of quantization levels, as demonstrated in simulations of a distributed optimal power dispatch application.

Original languageEnglish (US)
Title of host publicationConference Record of the 54th Asilomar Conference on Signals, Systems and Computers, ACSSC 2020
EditorsMichael B. Matthews
PublisherIEEE Computer Society
Pages37-41
Number of pages5
ISBN (Electronic)9780738131269
DOIs
StatePublished - Nov 1 2020
Event54th Asilomar Conference on Signals, Systems and Computers, ACSSC 2020 - Pacific Grove, United States
Duration: Nov 1 2020Nov 5 2020

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
Volume2020-November
ISSN (Print)1058-6393

Conference

Conference54th Asilomar Conference on Signals, Systems and Computers, ACSSC 2020
Country/TerritoryUnited States
CityPacific Grove
Period11/1/2011/5/20

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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