Online Decentralized Frank-Wolfe: From theoretical bound to applications in smart-building

07/31/2022

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by   Angan Mitra, et al.

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The design of decentralized learning algorithms is important in the fast-growing world in which data are distributed over participants with limited local computation resources and communication. In this direction, we propose an online algorithm minimizing non-convex loss functions aggregated from individual data/models distributed over a network. We provide the theoretical performance guarantee of our algorithm and demonstrate its utility on a real life smart building.