Communication-efficient distributed statistical learning

By Michael I. Jordan, Jason D. Lee, Yun Yang. 2016

19 citations recorded by the source corpus.

We present the Communication-efficient Surrogate Likelihood (CSL) framework for solving distributed statistical learning problems. CSL provides a communication-efficient surrogate to the global likelihood that can be used for low-dimensional estimation, high-dimensional regularized estimation and Bayesian inference. For low-dimensional estimation, CSL provably improves upon the averaging schemes and facilitates the construction of confidence intervals. For high-dimensional regularized estimation, CSL leads to a minimax optimal estimator with minimal communication cost. For Bayesian inference, CSL can be used to form a communication-efficient quasi-posterior distribution that converges to the true posterior. This quasi-posterior procedure significantly improves the computational efficiency of MCMC algorithms even in a non-distributed setting. The methods are illustrated through empirical studies.

Subfields: Artificial Intelligence, Statistics and Probability

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In Artificial Intelligence

  1. Jialei Wang
  2. Nati Srebro
  3. Peter Richtárik
  4. Tong Zhang
  5. Ilias Diakonikolas
  6. Sebastian U. Stich
  7. Martin Jaggi
  8. Jakub Konecný

In Statistics and Probability

  1. Ilias Diakonikolas
  2. Daniel M. Kane
  3. Nati Srebro
  4. Jialei Wang
  5. Sankeerth Rao
  6. Mladen Kolar
  7. Themis Gouleakis
  8. Tong Zhang

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