A New Perspective on Randomized Gossip Algorithms
Distributed, Parallel, and Cluster Computing
2016-10-18 v1 Information Theory
math.IT
Optimization and Control
Abstract
In this short note we propose a new approach for the design and analysis of randomized gossip algorithms which can be used to solve the average consensus problem. We show how that Randomized Block Kaczmarz (RBK) method - a method for solving linear systems - works as gossip algorithm when applied to a special system encoding the underlying network. The famous pairwise gossip algorithm arises as a special case. Subsequently, we reveal a hidden duality of randomized gossip algorithms, with the dual iterative process maintaining a set of numbers attached to the edges as opposed to nodes of the network. We prove that RBK obtains a superlinear speedup in the size of the block, and demonstrate this effect through experiments.
Keywords
Cite
@article{arxiv.1610.04714,
title = {A New Perspective on Randomized Gossip Algorithms},
author = {Nicolas Loizou and Peter Richtárik},
journal= {arXiv preprint arXiv:1610.04714},
year = {2016}
}