Motivated by multi-center biomedical studies that cannot share individual data due to privacy and ownership concerns, we develop communication-efficient iterative distributed algorithms for estimation and inference in the high-dimensional sparse Cox proportional hazards model. We demonstrate that our estimator, even with a relatively small number of iterations, achieves the same convergence rate as the ideal full-sample estimator under very mild conditions. To construct confidence intervals for linear combinations of high-dimensional hazard regression coefficients, we introduce a novel debiased method, establish central limit theorems, and provide consistent variance estimators that yield asymptotically valid distributed confidence intervals. In addition, we provide valid and powerful distributed hypothesis tests for any coordinate element based on a decorrelated score test. We allow time-dependent covariates as well as censored survival times. Extensive numerical experiments on both simulated and real data lend further support to our theory and demonstrate that our communication-efficient distributed estimators, confidence intervals, and hypothesis tests improve upon alternative methods.
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We propose a novel training algorithm called DualFL (Dualized Federated Learning), for solving a distributed optimization problem in federated learning. Our approach is based on a specific dual formulation of the federated learning problem. DualFL achieves communication acceleration under various settings on smoothness and strong convexity of the problem. Moreover, it theoretically guarantees the use of inexact local solvers, preserving its optimal communication complexity even with inexact local solutions. DualFL is the first federated learning algorithm that achieves communication acceleration, even when the cost function is either nonsmooth or non-strongly convex. Numerical results demonstrate that the practical performance of DualFL is comparable to those of state-of-the-art federated learning algorithms, and it is robust with respect to hyperparameter tuning.
This work concerns controlling the false discovery rate (FDR) in networks under communication constraints. We present sample-and-forward, a flexible and communication-efficient version of the Benjamini-Hochberg (BH) procedure for multihop networks with general topologies. Our method evidences that the nodes in a network do not need to communicate p-values to each other to achieve a decent statistical power under the global FDR control constraint. Consider a network with a total of $m$ p-values, our method consists of first sampling the (empirical) CDF of the p-values at each node and then forwarding $\mathcal{O}(\log m)$ bits to its neighbors. Under the same assumptions as for the original BH procedure, our method has both the provable finite-sample FDR control as well as competitive empirical detection power, even with a few samples at each node. We provide an asymptotic analysis of power under a mixture model assumption on the p-values.
Let $P_Z$ be a given distribution on $\mathbb{R}^n$. For any $y\in\mathbb{R}^n$, we may interpret $\rho(y):=\ln\mathbb{E}[e^{\left<y,Z\right>}]$ as a soft-max of $\left<y,Z\right>$. We explore lower bounds on $\mathbb{E}[\rho(Y)]$ in terms of the minimum mutual information $I(Z,\bar{Z})$ over $P_{Z\bar{Z}}$ which is a coupling of $P_Z$ and itself such that $Z-\bar{Z}$ is bounded in a certain sense. This may be viewed as a soft version of Sudakov's minoration, which lower bounds the expected supremum of a stochastic process in terms of the packing number. Our method is based on convex geometry (thrifty approximation of convex bodies), and works for general non-Gaussian $Y$. When $Y$ is Gaussian and $\bar{Z}$ converges to $Z$, this recovers a recent inequality of Bai-Wu-Ozgur on information-constrained optimal transport, previously established using Gaussian-specific techniques. We also use soft-minoration to obtain asymptotically (in tensor order) tight bounds on the free energy in the Sherrington-Kirkpatrick model with spins uniformly distributed on a type class, implying asymptotically tight bounds for the type~II error exponent in spiked tensor detection.
Distributed tensor decomposition (DTD) is a fundamental data-analytics technique that extracts latent important properties from high-dimensional multi-attribute datasets distributed over edge devices. Conventionally its wireless implementation follows a one-shot approach that first computes local results at devices using local data and then aggregates them to a server with communication-efficient techniques such as over-the-air computation (AirComp) for global computation. Such implementation is confronted with the issues of limited storage-and-computation capacities and link interruption, which motivates us to propose a framework of on-the-fly communication-and-computing (FlyCom$^2$) in this work. The proposed framework enables streaming computation with low complexity by leveraging a random sketching technique and achieves progressive global aggregation through the integration of progressive uploading and multiple-input-multiple-output (MIMO) AirComp. To develop FlyCom$^2$, an on-the-fly sub-space estimator is designed to take real-time sketches accumulated at the server to generate online estimates for the decomposition. Its performance is evaluated by deriving both deterministic and probabilistic error bounds using the perturbation theory and concentration of measure. Both results reveal that the decomposition error is inversely proportional to the population of sketching observations received by the server. To further rein in the noise effect on the error, we propose a threshold-based scheme to select a subset of sufficiently reliable received sketches for DTD at the server. Experimental results validate the performance gain of the proposed selection algorithm and show that compared to its one-shot counterparts, the proposed FlyCom$^2$ achieves comparable (even better in the case of large eigen-gaps) decomposition accuracy besides dramatically reducing devices' complexity costs.
The accuracy of Earth system models is compromised by unknown and/or unresolved dynamics, making the quantification of systematic model errors essential. While a model parameter estimation, which allows parameters to change spatio-temporally, shows promise in quantifying and mitigating systematic model errors, the estimation of the spatio-temporally distributed model parameters has been practically challenging. Here we present an efficient and practical method to estimate time-varying parameters in high-dimensional spaces. In our proposed method, Hybrid Offline and Online Parameter Estimation with ensemble Kalman filtering (HOOPE-EnKF), model parameters estimated by EnKF are constrained by results of offline batch optimization, in which the posterior distribution of model parameters is obtained by comparing simulated and observed climatological variables. HOOPE-EnKF outperforms the original EnKF in a synthetic experiment using a two-scale Lorenz96 model. One advantage of HOOPE-EnKF over traditional EnKFs is that its performance is not greatly affected by inflation factors for model parameters, thus eliminating the need for extensive tuning of inflation factors. We thoroughly discuss the potential of HOOPE-EnKF as a practical method for improving parameterizations of process-based models and prediction in real-world applications such as numerical weather prediction.
Modern statistical estimation is often performed in a distributed setting where each sample belongs to a single user who shares their data with a central server. Users are typically concerned with preserving the privacy of their samples, and also with minimizing the amount of data they must transmit to the server. We give improved private and communication-efficient algorithms for estimating several popular measures of the entropy of a distribution. All of our algorithms have constant communication cost and satisfy local differential privacy. For a joint distribution over many variables whose conditional independence is given by a tree, we describe algorithms for estimating Shannon entropy that require a number of samples that is linear in the number of variables, compared to the quadratic sample complexity of prior work. We also describe an algorithm for estimating Gini entropy whose sample complexity has no dependence on the support size of the distribution and can be implemented using a single round of concurrent communication between the users and the server. In contrast, the previously best-known algorithm has high communication cost and requires the server to facilitate interaction between the users. Finally, we describe an algorithm for estimating collision entropy that generalizes the best known algorithm to the private and communication-efficient setting.
Consider a multi-dimensional supercritical branching process with offspring distribution in a parametric family. Here, each vector coordinate corresponds to the number of offspring of a given type. The process is observed under family-size sampling: a random sample is drawn, each individual reporting its vector of brood sizes. In this work, we show that the set in which no siblings are sampled (so that the sample can be considered independent) has probability converging to one under certain conditions on the sampling size. Furthermore, we show that the sampling distribution of the observed sizes converges to the product of identical distributions, hence developing a framework for which the process can be considered iid, and the usual methods for parameter estimation apply. We provide asymptotic distributions for the resulting estimators.
Effective multi-robot teams require the ability to move to goals in complex environments in order to address real-world applications such as search and rescue. Multi-robot teams should be able to operate in a completely decentralized manner, with individual robot team members being capable of acting without explicit communication between neighbors. In this paper, we propose a novel game theoretic model that enables decentralized and communication-free navigation to a goal position. Robots each play their own distributed game by estimating the behavior of their local teammates in order to identify behaviors that move them in the direction of the goal, while also avoiding obstacles and maintaining team cohesion without collisions. We prove theoretically that generated actions approach a Nash equilibrium, which also corresponds to an optimal strategy identified for each robot. We show through extensive simulations that our approach enables decentralized and communication-free navigation by a multi-robot system to a goal position, and is able to avoid obstacles and collisions, maintain connectivity, and respond robustly to sensor noise.
The aim of this work is to develop a fully-distributed algorithmic framework for training graph convolutional networks (GCNs). The proposed method is able to exploit the meaningful relational structure of the input data, which are collected by a set of agents that communicate over a sparse network topology. After formulating the centralized GCN training problem, we first show how to make inference in a distributed scenario where the underlying data graph is split among different agents. Then, we propose a distributed gradient descent procedure to solve the GCN training problem. The resulting model distributes computation along three lines: during inference, during back-propagation, and during optimization. Convergence to stationary solutions of the GCN training problem is also established under mild conditions. Finally, we propose an optimization criterion to design the communication topology between agents in order to match with the graph describing data relationships. A wide set of numerical results validate our proposal. To the best of our knowledge, this is the first work combining graph convolutional neural networks with distributed optimization.
Federated learning is a new distributed machine learning framework, where a bunch of heterogeneous clients collaboratively train a model without sharing training data. In this work, we consider a practical and ubiquitous issue in federated learning: intermittent client availability, where the set of eligible clients may change during the training process. Such an intermittent client availability model would significantly deteriorate the performance of the classical Federated Averaging algorithm (FedAvg for short). We propose a simple distributed non-convex optimization algorithm, called Federated Latest Averaging (FedLaAvg for short), which leverages the latest gradients of all clients, even when the clients are not available, to jointly update the global model in each iteration. Our theoretical analysis shows that FedLaAvg attains the convergence rate of $O(1/(N^{1/4} T^{1/2}))$, achieving a sublinear speedup with respect to the total number of clients. We implement and evaluate FedLaAvg with the CIFAR-10 dataset. The evaluation results demonstrate that FedLaAvg indeed reaches a sublinear speedup and achieves 4.23% higher test accuracy than FedAvg.
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