A new perspective on randomized gossip algorithms

Nicolas Loizou, Peter Richtárik

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

8 Scopus citations

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.

Original languageEnglish (US)
Title of host publication2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages440-444
Number of pages5
ISBN (Electronic)9781509045457
DOIs
StatePublished - Apr 19 2017
Event2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016 - Washington, United States
Duration: Dec 7 2016Dec 9 2016

Publication series

Name2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016 - Proceedings

Other

Other2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016
CountryUnited States
CityWashington
Period12/7/1612/9/16

Keywords

  • Average Consensus Problem
  • Linear Systems
  • Networks
  • Randomized Block Kaczmarz
  • Randomized Gossip Algorithms

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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