论文标题
部分可观测时空混沌系统的无模型预测
SHED: A Newton-type algorithm for federated learning based on incremental Hessian eigenvector sharing
论文作者
论文摘要
储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。
There is a growing interest in the distributed optimization framework that goes under the name of Federated Learning (FL). In particular, much attention is being turned to FL scenarios where the network is strongly heterogeneous in terms of communication resources (e.g., bandwidth) and data distribution. In these cases, communication between local machines (agents) and the central server (Master) is a main consideration. In this work, we present SHED, an original communication-constrained Newton-type (NT) algorithm designed to accelerate FL in such heterogeneous scenarios. SHED is by design robust to non i.i.d. data distributions, handles heterogeneity of agents' communication resources (CRs), only requires sporadic Hessian computations, and achieves super-linear convergence. This is possible thanks to an incremental strategy, based on eigendecomposition of the local Hessian matrices, which exploits (possibly) outdated second-order information. The proposed solution is thoroughly validated on real datasets by assessing (i) the number of communication rounds required for convergence, (ii) the overall amount of data transmitted and (iii) the number of local Hessian computations. For all these metrics, the proposed approach shows superior performance against state-of-the art techniques like GIANT and FedNL.