Problem Setup
In this paper, we investigate decentralized online convex optimization with compressed communication, where $n$ learners over a network jointly minimize a sequence of global loss functions based only on their local losses and compressed messages from their neighbors.
The best known regret bounds for this problem are $O(ω^{-1/2}nρ^{-1}\sqrt{T\ln n})$ and $O(ω^{-1}nρ^{-2}\ln n\ln T)$ for convex and strongly convex loss functions, respectively, where $ρ\in(0,1)$ is the spectral gap of the communication matrix and $ω\in(0,1]$ is the compression quality factor.
Gap Analysis
Compared with the corresponding lower bounds of $Ω(ω^{-1/2}nρ^{-1/4}\sqrt{T})$ and $Ω(ω^{-1}nρ^{-1/2}\ln T)$, these upper bounds exhibit polynomial gaps in their dependence on $ρ^{-1}$.
Proposed Method
To close these gaps, we first develop Ascent-gossip, which combines an online compression strategy with a Chebyshev recursion and attains a faster consensus rate than existing compressed gossip methods. Furthermore, by adopting Ascent-gossip, we propose an online algorithm that achieves optimal regret bounds of $\widetilde O(ω^{-1/2}nρ^{-1/4}\sqrt{T})$ and $\widetilde O(ω^{-1}nρ^{-1/2}\ln T)$ for convex and strongly convex loss functions, respectively.
Key Results
Up to logarithmic factors in $n$ and $ρ^{-1}$, these results match the lower bounds in terms of $T$, $n$, $ρ$, and $ω$.