# Stochastic Optimization from Distributed, Streaming Data in Rate-limited Networks

## TL;DR

This paper introduces distributed stochastic convex optimization algorithms designed for high-rate data streams over rate-limited networks, providing convergence guarantees and demonstrating their effectiveness through numerical experiments.

## Contribution

It proposes two novel algorithms, D-SAMD and AD-SAMD, with convergence analysis and conditions for optimal performance in distributed streaming data settings.

## Key findings

- Distributed algorithms achieve order-optimum convergence under certain network conditions.
- Accelerated methods significantly improve convergence regimes compared to non-accelerated variants.
- Algorithms perform effectively in numerical experiments simulating real-world network scenarios.

## Abstract

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a network of nodes---each one of which has a stream of data arriving at a constant rate---that solve a stochastic convex optimization problem by collaborating with each other over rate-limited communication links. To this end, we present and analyze two algorithms---termed distributed stochastic approximation mirror descent (D-SAMD) and accelerated distributed stochastic approximation mirror descent (AD-SAMD)---that are based on two stochastic variants of mirror descent and in which nodes collaborate via approximate averaging of the local, noisy subgradients using distributed consensus. Our main contributions are (i) bounds on the convergence rates of D-SAMD and AD-SAMD in terms of the number of nodes, network topology, and ratio of the data streaming and communication rates, and (ii) sufficient conditions for order-optimum convergence of these algorithms. In particular, we show that for sufficiently well-connected networks, distributed learning schemes can obtain order-optimum convergence even if the communications rate is small. Further we find that the use of accelerated methods significantly enlarges the regime in which order-optimum convergence is achieved; this is in contrast to the centralized setting, where accelerated methods usually offer only a modest improvement. Finally, we demonstrate the effectiveness of the proposed algorithms using numerical experiments.