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Distributed Online Convex Optimization with Compressed Communication: Optimal Regret and Applications
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Studies distributed online convex optimization (D-OCO) with δ-contractive compressed communication between learners and a central server, proposing D-FTCL (error feedback in FTRL, regret O(δ^-1√T)) and D-FTFCL (online fast compressed communication with blocking, regret O(δ^-1/2√T) and O(δ^-1 log T)), matched by new lower bounds, plus an online-to-batch extension to distributed stochastic non-smoot
Problem
Distributed online convex optimization with a central server suffers high communication cost; existing error-feedback methods fail to control the coupled compression and projection errors under domain constraints, and no optimal regret bounds exist for compressed D-OCO.
Approach
Integrates error feedback into FTRL so projection error does not propagate into later compression steps, applies bidirectional EF, then uses online fast compressed communication over blocks of size L≈1/δ (with delayed updates) to reduce amplified compression error and attain matching lower bounds.
Key results
- D-FTCL achieves regret O(δ^-1√T) for convex and O(δ^-2 log T) for strongly convex losses under bidirectional compression.
- D-FTFCL with block size L=⌈1/δ⌉ achieves O(δ^-1/2√T) and O(δ^-1 log T) regret, matching the lower bounds Ω(δ^-1/2√T) and Ω(δ^-1 log T).
- The offline extension attains last-iterate rates O(δ^-1/2 T^-1/2) for convex and O((μD+G)^2/(μδT)) for strongly convex non-smooth distributed optimization with domain constraints.
Limitations
- Optimal guarantees require block size L=⌈1/δ⌉ from worst-case analysis; practical smaller L is unanalyzed.
- Asynchronous two-block delay complicates analysis; updates use stale information.
- Smooth-loss improvement via optimistic methods left open since compressed gradients alone are insufficient for optimistic terms.
Experimental setup
Metrics: regret convergence rate
Baselines: D-FTCL
Builds on: Follow-the-Regularized-Leader error feedback (EF) fast compressed communication (FCC) anytime online-to-batch conversion EF21
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- Universal Online Convex Optimization with $1$ Projection per Round (NeurIPS 2024 · similarity 0.89)
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