Title
On Communication Cost of Distributed Statistical Estimation and Dimensionality.
Abstract
We explore the connection between dimensionality and communication cost in distributed learning problems. Specifically we study the problem of estimating the mean (theta) over right arrow of an unknown d dimensional gaussian distribution in the distributed setting. In this problem, the samples from the unknown distribution are distributed among m different machines. The goal is to estimate the mean (theta) over right arrow at the optimal minimax rate while communicating as few bits as possible. We show that in this setting, the communication cost scales linearly in the number of dimensions i.e. one needs to deal with different dimensions individually. Applying this result to previous lower bounds for one dimension in the interactive setting [1] and to our improved bounds for the simultaneous setting, we prove new lower bounds of Omega(md/log(m)) and Omega(md) for the bits of communication needed to achieve the minimax squared loss, in the interactive and simultaneous settings respectively. To complement, we also demonstrate an interactive protocol achieving the minimax squared loss with O(md) bits of communication, which improves upon the simple simultaneous protocol by a logarithmic factor. Given the strong lower bounds in the general setting, we initiate the study of the distributed parameter estimation problems with structured parameters. Specifically, when the parameter is promised to be s-sparse, we show a simple thresholding based protocol that achieves the same squared loss while saving a d/s factor of communication. We conjecture that the tradeoff between communication and squared loss demonstrated by this protocol is essentially optimal up to logarithmic factor.
Year
Venue
Field
2014
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 27 (NIPS 2014)
Mathematical optimization,Minimax,Square (algebra),Computer science,Curse of dimensionality,Gaussian,Artificial intelligence,Logarithm,Thresholding,Estimation theory,Conjecture,Machine learning
DocType
Volume
ISSN
Conference
27
1049-5258
Citations 
PageRank 
References 
12
0.70
8
Authors
3
Name
Order
Citations
PageRank
Ankit Garg112516.19
Tengyu Ma259641.23
Huy L. Nguyen337632.33