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Distributed Variance Reduction with Optimal Communication

arXiv e-prints, pp.arXiv: 2002.09268, (2020)

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Abstract

We consider the problem of distributed variance reduction: machines each receive probabilistic estimates of an unknown true vector , and must cooperate to find a common estimate of with lower variance, while minimizing communication. Variance reduction is closely related to the well-studied problem of distributed mean estimation, and is a...More

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Author
Peter Davies
Peter Davies
Vijaykrishna Gurunathan
Vijaykrishna Gurunathan
Niusha Moshrefi
Niusha Moshrefi
Saleh Ashkboos
Saleh Ashkboos
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