Distributed Stochastic Approximation with Local Projections
نویسندگان
چکیده
We propose a distributed version of a stochastic approximation scheme constrained to remain in the intersection of a finite family of convex sets. The projection to the intersection of these sets is also computed in a distributed manner and a ‘nonlinear gossip’ mechanism is employed to blend the projection iterations with the stochastic approximation using multiple time scales.
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عنوان ژورنال:
- CoRR
دوره abs/1708.08246 شماره
صفحات -
تاریخ انتشار 2017