Abstract:Distributed optimization methods with probabilistic local updates have recently gained attention for their provable ability to communication acceleration. Nevertheless, this capability is effective only when the loss function is smooth and the network is sufficiently well-connected. In this paper, we propose the first linear convergent method MG-SKIP with probabilistic local updates for nonsmooth distributed optimization. Without any extra condition for the network connectivity, MG-SKIP allows for the multiple… Show more
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