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Finite-Time Convergence Rates of Decentralized Stochastic Approximation With Applications in Multi-Agent and Multi-Task Learning
In this article, we study a decentralized variant of stochastic approximation (SA), a data-driven approach for finding the root of an operator under noisy measurements. A network of agents, each with its own operator and data observations, cooperatively find the fixed point of the aggregate operator over a decentralized communication …