A Communication-Efficient Decentralized Newton's Method With Provably Faster Convergence
A Communication-Efficient Decentralized Newton's Method With Provably Faster Convergence
In this paper, we consider a strongly convex finite-sum minimization problem over a decentralized network and propose a communication-efficient decentralized Newton's method for solving it. The main challenges in designing such an algorithm come from three aspects: (i) mismatch between local gradients/Hessians and the global ones; (ii) cost of sharing …