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Main Authors: Li, Ruiyu, Zhao, Peilin, Li, Guangxia, Xu, Zhiqiang, Li, Xuewei
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2411.06135
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author Li, Ruiyu
Zhao, Peilin
Li, Guangxia
Xu, Zhiqiang
Li, Xuewei
author_facet Li, Ruiyu
Zhao, Peilin
Li, Guangxia
Xu, Zhiqiang
Li, Xuewei
contents Online multi-task learning (OMTL) enhances streaming data processing by leveraging the inherent relations among multiple tasks. It can be described as an optimization problem in which a single loss function is defined for multiple tasks. Existing gradient-descent-based methods for this problem might suffer from gradient vanishing and poor conditioning issues. Furthermore, the centralized setting hinders their application to online parallel optimization, which is vital to big data analytics. Therefore, this study proposes a novel OMTL framework based on the alternating direction multiplier method (ADMM), a recent breakthrough in optimization suitable for the distributed computing environment because of its decomposable and easy-to-implement nature. The relations among multiple tasks are modeled dynamically to fit the constant changes in an online scenario. In a classical distributed computing architecture with a central server, the proposed OMTL algorithm with the ADMM optimizer outperforms SGD-based approaches in terms of accuracy and efficiency. Because the central server might become a bottleneck when the data scale grows, we further tailor the algorithm to a decentralized setting, so that each node can work by only exchanging information with local neighbors. Experimental results on a synthetic and several real-world datasets demonstrate the efficiency of our methods.
format Preprint
id arxiv_https___arxiv_org_abs_2411_06135
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Online Parallel Multi-Task Relationship Learning via Alternating Direction Method of Multipliers
Li, Ruiyu
Zhao, Peilin
Li, Guangxia
Xu, Zhiqiang
Li, Xuewei
Machine Learning
Artificial Intelligence
Distributed, Parallel, and Cluster Computing
Online multi-task learning (OMTL) enhances streaming data processing by leveraging the inherent relations among multiple tasks. It can be described as an optimization problem in which a single loss function is defined for multiple tasks. Existing gradient-descent-based methods for this problem might suffer from gradient vanishing and poor conditioning issues. Furthermore, the centralized setting hinders their application to online parallel optimization, which is vital to big data analytics. Therefore, this study proposes a novel OMTL framework based on the alternating direction multiplier method (ADMM), a recent breakthrough in optimization suitable for the distributed computing environment because of its decomposable and easy-to-implement nature. The relations among multiple tasks are modeled dynamically to fit the constant changes in an online scenario. In a classical distributed computing architecture with a central server, the proposed OMTL algorithm with the ADMM optimizer outperforms SGD-based approaches in terms of accuracy and efficiency. Because the central server might become a bottleneck when the data scale grows, we further tailor the algorithm to a decentralized setting, so that each node can work by only exchanging information with local neighbors. Experimental results on a synthetic and several real-world datasets demonstrate the efficiency of our methods.
title Online Parallel Multi-Task Relationship Learning via Alternating Direction Method of Multipliers
topic Machine Learning
Artificial Intelligence
Distributed, Parallel, and Cluster Computing
url https://arxiv.org/abs/2411.06135