论文标题

在联合主体组件分析中对子空间寻求共识

Seeking Consensus on Subspaces in Federated Principal Component Analysis

论文作者

Wang, Lei, Liu, Xin, Zhang, Yin

论文摘要

在本文中,我们开发了一种用于联合主体组件分析(PCA)的算法,重点是通信效率和数据隐私。一般而言,基于经典迭代方法的直接改编(例如同时的子空间迭代(SSI))的联合PCA算法无法保留数据隐私,而基于可变分解和寻求共识的算法,例如多级交流指导(AMPM)(AMPM),缺乏通信效率。在这项工作中,我们提出了一种新颖的寻求共识的公式,通过通过分裂变量跨越的子空间而不是平衡变量本身,从而极大地放松了可行性限制并允许更快的收敛性。然后,我们开发了一种类似ADMM的算法,具有几个特殊功能,以使其实际上有效,包括低级乘数公式和用于处理子问题的技术。我们确定所提出的算法比适合联合PCA设置的经典方法更好地保护数据隐私。我们得出了在非线性平等约束存在下提出的类似ADMM样算法的收敛结果,包括最坏情况的复杂性估计值。提出了广泛的经验结果,以表明新算法在增强数据隐私的同时,与联合PCA的现有同行算法相比,沟通需要少得多。

In this paper, we develop an algorithm for federated principal component analysis (PCA) with emphases on both communication efficiency and data privacy. Generally speaking, federated PCA algorithms based on direct adaptations of classic iterative methods, such as simultaneous subspace iterations (SSI), are unable to preserve data privacy, while algorithms based on variable-splitting and consensus-seeking, such as alternating direction methods of multipliers (ADMM), lack in communication-efficiency. In this work, we propose a novel consensus-seeking formulation by equalizing subspaces spanned by splitting variables instead of equalizing variables themselves, thus greatly relaxing feasibility restrictions and allowing much faster convergence. Then we develop an ADMM-like algorithm with several special features to make it practically efficient, including a low-rank multiplier formula and techniques for treating subproblems. We establish that the proposed algorithm can better protect data privacy than classic methods adapted to the federated PCA setting. We derive convergence results, including a worst-case complexity estimate, for the proposed ADMM-like algorithm in the presence of the nonlinear equality constraints. Extensive empirical results are presented to show that the new algorithm, while enhancing data privacy, requires far fewer rounds of communication than existing peer algorithms for federated PCA.

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