Fast and Efficient Gossip Algorithms for Robust and Non-smooth Decentralized Learning
Abstract
Decentralized learning on resource-constrained edge devices demands algorithms that are communication-efficient, robust to data corruption, and lightweight in memory. State-of-the-art gossip-based methods address communication efficiency, but achieving robustness remains challenging. Methods for robust estimation and optimization typically rely on non-smooth objectives (e.g., pinball loss, 1 loss), yet standard gossip methods are primarily designed for smooth losses. Asynchronous decentralized ADMM-based methods have been proposed to handle such non-smooth objectives; however, existing approaches require memory that scales with node degree, making them impractical when memory is limited. We propose AsylADMM, a novel asynchronous gossip algorithm for decentralized non-smooth optimization requiring only two variables per node. We provide a new theoretical analysis for the synchronous variant and leverage it to prove convergence of AsylADMM in a simplified setting based on the squared loss. Empirically, AsylADMM converges faster than existing baselines on challenging non-smooth problems, including quantile and geometric median estimation, lasso regression, and robust regression. More broadly, our novel gossip framework opens a practical pathway toward robust and non-smooth decentralized learning.
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