2022
Decentralized Local Stochastic Extra-Gradient for Variational Inequalities
Aleksandr Beznosikov, Pavel Dvurechensky, Anastasia Koloskova, Valentin Samokhin, Sebastian U Stich, Alexander Gasnikov
NeurIPS 2022accept
We consider distributed stochastic variational inequalities (VIs) on unbounded domains with the problem data that is heterogeneous (non-IID) and distributed across many devices. We make a very general assumption on the computational network that, in particular, covers the settings of fully decentral…