Vijaykrishna Gurunanthan

New Bounds For Distributed Mean Estimation and Variance Reduction

We consider the problem of distributed mean estimation (DME), in which $n$ machines are each given a local $d$-dimensional vector $\mathbf x_v \in \mathbb R^d$, and must cooperate to estimate the mean of their inputs $\mathbf \mu = \frac 1n\sum_{v = 1}^n \mathbf x_v$, while minimizing total communic…