Local Stochastic ADMM for Communication-Efficient Distributed Learning

In this paper, we propose a communication-efficient alternating direction method of multipliers (ADMM)-based algorithm for solving a distributed learning problem in the stochastic non-convex setting. Our approach runs a few stochastic gradient descent (SGD) steps to solve the local problem at each worker instead of finding the exact/approximate solution as proposed by existing ADMM-based works. By doing so, the proposed framework strikes a good balance between the computation and communication costs. Extensive simulation results show that our algorithm significantly outperforms existing stochastic ADMM in terms of communication-efficiency, notably in the presence of non-independent and identically distributed (non-IID) data.