分布式拜占庭问题中的“引入元去偏”方法

The “component debiasing” method in distributed Byzantine problems

  • 摘要: 大数据时代背景下, 集中式估计方法存在存不下, 算不出和隐私保护三大难题, 基于此分布式统计方法应运而生. 分布式计算涉及多台机器间的通信, 现有统计推断方法由于偏差累积导致估计量准确性受损而难以适用. 因此本文基于“引入元去偏”方法, 构造一般的参数分布式估计框架, 解决了分布式计算问题. 首先将真实参数表示为多个分量参数的函数并引入 U 统计量, 其次对分量参数进行分布式估计, 取中值作为分量参数的全局估计量, 最后汇总得到真实参数的最终估计量. 本文建立分布式 BUDE 算法, 该算法执行中值聚合局部估计量以获得全局估计量. 从理论上证明了估计量的概率收敛边界和渐进正态性, 模拟实验表明了与其他方法相比更具优势, 说明了本文算法的有效性.

     

    Abstract: In the era of big data, there are three major problems of centralized estimation methods: inability to exist, inability to calculate and privacy protection, and distributed statistical methods have emerged based on them. Distributed computing involves the communication between multiple machines, and the existing statistical inference methods are difficult to apply due to the loss of estimator accuracy due to the accumulation of bias. Therefore, based on the method of "introducing component debiasing", this paper constructs a general parameter distributed estimation framework to solve the problem of distributed computing. Firstly, the real parameters are expressed as a function of multiple component parameters and the U statistic is introduced, and then the distributed estimation of the component parameters is carried out, and the median value is taken as the global estimator of the component parameters, and finally the final estimator of the real parameters is summarized. In this paper, a distributed BUDE algorithm is established, which performs the median aggregate local estimator to obtain the global estimator. The probability convergence boundary and asymptotic normality of the estimator are theoretically proved, and the simulation results show that the algorithm has more advantages than other methods, which illustrates the effectiveness of the proposed algorithm.

     

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