Distributed Nonparametric Function Estimation: Optimal Rate of Convergence and Cost of Adaptation

• Activity Number: 364 - Modern Nonparametric Methods, with Applications in Complex Biomedical Data
• Type: Invited
• Date/Time: Wednesday, August 10, 2022 : 8:30 AM to 10:20 AM
• Sponsor: Section on Nonparametric Statistics
• Author(s): Tony Cai*
• Companies: University of Pennsylvania
• Keywords: Communication constraints; distributed learning; nonparametric regression; optimal rate of convergence; adaptation

Abstract

Distributed minimax estimation and distributed adaptive estimation under communication constraints for Gaussian sequence model and white noise model are studied. The minimax rate of convergence for distributed estimation over a given Besov class, which serves as a benchmark for the cost of adaptation, is established. We then quantify the exact communication cost for adaptation and construct an optimally adaptive procedure for distributed estimation over a range of Besov classes.

The results demonstrate significant differences between nonparametric function estimation in the distributed setting and the conventional centralized setting. For global estimation, adaptation in general cannot be achieved for free in the distributed setting.