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Distributed Principal Component Analysis with Limited Communication

27 Oct 2021arXiv:2110.14391links table onlyarchive 2025-07-28

Foivos Alimisis, Peter Davies, Bart Vandereycken, Dan Alistarh

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We study efficient distributed algorithms for the fundamental problem of principal component analysis and leading eigenvector computation on the sphere, when the data are randomly distributed among a set of computational nodes. We propose a new quantized variant of Riemannian gradient descent to solve this problem, and prove that the algorithm converges with high probability under a set of necessary spherical-convexity properties. We give bounds on the number of bits transmitted by the algorithm under common initialization schemes, and investigate the dependency on the problem dimension in each case.

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