Robust Distributed Estimation: Extending Gossip Algorithms to Ranking and Trimmed Means
Anna van Elst, Igor Colin, Stephan Clémençon
This paper addresses the problem of robust estimation in gossip algorithms over arbitrary communication graphs. Gossip algorithms are fully decentralized, relying only on local neighbor-to-neighbor communication, making them well-suited for situations where communication is constrained. A fundamental challenge in existing mean-based gossip algorithms is their vulnerability to malicious or corrupted nodes. In this paper, we show that an outlier-robust mean can be computed by globally estimating a robust statistic. More specifically, we propose a novel gossip algorithm for rank estimation, referred to as \textsc{GoRank}, and leverage it to design a gossip procedure dedicated to trimmed mean estimation, coined \textsc{GoTrim}. In addition to a detailed description of the proposed methods, a key contribution of our work is a precise convergence analysis: we establish an $ \mathcal{O}(1/t) $ rate for rank estimation and an $ \mathcal{O}(\log(t)/t) $ rate for trimmed mean estimation, where by $ t $ is meant the number of iterations. Moreover, we provide a breakdown point analysis of \textsc{GoTrim}. We empirically validate our theoretical results through experiments on diverse network topologies, data distributions, and contamination schemes.