No Arabic abstract
We propose a new algorithm called Parle for parallel training of deep networks that converges 2-4x faster than a data-parallel implementation of SGD, while achieving significantly improved error rates that are nearly state-of-the-art on several benchmarks including CIFAR-10 and CIFAR-100, without introducing any additional hyper-parameters. We exploit the phenomenon of flat minima that has been shown to lead to improved generalization error for deep networks. Parle requires very infrequent communication with the parameter server and instead performs more computation on each client, which makes it well-suited to both single-machine, multi-GPU settings and distributed implementations.
We study adversary-resilient stochastic distributed optimization, in which $m$ machines can independently compute stochastic gradients, and cooperate to jointly optimize over their local objective functions. However, an $alpha$-fraction of the machines are $textit{Byzantine}$, in that they may behave in arbitrary, adversarial ways. We consider a variant of this procedure in the challenging $textit{non-convex}$ case. Our main result is a new algorithm SafeguardSGD which can provably escape saddle points and find approximate local minima of the non-convex objective. The algorithm is based on a new concentration filtering technique, and its sample and time complexity bounds match the best known theoretical bounds in the stochastic, distributed setting when no Byzantine machines are present. Our algorithm is very practical: it improves upon the performance of all prior methods when training deep neural networks, it is relatively lightweight, and it is the first method to withstand two recently-proposed Byzantine attacks.
This paper considers the Byzantine fault-tolerance problem in distributed stochastic gradient descent (D-SGD) method - a popular algorithm for distributed multi-agent machine learning. In this problem, each agent samples data points independently from a certain data-generating distribution. In the fault-free case, the D-SGD method allows all the agents to learn a mathematical model best fitting the data collectively sampled by all agents. We consider the case when a fraction of agents may be Byzantine faulty. Such faulty agents may not follow a prescribed algorithm correctly, and may render traditional D-SGD method ineffective by sharing arbitrary incorrect stochastic gradients. We propose a norm-based gradient-filter, named comparative gradient elimination (CGE), that robustifies the D-SGD method against Byzantine agents. We show that the CGE gradient-filter guarantees fault-tolerance against a bounded fraction of Byzantine agents under standard stochastic assumptions, and is computationally simpler compared to many existing gradient-filters such as multi-KRUM, geometric median-of-means, and the spectral filters. We empirically show, by simulating distributed learning on neural networks, that the fault-tolerance of CGE is comparable to that of existing gradient-filters. We also empirically show that exponential averaging of stochastic gradients improves the fault-tolerance of a generic gradient-filter.
In this work, we consider the resilience of distributed algorithms based on stochastic gradient descent (SGD) in distributed learning with potentially Byzantine attackers, who could send arbitrary information to the parameter server to disrupt the training process. Toward this end, we propose a new Lipschitz-inspired coordinate-wise median approach (LICM-SGD) to mitigate Byzantine attacks. We show that our LICM-SGD algorithm can resist up to half of the workers being Byzantine attackers, while still converging almost surely to a stationary region in non-convex settings. Also, our LICM-SGD method does not require any information about the number of attackers and the Lipschitz constant, which makes it attractive for practical implementations. Moreover, our LICM-SGD method enjoys the optimal $O(md)$ computational time-complexity in the sense that the time-complexity is the same as that of the standard SGD under no attacks. We conduct extensive experiments to show that our LICM-SGD algorithm consistently outperforms existing methods in training multi-class logistic regression and convolutional neural networks with MNIST and CIFAR-10 datasets. In our experiments, LICM-SGD also achieves a much faster running time thanks to its low computational time-complexity.
Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss functions and training nonconvex deep neural networks. The theory assumes that one can easily compute an unbiased gradient estimator, which is usually the case due to the sample average nature of empirical risk minimization. There exist, however, many scenarios (e.g., graphs) where an unbiased estimator may be as expensive to compute as the full gradient because training examples are interconnected. Recently, Chen et al. (2018) proposed using a consistent gradient estimator as an economic alternative. Encouraged by empirical success, we show, in a general setting, that consistent estimators result in the same convergence behavior as do unbiased ones. Our analysis covers strongly convex, convex, and nonconvex objectives. We verify the results with illustrative experiments on synthetic and real-world data. This work opens several new research directions, including the development of more efficient SGD updates with consistent estimators and the design of efficient training algorithms for large-scale graphs.
We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by the currently best-performing worker (leader). Our method differs from the parameter-averaging scheme EASGD in a number of ways: (i) our objective formulation does not change the location of stationary points compared to the original optimization problem; (ii) we avoid convergence decelerations caused by pulling local workers descending to different local minima to each other (i.e. to the average of their parameters); (iii) our update by design breaks the curse of symmetry (the phenomenon of being trapped in poorly generalizing sub-optimal solutions in symmetric non-convex landscapes); and (iv) our approach is more communication efficient since it broadcasts only parameters of the leader rather than all workers. We provide theoretical analysis of the batch version of the proposed algorithm, which we call Leader Gradient Descent (LGD), and its stochastic variant (LSGD). Finally, we implement an asynchronous version of our algorithm and extend it to the multi-leader setting, where we form groups of workers, each represented by its own local leader (the best performer in a group), and update each worker with a corrective direction comprised of two attractive forces: one to the local, and one to the global leader (the best performer among all workers). The multi-leader setting is well-aligned with current hardware architecture, where local workers forming a group lie within a single computational node and different groups correspond to different nodes. For training convolutional neural networks, we empirically demonstrate that our approach compares favorably to state-of-the-art baselines.