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Register a new userDistributed ADMM with Synergetic Communication and Computation
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In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the system. Explicitly, in the proposed algorithm, each node interacts with only part of its neighboring nodes, the number of which is progressively determined according to a heuristic searching procedure, which takes into account both the predicted convergence rate and the communication and computation costs at each iteration, resulting in a trade-off between communication and computation. Then the node chooses its neighboring nodes according to an importance sampling distribution derived theoretically to minimize the variance with the latest information it locally stores. Finally, the node updates its local information with a new update rule which adapts to the number of communication nodes. We prove the convergence of the proposed algorithm and provide an upper bound of the convergence variance brought by randomness. Extensive simulations validate the excellent performances of the proposed algorithm in terms of convergence rate and variance, the overall communication and computation cost, the impact of network topology as well as the time for evaluation, in comparison with the traditional counterparts.
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In this paper, we propose a distributed algorithm for stochastic smooth, non-convex optimization. We assume a worker-server architecture where $N$ nodes, each having $n$ (potentially infinite) number of samples, collaborate with the help of a central server to perform the optimization task. The global objective is to minimize the average of local cost functions available at individual nodes. The proposed approach is a non-trivial extension of the popular parallel-restarted SGD algorithm, incorporating the optimal variance-reduction based SPIDER gradient estimator into it. We prove convergence of our algorithm to a first-order stationary solution. The proposed approach achieves the best known communication complexity $O(epsilon^{-1})$ along with the optimal computation complexity. For finite-sum problems (finite $n$), we achieve the optimal computation (IFO) complexity $O(sqrt{Nn}epsilon^{-1})$. For online problems ($n$ unknown or infinite), we achieve the optimal IFO complexity $O(epsilon^{-3/2})$. In both the cases, we maintain the linear speedup achieved by existing methods. This is a massive improvement over the $O(epsilon^{-2})$ IFO complexity of the existing approaches. Additionally, our algorithm is general enough to allow non-identical distributions of data across workers, as in the recently proposed federated learning paradigm.
Communication efficiency and robustness are two major issues in modern distributed learning framework. This is due to the practical situations where some computing nodes may have limited communication power or may behave adversarial behaviors. To address the two issues simultaneously, this paper develops two communication-efficient and robust distributed learning algorithms for convex problems. Our motivation is based on surrogate likelihood framework and the median and trimmed mean operations. Particularly, the proposed algorithms are provably robust against Byzantine failures, and also achieve optimal statistical rates for strong convex losses and convex (non-smooth) penalties. For typical statistical models such as generalized linear models, our results show that statistical errors dominate optimization errors in finite iterations. Simulated and real data experiments are conducted to demonstrate the numerical performance of our algorithms.
Information compression is essential to reduce communication cost in distributed optimization over peer-to-peer networks. This paper proposes a communication-efficient linearly convergent distributed (COLD) algorithm to solve strongly convex optimization problems. By compressing innovation vectors, which are the differences between decision vectors and their estimates, COLD is able to achieve linear convergence for a class of $delta$-contracted compressors. We explicitly quantify how the compression affects the convergence rate and show that COLD matches the same rate of its uncompressed version. To accommodate a wider class of compressors that includes the binary quantizer, we further design a novel dynamical scaling mechanism and obtain the linearly convergent Dyna-COLD. Importantly, our results strictly improve existing results for the quantized consensus problem. Numerical experiments demonstrate the advantages of both algorithms under different compressors.
In this paper, we propose a communication-efficiently decentralized machine learning framework that solves a consensus optimization problem defined over a network of inter-connected workers. The proposed algorithm, Censored and Quantized Generalized GADMM (CQ-GGADMM), leverages the worker grouping and decentralized learning ideas of Group Alternating Direction Method of Multipliers (GADMM), and pushes the frontier in communication efficiency by extending its applicability to generalized network topologies, while incorporating link censoring for negligible updates after quantization. We theoretically prove that CQ-GGADMM achieves the linear convergence rate when the local objective functions are strongly convex under some mild assumptions. Numerical simulations corroborate that CQ-GGADMM exhibits higher communication efficiency in terms of the number of communication rounds and transmit energy consumption without compromising the accuracy and convergence speed, compared to the censored decentralized ADMM, and the worker grouping method of GADMM.
Large-scale distributed training of neural networks is often limited by network bandwidth, wherein the communication time overwhelms the local computation time. Motivated by the success of sketching methods in sub-linear/streaming algorithms, we introduce Sketched SGD, an algorithm for carrying out distributed SGD by communicating sketches instead of full gradients. We show that Sketched SGD has favorable convergence rates on several classes of functions. When considering all communication -- both of gradients and of updated model weights -- Sketched SGD reduces the amount of communication required compared to other gradient compression methods from $mathcal{O}(d)$ or $mathcal{O}(W)$ to $mathcal{O}(log d)$, where $d$ is the number of model parameters and $W$ is the number of workers participating in training. We run experiments on a transformer model, an LSTM, and a residual network, demonstrating up to a 40x reduction in total communication cost with no loss in final model performance. We also show experimentally that Sketched SGD scales to at least 256 workers without increasing communication cost or degrading model performance.
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