Developing a loss prediction-based asynchronous stochastic gradient descent algorithm for distributed training of deep neural networks

Training Deep Neural Network is a computation-intensive and time-consuming task. Asynchronous Stochastic Gradient Descent (ASGD) is an effective solution to accelerate the training process since it enables the network to be trained in a distributed fashion, but with a main issue of the delayed gradient update. A recent notable work called DC-ASGD improves the performance of ASGD by compensating the delay using a cheap approximation of the Hessian matrix. DC-ASGD works well with a short delay; however, the performance drops considerably with an increasing delay between the workers and the server. In real-life large-scale distributed training, such gradient delay experienced by the worker is usually high and volatile. In this paper, we propose a novel algorithm called LC-ASGD to compensate for the delay, basing on Loss Prediction. It effectively extends the tolerable delay duration for the compensation mechanism. Specifically, LC-ASGD utilizes additional models that reside in the parameter server and predict the loss to compensate for the delay, basing on historical losses collected from each worker. The algorithm is evaluated on the popular networks and benchmark datasets. The experimental results show that our LC-ASGD significantly improves over existing methods, especially when the networks are trained with a large number of workers

Do optimization methods in deep learning applications matter?

With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and Stochastic Gradient Descent (SGD) as being practical and elegant solutions to achieve quick convergence, however, these optimization processes also present many limitations in learning across deep learning applications. Recent research is exploring higher-order optimization functions as better approaches, but these present very complex computational challenges for practical use. Comparing first and higher-order optimization functions, in this paper, our experiments reveal that Levemberg-Marquardt (LM) significantly supersedes optimal convergence but suffers from very large processing time increasing the training complexity of both, classification and reinforcement learning problems. Our experiments compare off-the-shelf optimization functions(CG, SGD, LM and L-BFGS) in standard CIFAR, MNIST, CartPole and FlappyBird experiments.The paper presents arguments on which optimization functions to use and further, which functions would benefit from parallelization efforts to improve pretraining time and learning rate convergence

Federated Optimization: Distributed Machine Learning for On-Device Intelligence

We introduce a new and increasingly relevant setting for distributed optimization in machine learning, where the data defining the optimization are unevenly distributed over an extremely large number of nodes. The goal is to train a high-quality centralized model. We refer to this setting as Federated Optimization. In this setting, communication efficiency is of the utmost importance and minimizing the number of rounds of communication is the principal goal. A motivating example arises when we keep the training data locally on users' mobile devices instead of logging it to a data center for training. In federated optimziation, the devices are used as compute nodes performing computation on their local data in order to update a global model. We suppose that we have extremely large number of devices in the network --- as many as the number of users of a given service, each of which has only a tiny fraction of the total data available. In particular, we expect the number of data points available locally to be much smaller than the number of devices. Additionally, since different users generate data with different patterns, it is reasonable to assume that no device has a representative sample of the overall distribution. We show that existing algorithms are not suitable for this setting, and propose a new algorithm which shows encouraging experimental results for sparse convex problems. This work also sets a path for future research needed in the context of \federated optimization.Comment: 38 page