Local SGD Converges Fast and Communicates Little

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often suffers from large network delays and bandwidth limits. To overcome this communication bottleneck recent works propose to reduce the communication frequency. An algorithm of this type is local SGD that runs SGD independently in parallel on different workers and averages the sequences only once in a while. This scheme shows promising results in practice, but eluded thorough theoretical analysis. We prove concise convergence rates for local SGD on convex problems and show that it converges at the same rate as mini-batch SGD in terms of number of evaluated gradients, that is, the scheme achieves linear speedup in the number of workers and mini-batch size. The number of communication rounds can be reduced up to a factor of T^{1/2}---where T denotes the number of total steps---compared to mini-batch SGD. This also holds for asynchronous implementations. Local SGD can also be used for large scale training of deep learning models. The results shown here aim serving as a guideline to further explore the theoretical and practical aspects of local SGD in these applications.Comment: to appear at ICLR 2019, 19 page

Local SGD Converges Fast and Communicates Little

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often suffers from large network delays and bandwidth limits. To overcome this communication bottleneck recent works propose to reduce the communication frequency. An algorithm of this type is local SGD that runs SGD independently in parallel on different workers and averages the sequences only once in a while. This scheme shows promising results in practice, but eluded thorough theoretical analysis. We prove concise convergence rates for local SGD on convex problems and show that it converges at the same rate as mini-batch SGD in terms of number of evaluated gradients, that is, the scheme achieves linear speedup in the number of workers and mini-batch size. The number of communication rounds can be reduced up to a factor of T^{1/2}---where T denotes the number of total steps---compared to mini-batch SGD. This also holds for asynchronous implementations. Local SGD can also be used for large scale training of deep learning models. The results shown here aim serving as a guideline to further explore the theoretical and practical aspects of local SGD in these applications

Natural Compression for Distributed Deep Learning

Modern deep learning models are often trained in parallel over a collection of distributed machines to reduce training time. In such settings, communication of model updates among machines becomes a significant performance bottleneck and various lossy update compression techniques have been proposed to alleviate this problem. In this work, we introduce a new, simple yet theoretically and practically effective compression technique: {\em natural compression (NC)}. Our technique is applied individually to all entries of the to-be-compressed update vector and works by randomized rounding to the nearest (negative or positive) power of two, which can be computed in a "natural" way by ignoring the mantissa. We show that compared to no compression, NC increases the second moment of the compressed vector by not more than the tiny factor \nicefrac{9}{8}, which means that the effect of NC on the convergence speed of popular training algorithms, such as distributed SGD, is negligible. However, the communications savings enabled by NC are substantial, leading to {\em $3$-$4\times$ improvement in overall theoretical running time}. For applications requiring more aggressive compression, we generalize NC to {\em natural dithering}, which we prove is {\em exponentially better} than the common random dithering technique. Our compression operators can be used on their own or in combination with existing operators for a more aggressive combined effect, and offer new state-of-the-art both in theory and practice.Comment: 8 pages, 20 pages of Appendix, 6 Tables, 14 Figure

NOMAD: Non-locking, stOchastic Multi-machine algorithm for Asynchronous and Decentralized matrix completion

We develop an efficient parallel distributed algorithm for matrix completion, named NOMAD (Non-locking, stOchastic Multi-machine algorithm for Asynchronous and Decentralized matrix completion). NOMAD is a decentralized algorithm with non-blocking communication between processors. One of the key features of NOMAD is that the ownership of a variable is asynchronously transferred between processors in a decentralized fashion. As a consequence it is a lock-free parallel algorithm. In spite of being an asynchronous algorithm, the variable updates of NOMAD are serializable, that is, there is an equivalent update ordering in a serial implementation. NOMAD outperforms synchronous algorithms which require explicit bulk synchronization after every iteration: our extensive empirical evaluation shows that not only does our algorithm perform well in distributed setting on commodity hardware, but also outperforms state-of-the-art algorithms on a HPC cluster both in multi-core and distributed memory settings

The Convergence of Sparsified Gradient Methods

Distributed training of massive machine learning models, in particular deep neural networks, via Stochastic Gradient Descent (SGD) is becoming commonplace. Several families of communication-reduction methods, such as quantization, large-batch methods, and gradient sparsification, have been proposed. To date, gradient sparsification methods - where each node sorts gradients by magnitude, and only communicates a subset of the components, accumulating the rest locally - are known to yield some of the largest practical gains. Such methods can reduce the amount of communication per step by up to three orders of magnitude, while preserving model accuracy. Yet, this family of methods currently has no theoretical justification. This is the question we address in this paper. We prove that, under analytic assumptions, sparsifying gradients by magnitude with local error correction provides convergence guarantees, for both convex and non-convex smooth objectives, for data-parallel SGD. The main insight is that sparsification methods implicitly maintain bounds on the maximum impact of stale updates, thanks to selection by magnitude. Our analysis and empirical validation also reveal that these methods do require analytical conditions to converge well, justifying existing heuristics.Comment: NIPS 2018 - Advances in Neural Information Processing Systems; Authors in alphabetic orde

DMFSGD: A Decentralized Matrix Factorization Algorithm for Network Distance Prediction

The knowledge of end-to-end network distances is essential to many Internet applications. As active probing of all pairwise distances is infeasible in large-scale networks, a natural idea is to measure a few pairs and to predict the other ones without actually measuring them. This paper formulates the distance prediction problem as matrix completion where unknown entries of an incomplete matrix of pairwise distances are to be predicted. The problem is solvable because strong correlations among network distances exist and cause the constructed distance matrix to be low rank. The new formulation circumvents the well-known drawbacks of existing approaches based on Euclidean embedding. A new algorithm, so-called Decentralized Matrix Factorization by Stochastic Gradient Descent (DMFSGD), is proposed to solve the network distance prediction problem. By letting network nodes exchange messages with each other, the algorithm is fully decentralized and only requires each node to collect and to process local measurements, with neither explicit matrix constructions nor special nodes such as landmarks and central servers. In addition, we compared comprehensively matrix factorization and Euclidean embedding to demonstrate the suitability of the former on network distance prediction. We further studied the incorporation of a robust loss function and of non-negativity constraints. Extensive experiments on various publicly-available datasets of network delays show not only the scalability and the accuracy of our approach but also its usability in real Internet applications.Comment: submitted to IEEE/ACM Transactions on Networking on Nov. 201