Communication Lower Bounds for Distributed-Memory Computations

In this paper we propose a new approach to the study of the communication requirements of distributed computations, which advocates for the removal of the restrictive assumptions under which earlier results were derived. We illustrate our approach by giving tight lower bounds on the communication complexity required to solve several computational problems in a distributed-memory parallel machine, namely standard matrix multiplication, stencil computations, comparison sorting, and the Fast Fourier Transform. Our bounds rely only on a mild assumption on work distribution, and significantly strengthen previous results which require either the computation to be balanced among the processors, or specific initial distributions of the input data, or an upper bound on the size of processors\u27 local memories

Multi-consensus Decentralized Accelerated Gradient Descent

This paper considers the decentralized optimization problem, which has applications in large scale machine learning, sensor networks, and control theory. We propose a novel algorithm that can achieve near optimal communication complexity, matching the known lower bound up to a logarithmic factor of the condition number of the problem. Our theoretical results give affirmative answers to the open problem on whether there exists an algorithm that can achieve a communication complexity (nearly) matching the lower bound depending on the global condition number instead of the local one. Moreover, the proposed algorithm achieves the optimal computation complexity matching the lower bound up to universal constants. Furthermore, to achieve a linear convergence rate, our algorithm \emph{doesn't} require the individual functions to be (strongly) convex. Our method relies on a novel combination of known techniques including Nesterov's accelerated gradient descent, multi-consensus and gradient-tracking. The analysis is new, and may be applied to other related problems. Empirical studies demonstrate the effectiveness of our method for machine learning applications

On The Communication Complexity of Linear Algebraic Problems in the Message Passing Model

We study the communication complexity of linear algebraic problems over finite fields in the multi-player message passing model, proving a number of tight lower bounds. Specifically, for a matrix which is distributed among a number of players, we consider the problem of determining its rank, of computing entries in its inverse, and of solving linear equations. We also consider related problems such as computing the generalized inner product of vectors held on different servers. We give a general framework for reducing these multi-player problems to their two-player counterparts, showing that the randomized $s$-player communication complexity of these problems is at least $s$ times the randomized two-player communication complexity. Provided the problem has a certain amount of algebraic symmetry, which we formally define, we can show the hardest input distribution is a symmetric distribution, and therefore apply a recent multi-player lower bound technique of Phillips et al. Further, we give new two-player lower bounds for a number of these problems. In particular, our optimal lower bound for the two-player version of the matrix rank problem resolves an open question of Sun and Wang. A common feature of our lower bounds is that they apply even to the special "threshold promise" versions of these problems, wherein the underlying quantity, e.g., rank, is promised to be one of just two values, one on each side of some critical threshold. These kinds of promise problems are commonplace in the literature on data streaming as sources of hardness for reductions giving space lower bounds

GIANT: Globally Improved Approximate Newton Method for Distributed Optimization

For distributed computing environment, we consider the empirical risk minimization problem and propose a distributed and communication-efficient Newton-type optimization method. At every iteration, each worker locally finds an Approximate NewTon (ANT) direction, which is sent to the main driver. The main driver, then, averages all the ANT directions received from workers to form a {\it Globally Improved ANT} (GIANT) direction. GIANT is highly communication efficient and naturally exploits the trade-offs between local computations and global communications in that more local computations result in fewer overall rounds of communications. Theoretically, we show that GIANT enjoys an improved convergence rate as compared with first-order methods and existing distributed Newton-type methods. Further, and in sharp contrast with many existing distributed Newton-type methods, as well as popular first-order methods, a highly advantageous practical feature of GIANT is that it only involves one tuning parameter. We conduct large-scale experiments on a computer cluster and, empirically, demonstrate the superior performance of GIANT.Comment: Fixed some typos. Improved writin