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.
Università degli Studi di Genova(热那亚大学);INRIA(法国国家信息与自动化研究所);ENS – PSL Research University(巴黎高等师范学院-巴黎文理研究大学);Istituto Italiano di Tecnologia(意大利理工学院);MIT(麻省理工学院)
Toyota Technological Institute at Chicago(芝加哥丰田技术研究所)
We analyze Local SGD (aka parallel or federated SGD) and Minibatch SGD in the heterogeneous distributed setting, where each machine has access to stochastic gradient estimates for a different, machine-specific, convex objective; the goal is to optimize w.r.t. the average objective; and machines can only communicate intermittently. We argue that, (i) Minibatch SGD (even without acceleration) dominates all existing analysis of Local SGD in this setting, (ii) accelerated Minibatch SGD is optimal when the heterogeneity is high, and (iii) present the first upper bound for Local SGD that improves ov…
Faster Distributed Deep Net Training: Computation and Communication Decoupled Stochastic Gradient Descent
Anhui Province Key Laboratory of Big Data Analysis and Application(安徽省大数据分析与应用重点实验室);School of Computer Science and Technology, University of Science and Technology of China(中国科学技术大学计算机科学与技术学院);School of Data Science, University of Science and Technology of China(中国科学技术大学数据科学学院)
随着数据量的增加和模型规模的扩大,分布式并行训练成为解决优化挑战的重要和成功的技术。然而,尽管分布式随机梯度下降(SGD)算法可以实现线性迭代加速,但它们在实践中受到通信成本的显著限制,使得难以实现线性时间加速。在本文中,我们提出了一个计算和通信解耦的随机梯度下降(CoCoD-SGD)算法,并行运行的计算和通信,以减少通信成本。我们证明了CoCoD-SGD相对于硬件资源的总计算能力具有线性迭代加速比。与传统的分布式SGD算法相比,该算法具有较低的通信复杂性和较好的时间加速比。深度神经网络训练的实验证明了CoCoD-SGD的显著改进:在使用16个Geforce GTX 1080 Ti GPU训练ResNet 18和VGG 16时,CoCoD-SGD比传统同步SGD快2-3 $\times$。
This work considers the problem of learning the Markov parameters of a linear system from observed data. Recent non-asymptotic system identification results have characterized the sample complexity of this problem in the single and multi-rollout setting. In both instances, the number of samples required in order to obtain acceptable estimates can produce optimization problems with an intractably large number of decision variables for a second-order algorithm. We show that a randomized and distributed Newton algorithm based on Hessian-sketching can produce $ε$-optimal solutions and converges ge…
University of California, Berkeley(加州大学伯克利分校);Stanford University(斯坦福大学)
In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to the full solution on all of the data, and this can limit the effectiveness of averaging. Here, we introduce a new technique for debiasing the local estimates, which leads to both theoretical and empirical improvements in the convergence rate of distributed second order methods. Our technique has two novel components: (1) modifying standard sketching techniqu…
Large neural network models present a hefty communication challenge to distributed Stochastic Gradient Descent (SGD), with a communication complexity of O(n) per worker for a model of n parameters. Many sparsification and quantization techniques have been proposed to compress the gradients, some reducing the communication complexity to O(k), where k << n. In this paper, we introduce a strategy called two-level gradient averaging (A2SGD) to consolidate all gradients down to merely two local averages per worker before the computation of two global averages for an updated model. A2SGD also retain…
Large scale machine learning is increasingly relying on distributed optimization, whereby several machines contribute to the training process of a statistical model. In this work we study the performance of asynchronous, distributed settings, when applying sparsification, a technique used to reduce communication overheads. In particular, for the first time in an asynchronous, non-convex setting, we theoretically prove that, in presence of staleness, sparsification does not harm SGD performance: the ergodic convergence rate matches the known result of standard SGD, that is $\mathcal{O} \left( 1…
Shadowheart SGD: Distributed Asynchronous SGD with Optimal Time Complexity Under Arbitrary Computation and Communication Heterogeneity
King Abdullah University of Science and Technology(阿卜杜拉国王科技大学);AIRI;Skolkovo Institute of Science and Technology(斯科尔科沃科学技术研究院);University of Pavia(帕维亚大学)
The communication bottleneck has been a critical problem in large-scale distributed deep learning. In this work, we study distributed SGD with random block-wise sparsification as the gradient compressor, which is ring-allreduce compatible and highly computation-efficient but leads to inferior performance. To tackle this important issue, we improve the communication-efficient distributed SGD from a novel aspect, that is, the trade-off between the variance and second moment of the gradient. With this motivation, we propose a new detached error feedback (DEF) algorithm, which shows better converg…
The state-of-the-art deep learning algorithms rely on distributed training systems to tackle the increasing sizes of models and training data sets. Minibatch stochastic gradient descent (SGD) algorithm requires workers to halt forward/back propagations, to wait for gradients aggregated from all workers, and to receive weight updates before the next batch of tasks. This synchronous execution model exposes the overheads of gradient/weight communication among a large number of workers in a distributed training system. We propose a new SGD algorithm, DaSGD (Local SGD with Delayed Averaging), which…
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 tr…
Amazon Web Services(亚马逊云科技);University of Illinois Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校)
The scalability of Distributed Stochastic Gradient Descent (SGD) is today limited by communication bottlenecks. We propose a novel SGD variant: Communication-efficient SGD with Error Reset, or CSER. The key idea in CSER is first a new technique called "error reset" that adapts arbitrary compressors for SGD, producing bifurcated local models with periodic reset of resulting local residual errors. Second we introduce partial synchronization for both the gradients and the models, leveraging advantages from them. We prove the convergence of CSER for smooth non-convex problems. Empirical results sh…
Communication overhead is the key challenge for distributed training. Gradient compression is a widely used approach to reduce communication traffic. When combining with parallel communication mechanism method like pipeline, gradient compression technique can greatly alleviate the impact of communication overhead. However, there exists two problems of gradient compression technique to be solved. Firstly, gradient compression brings in extra computation cost, which will delay the next training iteration. Secondly, gradient compression usually leads to the decrease of convergence accuracy.
As deep learning models are usually massive and complex, distributed learning is essential for increasing training efficiency. Moreover, in many real-world application scenarios like healthcare, distributed learning can also keep the data local and protect privacy. A popular distributed learning strategy is federated learning, where there is a central server storing the global model and a set of local computing nodes updating the model parameters with their corresponding data. The updated model parameters will be processed and transmitted to the central server, which leads to heavy communicati…
Truncated Non-Uniform Quantization for Distributed SGD
City University of Hong Kong(香港城市大学);The Hang Seng University of Hong Kong(香港恒生大学);University of Hawaii at Manoa(马诺阿夏威夷大学);Sun Yat-sen University(中山大学)
Ton Duc Thang University(孙德胜大学);Meiji University(明治大学);NICT(日本国立信息通信技术研究所);National Institute of Information and Communications Technology (NICT)(日本国立信息通信技术研究所)
We show that the convergence proof of a recent algorithm called dist-EF-SGD for distributed stochastic gradient descent with communication efficiency using error-feedback of Zheng et al. (NeurIPS 2019) is problematic mathematically. Concretely, the original error bound for arbitrary sequences of learning rate is unfortunately incorrect, leading to an invalidated upper bound in the convergence theorem for the algorithm. As evidences, we explicitly provide several counter-examples, for both convex and non-convex cases, to show the incorrectness of the error bound. We fix the issue by providing a…
College of Computer Science, Zhejiang University(浙江大学计算机科学与技术学院);School of Software Technology, Zhejiang University(浙江大学软件学院)
With the rapid increase of big data, distributed Machine Learning (ML) has been widely applied in training large-scale models. Stochastic Gradient Descent (SGD) is arguably the workhorse algorithm of ML. Distributed ML models trained by SGD involve large amounts of gradient communication, which limits the scalability of distributed ML. Thus, it is important to compress the gradients for reducing communication. In this paper, we propose FastSGD, a Fast compressed SGD framework for distributed ML. To achieve a high compression ratio at a low cost, FastSGD represents the gradients as key-value pa…
School of Computer Science(计算机学院);Wuhan University(武汉大学);The University of Sydney(悉尼大学);School of Cyber Science and Technology(网络空间科学与技术学院);Shenzhen Campus of Sun Yat-sen University(中山大学深圳校区);Nanyang Technological University(南洋理工大学)
IST Austria(奥地利科学技术研究所);Czech Technical University in Prague(布拉格捷克理工大学)
Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to train machine learning models in large-scale distributed shared-memory and message-passing environments. Many of these models are trained employing variants of stochastic gradient descent (SGD) based optimization. In this paper, we introduce a general consistency condition covering communication-reduced and asynchronous distributed SGD implementations. Our f…
We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in parallel at their own pace and return those to the server without any synchronization. Existing convergence rates of this algorithm for non-convex smooth objectives depend on the maximum gradient delay $τ_{\max}$ and show that an $ε$-stationary point is reached after $\mathcal{O}\!\left(σ^2ε^{-2}+ τ_{\max}ε^{-1}\right)$ iterations, where $σ$ denotes the variance …
Evaluation and Optimization of Gradient Compression for Distributed Deep Learning
The Hong Kong University of Science and Technology(香港科技大学);Hong Kong Baptist University(香港浸会大学);Harbin Institute of Technology, Shenzhen(哈尔滨工业大学(深圳));The Hong Kong University of Science and Technology (Guangzhou)(香港科技大学(广州))
Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck in the distributed setting. Gradient compression methods can be used to alleviate this problem, and a recent line of work shows that SGD augmented with gradient compression converges to an $\varepsilon$-first-order stationary point. In this paper we extend these results to convergence to an $\varepsilon$-second-order stationary point ($\varepsilon$-SOSP), whi…
NTT DATA Mathematical Systems Inc.(NTT数据数学系统公司);Graduate School of Information Science and Technology, The University of Tokyo(东京大学信息科学与技术研究生院);Center for Advanced Intelligence Project, RIKEN(理化学研究所先进智能项目中心)
In recent centralized nonconvex distributed learning and federated learning, local methods are one of the promising approaches to reduce communication time. However, existing work has mainly focused on studying first-order optimality guarantees. On the other side, second-order optimality guaranteed algorithms, i.e., algorithms escaping saddle points, have been extensively studied in the non-distributed optimization literature. In this paper, we study a new local algorithm called Bias-Variance Reduced Local Perturbed SGD (BVR-L-PSGD), that combines the existing bias-variance reduced gradient es…
Although kernel methods are widely used in many learning problems, they have poor scalability to large datasets. To address this problem, sketching and stochastic gradient methods are the most commonly used techniques to derive efficient large-scale learning algorithms. In this study, we consider solving a binary classification problem using random features and stochastic gradient descent. In recent research, an exponential convergence rate of the expected classification error under the strong low-noise condition has been shown. We extend these analyses to a random features setting, analyzing …