We consider a decentralized stochastic learning problem where data points are distributed among computing nodes communicating over a directed graph. As the model size gets large, decentralized learning faces a major bottleneck that is the heavy communication load due to each node transmitting large messages (model updates) to its neighbors. To tackle this bottleneck, we propose the quantized decentralized stochastic learning algorithm over directed graphs that is based on the push-sum algorithm in decentralized consensus optimization. More importantly, we prove that our algorithm achieves the same convergence rates of the decentralized stochastic learning algorithm with exact-communication for both convex and non-convex losses. Numerical evaluations corroborate our main theoretical results and illustrate significant speed-up compared to the exact-communication methods.
In this paper, we propose Push-SAGA, a decentralized stochastic first-order method for finite-sum minimization over a directed network of nodes. Push-SAGA combines node-level variance reduction to remove the uncertainty caused by stochastic gradients, network-level gradient tracking to address the distributed nature of the data, and push-sum consensus to tackle the challenge of directed communication links. We show that Push-SAGA achieves linear convergence to the exact solution for smooth and strongly convex problems and is thus the first linearly-convergent stochastic algorithm over arbitrar…
We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired compression ratio. The proposed method provably reduces the communication overhead on the network at every communication round. Contrary to existing literature, we allow for arbitrary compression ratios in the communicated messages. We show a linear convergence rate for the proposed method on the consensus problem. Moreover, we provide explicit convergence rates for …
Running Stochastic Gradient Descent (SGD) in a decentralized fashion has shown promising results. In this paper we propose Moniqua, a technique that allows decentralized SGD to use quantized communication. We prove in theory that Moniqua communicates a provably bounded number of bits per iteration, while converging at the same asymptotic rate as the original algorithm does with full-precision communication. Moniqua improves upon prior works in that it (1) requires zero additional memory, (2) works with 1-bit quantization, and (3) is applicable to a variety of decentralized algorithms. We demon…
University of California, Santa Barbara（加州大学圣巴巴拉分校）；University of Texas at Austin（得克萨斯大学奥斯汀分校）；University of Pennsylvania（宾夕法尼亚大学）
We consider the problem of decentralized consensus optimization, where the sum of $n$ smooth and strongly convex functions are minimized over $n$ distributed agents that form a connected network. In particular, we consider the case that the communicated local decision variables among nodes are quantized in order to alleviate the communication bottleneck in distributed optimization. We propose the Quantized Decentralized Gradient Descent (QDGD) algorithm, in which nodes update their local decision variables by combining the quantized information received from their neighbors with their local in…
Decentralized Optimization on Compact Submanifolds by Quantized Riemannian Gradient Tracking
National Special Education Resource Center for Children with Autism, Zhejiang Normal University（浙江师范大学生自闭症教育资源中心）；School of Computer Science and Technology, Zhejiang Normal University（浙江师范大学计算机科学与技术学院）；China Mobile Research Institute（中国移动研究院）；Institute of Cyber-Systems and Control, Zhejiang University（浙江大学控制系统研究所）；SGIT AI Lab, State Grid Corporation of China（国网SGIT人工智能实验室）；Zhejiang Key Laboratory of Intelligent Education Technology and Application, Zhejiang Normal University（浙江智能教育技术与应用重点实验室）；School of Information Engineering, Huzhou University（湖州大学信息工程学院）；Centre for Frontier Artificial Intelligence Research, A*STAR（A*STAR前沿人工智能研究中心）
We consider a decentralized multiplayer game, played over $T$ rounds, with a leader-follower hierarchy described by a directed acyclic graph. For each round, the graph structure dictates the order of the players and how players observe the actions of one another. By the end of each round, all players receive a joint bandit-reward based on their joint action that is used to update the player strategies towards the goal of minimizing the joint pseudo-regret. We present a learning algorithm inspired by the single-player multi-armed bandit problem and show that it achieves sub-linear joint pseudo-…
Compressed Gradient Tracking for Decentralized Optimization Over General Directed Networks
Shanghai Center for Mathematical Sciences, Fudan University（复旦大学上海数学中心）；Shenzhen Research Institute of Big Data（深圳大数据研究院）；School of Data Science, The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳）数据科学学院）；Department of Mathematics, Michigan State University（密歇根州立大学数学系）
Institute of Science and Technology Austria (ISTA)（奥地利科学技术研究所（ISTA））；University of Surrey（萨里大学）；ETH Zurich（苏黎世联邦理工学院）
Decentralized optimization is emerging as a viable alternative for scalable distributed machine learning, but also introduces new challenges in terms of synchronization costs. To this end, several communication-reduction techniques, such as non-blocking communication, quantization, and local steps, have been explored in the decentralized setting. Due to the complexity of analyzing optimization in such a relaxed setting, this line of work often assumes \emph{global} communication rounds, which require additional synchronization. In this paper, we consider decentralized optimization in the simpl…
In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use gradient tracking to improve certain aspects of the resulting algorithm. In particular, we propose the~\textbf{\texttt{S-ADDOPT}} algorithm that assumes a stochastic first-order oracle at each node and show that for a constant step-size~$α$, each node converges linearly inside an error ball around the optimal solution, the size of which is controlled by~$α$. For…
Deakin University（迪肯大学）；Université Paris-Saclay（巴黎萨克雷大学）；CNRS（法国国家科学研究中心）；CentraleSupélec（巴黎中央理工-高等电力学院）；Lagrange Mathematical and Computing Research Center（拉格朗日数学与计算研究中心）；University of Oulu（奥卢大学）
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 theoret…
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；US Army Research Lab（美国陆军研究实验室）
In this paper, we propose and analyze SQuARM-SGD, a communication-efficient algorithm for decentralized training of large-scale machine learning models over a network. In SQuARM-SGD, each node performs a fixed number of local SGD steps using Nesterov's momentum and then sends sparsified and quantized updates to its neighbors regulated by a locally computable triggering criterion. We provide convergence guarantees of our algorithm for general (non-convex) and convex smooth objectives, which, to the best of our knowledge, is the first theoretical analysis for compressed decentralized SGD with mo…
Communication Compression for Decentralized Training
Department of Computer Science, University of Rochester（罗切斯特大学计算机科学系）；Department of Computer Science, ETH Zurich（苏黎世联邦理工学院计算机科学系）；Tencent AI Lab（腾讯AI实验室）
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；US Army Research Lab（美国陆军研究实验室）
In this paper, we propose and analyze SPARQ-SGD, which is an event-triggered and compressed algorithm for decentralized training of large-scale machine learning models. Each node can locally compute a condition (event) which triggers a communication where quantized and sparsified local model parameters are sent. In SPARQ-SGD each node takes at least a fixed number ($H$) of local gradient steps and then checks if the model parameters have significantly changed compared to its last update; it communicates further compressed model parameters only when there is a significant change, as specified b…
University of California, Santa Barbara（加州大学圣巴巴拉分校）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）；University of Pennsylvania（宾夕法尼亚大学）
We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks: stragglers' delay and communication overhead. In this paper, we tackle these bottlenecks by proposing a novel decentralized and gradient-based optimization algorithm named as QuanTimed-DSGD. Our algorithm stands on two main ideas: (i) we impose a deadline on the local gradient computations of each node at each iteration of the algorithm, and (ii) the nodes exchan…
The conditional posterior Cramer-Rao lower bound (PCRLB) is an effective sensor resource management criteria for large, geographically distributed sensor networks. Existing algorithms for distributed computation of the PCRLB (dPCRLB) are based on raw observations leading to significant communication overhead to the estimation mechanism. This letter derives distributed computational techniques for determining the conditional dPCRLB for quantized, decentralized sensor networks (CQ/dPCRLB). Analytical expressions for the CQ/dPCRLB are derived, which are particularly useful for particle filter-bas…
Provably Accelerated Decentralized Gradient Method Over Unbalanced Directed Graphs
Shanghai Center for Mathematical Sciences, Fudan University（复旦大学上海数学中心）；School of Mathematical Sciences, Fudan University（复旦大学数学科学学院）；Shanghai Key Laboratory for Contemporary Applied Mathematics（上海现代应用数学重点实验室）；Shanghai Artificial Intelligence Laboratory（上海人工智能实验室）；School of Data Science, The Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen)（香港中文大学（深圳）数据科学学院）；Shenzhen Research Institute of Big Data（深圳大数据研究院）
This paper proposes a fast decentralized algorithm for solving a consensus optimization problem defined in a directed networked multi-agent system, where the local objective functions have the smooth+nonsmooth composite form, and are possibly nonconvex. Examples of such problems include decentralized compressed sensing and constrained quadratic programming problems, as well as many decentralized regularization problems. We extend the existing algorithms PG-EXTRA and ExtraPush to a new algorithm PG-ExtraPush for composite consensus optimization over a directed network. This algorithm takes adva…
The prevalence of technologies in the space of the Internet of Things and use of multi-processing computing platforms to aid in the computation required to perform learning and inference from large volumes of data has necessitated the extensive study of algorithms on decentralized platforms. In these settings, computing nodes send and receive data across graph-structured communication links, and using a combination of local computation and consensus-seeking communication, cooperately solve a problem of interest. Recently, Langevin dynamics as a tool for high dimensional sampling and posterior …
Purdue University（普渡大学）；IMEC（IMEC（微电子研究中心））；University of California Berkeley（加州大学伯克利分校）
Current deep learning (DL) systems rely on a centralized computing paradigm which limits the amount of available training data, increases system latency, and adds privacy and security constraints. On-device learning, enabled by decentralized and distributed training of DL models over peer-to-peer wirelessly connected edge devices, not only alleviate the above limitations but also enable next-gen applications that need DL models to continuously interact and learn from their environment. However, this necessitates the development of novel training algorithms that train DL models over time-varyin…
Decentralized Directed Collaboration for Personalized Federated Learning
Nanjing University of Science and Technology（南京理工大学）；Tsinghua University（清华大学）；National University of Defense Technology（国防科技大学）；The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；JD Explore Academy（京东探索研究院）
Jiangxi Normal University（江西师范大学）；University of California, Los Angeles（加州大学洛杉矶分校）
In this note, we extend the algorithms Extra and subgradient-push to a new algorithm ExtraPush for consensus optimization with convex differentiable objective functions over a directed network. When the stationary distribution of the network can be computed in advance}, we propose a simplified algorithm called Normalized ExtraPush. Just like Extra, both ExtraPush and Normalized ExtraPush can iterate with a fixed step size. But unlike Extra, they can take a column-stochastic mixing matrix, which is not necessarily doubly stochastic. Therefore, they remove the undirected-network restriction of E…
Federated averaging (FedAvg) is a communication efficient algorithm for the distributed training with an enormous number of clients. In FedAvg, clients keep their data locally for privacy protection; a central parameter server is used to communicate between clients. This central server distributes the parameters to each client and collects the updated parameters from clients. FedAvg is mostly studied in centralized fashions, which requires massive communication between server and clients in each communication. Moreover, attacking the central server can break the whole system's privacy. In this…
Purdue University（普渡大学）；University of Rome “La Sapienza”（罗马第一大学）；U.S. Army Research Laboratory（美国陆军研究实验室）
This paper studies Dictionary Learning problems wherein the learning task is distributed over a multi-agent network, modeled as a time-varying directed graph. This formulation is relevant, for instance, in Big Data scenarios where massive amounts of data are collected/stored in different locations (e.g., sensors, clouds) and aggregating and/or processing all data in a fusion center might be inefficient or unfeasible, due to resource limitations, communication overheads or privacy issues. We develop a unified decentralized algorithmic framework for this class of nonconvex problems, which is pro…
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；Google Inc.（谷歌公司）；DAMO Academy, Alibaba Group（阿里巴巴集团达摩院）；University of California, Santa Barbara（加利福尼亚大学圣巴巴拉分校）
Decentralized algorithm is a form of computation that achieves a global goal through local dynamics that relies on low-cost communication between directly-connected agents. On large-scale optimization tasks involving distributed datasets, decentralized algorithms have shown strong, sometimes superior, performance over distributed algorithms with a central node. Recently, developing decentralized algorithms for deep learning has attracted great attention. They are considered as low-communication-overhead alternatives to those using a parameter server or the Ring-Allreduce protocol. However, the…
In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions. Algorithms interleave local computations with communication among all or a subset of the nodes. Motivated by a variety of applications---distributed estimation in sensor networks, fitting models to massive data sets, and distributed control of multi-robot systems, to name a few---significant advances have been made towards the development of robust, practical algorithms with theoretical performance guarantees. This paper presents an over…
Princeton University（普林斯顿大学）；Carnegie Mellon University（卡内基梅隆大学）；King Abdullah University of Science and Technology（阿卜杜拉国王科技大学）
Communication efficiency has been widely recognized as the bottleneck for large-scale decentralized machine learning applications in multi-agent or federated environments. To tackle the communication bottleneck, there have been many efforts to design communication-compressed algorithms for decentralized nonconvex optimization, where the clients are only allowed to communicate a small amount of quantized information (aka bits) with their neighbors over a predefined graph topology. Despite significant efforts, the state-of-the-art algorithm in the nonconvex setting still suffers from a slower ra…
Since the inception of blockchain and Bitcoin (Nakamoto (2008)), a decentralized-distributed ledger system and its associated cryptocurrency, respectively, the world has witnessed a slew of newer adaptations and applications. Although the original distributed ledger technology (DLT) of blockchain is deemed secure and decentralized, the confirmation of transactions is inefficient by design. Recently adopted, directed acyclic graph (DAG)-based distributed ledgers validate transactions efficiently without the physically and environmentally costly building process of blocks (Lerner (2015)). Howeve…
LAFA: Agentic LLM-Driven Federated Analytics over Decentralized Data Sources
Shanghai Jiao Tong University（上海交通大学）；Peng Cheng Laboratory（鹏城实验室）；The University of Hong Kong（香港大学）；Zhejiang University（浙江大学）；The Hong Kong Polytechnic University（香港理工大学）；University of Houston（休斯顿大学）
