Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the performance of parallel SGD is still bottlenecked by the high communication costs even with a fast connection among the machines. A simple approach to alleviating this problem, used in many existing efforts, is to perform communication every few iterations, using a constant averaging period. In this paper, we show that the optimal averaging period in terms of convergence and communication cost is not a constant, but instead varies over the course of the execution. Specifically, we observe that reducing the variance of model parameters among the computing nodes is critical to the convergence of periodic parameter averaging SGD. Given a fixed communication budget, we show that it is more beneficial to synchronize more frequently in early iterations to reduce the initial large variance and synchronize less frequently in the later phase of the training process. We propose a practical algorithm, named ADaptive Periodic parameter averaging SGD (ADPSGD), to achieve a smaller overall variance of model parameters, and thus better convergence compared with the Constant Periodic parameter averaging SGD (CPSGD). We evaluate our method with several image classification benchmarks and show that our ADPSGD indeed achieves smaller training losses and higher test accuracies with smaller communication compared with CPSGD. Compared with gradient-quantization SGD, we show that our algorithm achieves faster convergence with only half of the communication. Compared with full-communication SGD, our ADPSGD achieves 1:14x to 1:27x speedups with a 100Gbps connection among computing nodes, and the speedups increase to 1:46x ~ 1:95x with a 10Gbps connection.
University of Southern California（南加州大学）；Amazon Alexa AI（亚马逊 Alexa AI）
Local Stochastic Gradient Descent (SGD) with periodic model averaging (FedAvg) is a foundational algorithm in Federated Learning. The algorithm independently runs SGD on multiple workers and periodically averages the model across all the workers. When local SGD runs with many workers, however, the periodic averaging causes a significant model discrepancy across the workers making the global loss converge slowly. While recent advanced optimization methods tackle the issue focused on non-IID settings, there still exists the model discrepancy issue due to the underlying periodic model averaging. …
Communication overhead hinders the scalability of large-scale distributed training. Gossip SGD, where each node averages only with its neighbors, is more communication-efficient than the prevalent parallel SGD. However, its convergence rate is reversely proportional to quantity $1-β$ which measures the network connectivity. On large and sparse networks where $1-β\to 0$, Gossip SGD requires more iterations to converge, which offsets against its communication benefit. This paper introduces Gossip-PGA, which adds Periodic Global Averaging into Gossip SGD. Its transient stage, i.e., the iterations…
Communication overhead is one of the key challenges that hinders the scalability of distributed optimization algorithms. In this paper, we study local distributed SGD, where data is partitioned among computation nodes, and the computation nodes perform local updates with periodically exchanging the model among the workers to perform averaging. While local SGD is empirically shown to provide promising results, a theoretical understanding of its performance remains open. We strengthen convergence analysis for local SGD, and show that local SGD can be far less expensive and applied far more gener…
Consider a number of workers running SGD independently on the same pool of data and averaging the models every once in a while -- a common but not well understood practice. We study model averaging as a variance-reducing mechanism and describe two ways in which the frequency of averaging affects convergence. For convex objectives, we show the benefit of frequent averaging depends on the gradient variance envelope. For non-convex objectives, we illustrate that this benefit depends on the presence of multiple globally optimal points. We complement our findings with multicore experiments on both …
Communication-efficient SGD algorithms, which allow nodes to perform local updates and periodically synchronize local models, are highly effective in improving the speed and scalability of distributed SGD. However, a rigorous convergence analysis and comparative study of different communication-reduction strategies remains a largely open problem. This paper presents a unified framework called Cooperative SGD that subsumes existing communication-efficient SGD algorithms such as periodic-averaging, elastic-averaging and decentralized SGD. By analyzing Cooperative SGD, we provide novel convergenc…
We describe the neural-network training framework used in the Kaldi speech recognition toolkit, which is geared towards training DNNs with large amounts of training data using multiple GPU-equipped or multi-core machines. In order to be as hardware-agnostic as possible, we needed a way to use multiple machines without generating excessive network traffic. Our method is to average the neural network parameters periodically (typically every minute or two), and redistribute the averaged parameters to the machines for further training. Each machine sees different data. By itself, this method does …
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…
Southeast University（东南大学）；University of California, Berkeley（加州大学伯克利分校）；University of Michigan, Ann Arbor（密歇根大学安娜堡分校）；International Computer Science Institute（国际计算机科学研究所）
Federated learning (FL) is a promising way to use the computing power of mobile devices while maintaining the privacy of users. Current work in FL, however, makes the unrealistic assumption that the users have ground-truth labels on their devices, while also assuming that the server has neither data nor labels. In this work, we consider the more realistic scenario where the users have only unlabeled data, while the server has some labeled data, and where the amount of labeled data is smaller than the amount of unlabeled data. We call this learning problem semi-supervised federated learning (SS…
Georgia Institute of Technology（佐治亚理工学院）；IBM Thomas J. Watson Research Center（IBM托马斯·J·沃森研究中心）
Reducing communication in training large-scale machine learning applications on distributed platform is still a big challenge. To address this issue, we propose a distributed hierarchical averaging stochastic gradient descent (Hier-AVG) algorithm with infrequent global reduction by introducing local reduction. As a general type of parallel SGD, Hier-AVG can reproduce several popular synchronous parallel SGD variants by adjusting its parameters. We show that Hier-AVG with infrequent global reduction can still achieve standard convergence rate for non-convex optimization problems. In addition, w…
The fields of machine learning and mathematical optimization increasingly intertwined. The special topic on supervised learning and convex optimization examines this interplay. The training part of most supervised learning algorithms can usually be reduced to an optimization problem that minimizes a loss between model predictions and training data. While most optimization techniques focus on accuracy and speed of convergence, the qualities of good optimization algorithm from the machine learning perspective can be quite different since machine learning is more than fitting the data. Better opt…
Research Center for Applied Mathematics and Machine Intelligence（应用数学与机器智能研究中心）；Zhejiang Lab（之江实验室）
Averaging neural network weights sampled by a backbone stochastic gradient descent (SGD) is a simple yet effective approach to assist the backbone SGD in finding better optima, in terms of generalization. From a statistical perspective, weight averaging (WA) contributes to variance reduction. Recently, a well-established stochastic weight averaging (SWA) method is proposed, which is featured by the application of a cyclical or high constant (CHC) learning rate schedule (LRS) in generating weight samples for WA. Then a new insight on WA appears, which states that WA helps to discover wider opti…
UC Santa Barbara（加州大学圣巴巴拉分校）；UT Austin（德克萨斯大学奥斯汀分校）；UPenn（宾夕法尼亚大学）；MIT（麻省理工学院）
Federated learning is a distributed framework according to which a model is trained over a set of devices, while keeping data localized. This framework faces several systems-oriented challenges which include (i) communication bottleneck since a large number of devices upload their local updates to a parameter server, and (ii) scalability as the federated network consists of millions of devices. Due to these systems challenges as well as issues related to statistical heterogeneity of data and privacy concerns, designing a provably efficient federated learning method is of significant importance…
Fraunhofer IAIS（弗劳恩霍夫智能分析与信息系统研究所）；Fraunhofer Center for Machine Learning（弗劳恩霍夫机器学习中心）；University of Bonn（波恩大学）；Volkswagen Group Research（大众集团研究院）
We propose an efficient protocol for decentralized training of deep neural networks from distributed data sources. The proposed protocol allows to handle different phases of model training equally well and to quickly adapt to concept drifts. This leads to a reduction of communication by an order of magnitude compared to periodically communicating state-of-the-art approaches. Moreover, we derive a communication bound that scales well with the hardness of the serialized learning problem. The reduction in communication comes at almost no cost, as the predictive performance remains virtually uncha…
Coordinated Science Laboratory (CSL), University of Illinois at Urbana-Champaign（协调科学实验室（CSL），伊利诺伊大学厄巴纳-香槟分校）；Department of Industrial and Enterprise Systems Engineering, University of Illinois（工业与企业系统工程系，伊利诺伊大学）
Despite the recent success of Graph Neural Networks (GNNs), training GNNs on large graphs remains challenging. The limited resource capacities of the existing servers, the dependency between nodes in a graph, and the privacy concern due to the centralized storage and model learning have spurred the need to design an effective distributed algorithm for GNN training. However, existing distributed GNN training methods impose either excessive communication costs or large memory overheads that hinders their scalability. To overcome these issues, we propose a communication-efficient distributed GNN …
