In this paper, we consider the distributed optimization problem where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we propose a distributed random reshuffling (D-RR) algorithm that combines the classical distributed gradient descent (DGD) method and Random Reshuffling (RR). We show that D-RR inherits the superiority of RR for both smooth strongly convex and smooth nonconvex objective functions. In particular, for smooth strongly convex objective functions, D-RR achieves $\mathcal{O}(1/T^2)$ rate of convergence (here, $T$ counts the total number of iterations) in terms of the squared distance between the iterate and the unique minimizer. When the objective function is assumed to be smooth nonconvex and has Lipschitz continuous component functions, we show that D-RR drives the squared norm of gradient to $0$ at a rate of $\mathcal{O}(1/T^{2/3})$. These convergence results match those of centralized RR (up to constant factors).
We consider the question of adaptive data analysis within the framework of convex optimization. We ask how many samples are needed in order to compute $\epsilon$-accurate estimates of $O(1/\epsilon^2)$ gradients queried by gradient descent, and we provide two intermediate answers to this question. First, we show that for a general analyst (not necessarily gradient descent) $\Omega(1/\epsilon^3)$ samples are required. This rules out the possibility of a foolproof mechanism. Our construction builds upon a new lower bound (that may be of interest of its own right) for an analyst that may ask several non adaptive questions in a batch of fixed and known $T$ rounds of adaptivity and requires a fraction of true discoveries. We show that for such an analyst $\Omega (\sqrt{T}/\epsilon^2)$ samples are necessary. Second, we show that, under certain assumptions on the oracle, in an interaction with gradient descent $\tilde \Omega(1/\epsilon^{2.5})$ samples are necessary. Our assumptions are that the oracle has only \emph{first order access} and is \emph{post-hoc generalizing}. First order access means that it can only compute the gradients of the sampled function at points queried by the algorithm. Our assumption of \emph{post-hoc generalization} follows from existing lower bounds for statistical queries. More generally then, we provide a generic reduction from the standard setting of statistical queries to the problem of estimating gradients queried by gradient descent. These results are in contrast with classical bounds that show that with $O(1/\epsilon^2)$ samples one can optimize the population risk to accuracy of $O(\epsilon)$ but, as it turns out, with spurious gradients.
We study the distributed minimum spanning tree (MST) problem, a fundamental problem in distributed computing. It is well-known that distributed MST can be solved in $\tilde{O}(D+\sqrt{n})$ rounds in the standard CONGEST model (where $n$ is the network size and $D$ is the network diameter) and this is essentially the best possible round complexity (up to logarithmic factors). However, in resource-constrained networks such as ad hoc wireless and sensor networks, nodes spending so much time can lead to significant spending of resources such as energy. Motivated by the above consideration, we study distributed algorithms for MST under the \emph{sleeping model} [Chatterjee et al., PODC 2020], a model for design and analysis of resource-efficient distributed algorithms. In the sleeping model, a node can be in one of two modes in any round -- \emph{sleeping} or \emph{awake} (unlike the traditional model where nodes are always awake). Only the rounds in which a node is \emph{awake} are counted, while \emph{sleeping} rounds are ignored. A node spends resources only in the awake rounds and hence the main goal is to minimize the \emph{awake complexity} of a distributed algorithm, the worst-case number of rounds any node is awake. We present deterministic and randomized distributed MST algorithms that have an \emph{optimal} awake complexity of $O(\log n)$ time with a matching lower bound. We also show that our randomized awake-optimal algorithm has essentially the best possible round complexity by presenting a lower bound of $\tilde{\Omega}(n)$ on the product of the awake and round complexity of any distributed algorithm (including randomized) that outputs an MST, where $\tilde{\Omega}$ hides a $1/(\text{polylog } n)$ factor.
In this paper, we introduce $\mathsf{CO}_3$, an algorithm for communication-efficiency federated Deep Neural Network (DNN) training.$\mathsf{CO}_3$ takes its name from three processing applied steps which reduce the communication load when transmitting the local gradients from the remote users to the Parameter Server.Namely:(i) gradient quantization through floating-point conversion, (ii) lossless compression of the quantized gradient, and (iii) quantization error correction.We carefully design each of the steps above so as to minimize the loss in the distributed DNN training when the communication overhead is fixed.In particular, in the design of steps (i) and (ii), we adopt the assumption that DNN gradients are distributed according to a generalized normal distribution.This assumption is validated numerically in the paper. For step (iii), we utilize an error feedback with memory decay mechanism to correct the quantization error introduced in step (i). We argue that this coefficient, similarly to the learning rate, can be optimally tuned to improve convergence. The performance of $\mathsf{CO}_3$ is validated through numerical simulations and is shown having better accuracy and improved stability at a reduced communication payload.
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 decentralized stochastic optimization problems on smooth functions that are either (i) strongly convex, (ii) convex, or (iii) non-convex. Finally, we provide numerical experiments to illustrate convergence under arbitrary compression ratios and the communication efficiency of our algorithm.
Momentum methods, such as heavy ball method~(HB) and Nesterov's accelerated gradient method~(NAG), have been widely used in training neural networks by incorporating the history of gradients into the current updating process. In practice, they often provide improved performance over (stochastic) gradient descent~(GD) with faster convergence. Despite these empirical successes, theoretical understandings of their accelerated convergence rates are still lacking. Recently, some attempts have been made by analyzing the trajectories of gradient-based methods in an over-parameterized regime, where the number of the parameters is significantly larger than the number of the training instances. However, the majority of existing theoretical work is mainly concerned with GD and the established convergence result of NAG is inferior to HB and GD, which fails to explain the practical success of NAG. In this paper, we take a step towards closing this gap by analyzing NAG in training a randomly initialized over-parameterized two-layer fully connected neural network with ReLU activation. Despite the fact that the objective function is non-convex and non-smooth, we show that NAG converges to a global minimum at a non-asymptotic linear rate $(1-\Theta(1/\sqrt{\kappa}))^t$, where $\kappa > 1$ is the condition number of a gram matrix and $t$ is the number of the iterations. Compared to the convergence rate $(1-\Theta(1/{\kappa}))^t$ of GD, our result provides theoretical guarantees for the acceleration of NAG in neural network training. Furthermore, our findings suggest that NAG and HB have similar convergence rate. Finally, we conduct extensive experiments on six benchmark datasets to validate the correctness of our theoretical results.
We demonstrate that merely analog transmissions and match filtering can realize the function of an edge server in federated learning (FL). Therefore, a network with massively distributed user equipments (UEs) can achieve large-scale FL without an edge server. We also develop a training algorithm that allows UEs to continuously perform local computing without being interrupted by the global parameter uploading, which exploits the full potential of UEs' processing power. We derive convergence rates for the proposed schemes to quantify their training efficiency. The analyses reveal that when the interference obeys a Gaussian distribution, the proposed algorithm retrieves the convergence rate of a server-based FL. But if the interference distribution is heavy-tailed, then the heavier the tail, the slower the algorithm converges. Nonetheless, the system run time can be largely reduced by enabling computation in parallel with communication, whereas the gain is particularly pronounced when communication latency is high. These findings are corroborated via excessive simulations.
The lossless compression of a single source $X^n$ was recently shown to be achievable with a notion of strong locality; any $X_i$ can be decoded from a {\emph{constant}} number of compressed bits, with a vanishing in $n$ probability of error. In contrast with the single source setup, we show that for two separately encoded sources $(X^n,Y^n)$, lossless compression and strong locality is generally not possible. More precisely, we show that for the class of "confusable" sources strong locality cannot be achieved whenever one of the sources is compressed below its entropy. In this case, irrespectively of $n$, the probability of error of decoding any $(X_i,Y_i)$ is lower bounded by $2^{-O(d_{\mathrm{loc}})}$, where $d_{\mathrm{loc}}$ denotes the number of compressed bits accessed by the local decoder. Conversely, if the source is not confusable, strong locality is possible even if one of the sources is compressed below its entropy. Results extend to any number of sources.
We present the Sequential Aggregation and Rematerialization (SAR) scheme for distributed full-batch training of Graph Neural Networks (GNNs) on large graphs. Large-scale training of GNNs has recently been dominated by sampling-based methods and methods based on non-learnable message passing. SAR on the other hand is a distributed technique that can train any GNN type directly on an entire large graph. The key innovation in SAR is the distributed sequential rematerialization scheme which sequentially re-constructs then frees pieces of the prohibitively large GNN computational graph during the backward pass. This results in excellent memory scaling behavior where the memory consumption per worker goes down linearly with the number of workers, even for densely connected graphs. Using SAR, we report the largest applications of full-batch GNN training to-date, and demonstrate large memory savings as the number of workers increases. We also present a general technique based on kernel fusion and attention-matrix rematerialization to optimize both the runtime and memory efficiency of attention-based models. We show that, coupled with SAR, our optimized attention kernels lead to significant speedups and memory savings in attention-based GNNs.We made the SAR GNN training library publicy available: \url{//github.com/IntelLabs/SAR}.
In the pooled data problem we are given a set of $n$ agents, each of which holds a hidden state bit, either $0$ or $1$. A querying procedure returns for a query set the sum of the states of the queried agents. The goal is to reconstruct the states using as few queries as possible. In this paper we consider two noise models for the pooled data problem. In the noisy channel model, the result for each agent flips with a certain probability. In the noisy query model, each query result is subject to random Gaussian noise. Our results are twofold. First, we present and analyze for both error models a simple and efficient distributed algorithm that reconstructs the initial states in a greedy fashion. Our novel analysis pins down the range of error probabilities and distributions for which our algorithm reconstructs the exact initial states with high probability. Secondly, we present simulation results of our algorithm and compare its performance with approximate message passing (AMP) algorithms that are conjectured to be optimal in a number of related problems.
The aim of this work is to develop a fully-distributed algorithmic framework for training graph convolutional networks (GCNs). The proposed method is able to exploit the meaningful relational structure of the input data, which are collected by a set of agents that communicate over a sparse network topology. After formulating the centralized GCN training problem, we first show how to make inference in a distributed scenario where the underlying data graph is split among different agents. Then, we propose a distributed gradient descent procedure to solve the GCN training problem. The resulting model distributes computation along three lines: during inference, during back-propagation, and during optimization. Convergence to stationary solutions of the GCN training problem is also established under mild conditions. Finally, we propose an optimization criterion to design the communication topology between agents in order to match with the graph describing data relationships. A wide set of numerical results validate our proposal. To the best of our knowledge, this is the first work combining graph convolutional neural networks with distributed optimization.