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ProxSkip: Yes! Local Gradient Steps Provably Lead to Communication Acceleration! Finally!

ICML 2022 · Optimization › Nonconvex and smooth optimization · approach: Acceleration and Nesterov dynamics · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use randomized prox skipping with control variates, choosing p=1/sqrt(kappa)ProxSkip · Smooth strongly convex objective with expensive proxprox evaluations: $\mathcal O(\kappa\log\nicefrac{1}{\varepsilon})$ to $\mathcal O(\sqrt{\kappa}\log\nicefrac{1}{\varepsilon})$Helped
Apply ProxSkip to consensus optimization for federated learningScaffnew · Strongly convex federated learningcommunication rounds: $\tilde{\mathcal O}(\kappa)$ to $\tilde{\mathcal O}(\sqrt{\kappa})$Helped
Use local gradient steps without a control variateLocalGD · Heterogeneous federated learningconvergenceHurt
Set p=1, so prox is not skipped (ablation)ProxSkip · Smooth strongly convex objective with expensive proxiterations: $\mathcal O(\kappa\log\nicefrac{1}{\varepsilon})$No clear effect
Set the expected local steps per communication round to 100 rather than the experimental optimum of 300 (ablation)Scaffnew · w8aconvergence: $\nicefrac{1}{p} = 100$; $\nicefrac{1}{p} = 300$Hurt
Set the expected local steps per communication round to 1000 rather than the experimental optimum of 300 (ablation)Scaffnew · w8aconvergence: $\nicefrac{1}{p} = 1000$; $\nicefrac{1}{p} = 300$Hurt

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