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Beyond Communication Overhead: A Multilevel Monte Carlo Approach for Mitigating Compression Bias in Distributed Learning

ICML 2025 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Sequential Monte Carlo for inference · 0 citations (OpenAlex)

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Proposes Multilevel Monte Carlo (MLMC) compression that turns biased gradient compressors (Top-k, s-Top-k, bit-wise) into unbiased estimators for distributed SGD, with an adaptive per-sample level distribution, validated on BERT/SST-2 and ResNet18/CIFAR-10.

Problem

Gradient compression in distributed learning trades off biased compressors (strong empirical performance but need error feedback and worse theory) against unbiased compressors (clean theory but poor empirical efficiency). The paper asks whether one can get the benefits of both.

Approach

Apply Multilevel Monte Carlo to a family of multilevel biased compressors: sample a compression level from a distribution and send a reweighted residual between adjacent levels, yielding an unbiased gradient estimate whose variance is controlled. An adaptive variant chooses level probabilities per sample proportional to residual norms.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Adaptive MLMC-Top-k instead of the compared compression methodsBERT fine-tuning · GLUE SST-2, communication efficiencytest accuracyHelped
Use Adaptive MLMC-Top-k instead of the compared compression methodsBERT fine-tuning · GLUE SST-2, iteration efficiencytest accuracyHelped
Use Adaptive MLMC-Top-k instead of uncompressed SGDBERT fine-tuning · GLUE SST-2, iteration efficiencytest accuracyNo clear effect
Use Fixed-Point MLMC instead of 2-bit Fixed-Point quantization, 2-bit QSGD, or uncompressed SGDResNet18 · CIFAR-10, communication efficiencytest accuracyHelped
Increase the number of machines from M=4 to M=32Adaptive MLMC-Top-k · GLUE SST-2convergence rateHelped

Surprising findings

Limitations

Experimental setup

Datasets: GLUE SST-2 CIFAR-10

Benchmarks: GLUE SST-2 CIFAR-10

Metrics: test accuracy communicated bits epochs

Baselines: Top-k EF21-SGDM Rand-k uncompressed SGD 2-bit QSGD 2-bit fixed-point quantization

Builds on: Multilevel Monte Carlo EF21-SGDM QSGD Rand-k

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