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Freya PAGE: First Optimal Time Complexity for Large-Scale Nonconvex Finite-Sum Optimization with Heterogeneous Asynchronous Computations

NeurIPS 2024 · Optimization › Nonconvex and smooth optimization · approach: Proximal finite-sum methods

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Proposes Freya PAGE, an asynchronous variance-reduced (PAGE-based) method for nonconvex finite-sum optimization with heterogeneous worker speeds, with new gradient-collection subroutines, achieving optimal time complexity in the large-scale regime (sqrt(m) >= n) plus a matching lower bound.

Problem

Nonconvex finite-sum optimization in distributed settings where workers have arbitrarily heterogeneous and time-varying processing times; prior methods (Asynchronous SGD, Rennala SGD, SPIDER/PAGE with equal data allocation) have suboptimal time complexity or depend on the slowest worker.

Approach

Combine PAGE's probabilistic full-gradient/minibatch-difference updates with new asynchronous subroutines (ComputeGradient, ComputeBatchDifference) that assign data indices uniformly at random to whichever worker is free, so the method adapts to unknown and changing worker speeds without using {tau_i}; the resulting time complexity is governed by an equilibrium time t*(S) and is shown to be optima

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Freya PAGE instead of Asynchronous SGDMNIST logistic regression · MNIST test set, final 100K secondsaccuracy: 92.60 -> 92.66Helped
Use Freya PAGE instead of Rennala SGDMNIST logistic regression · MNIST test set, final 100K secondsaccuracy: 92.37 -> 92.66Helped
Use Freya PAGE instead of Soviet PAGEMNIST logistic regression · MNIST test set, final 100K secondsaccuracy: 92.31 -> 92.66Helped
Use Freya PAGE instead of Asynchronous SGDMNIST logistic regression · MNIST test set, final 100K secondsvariance of accuracy: 5.85e-07 -> 1.01e-07Helped
Use Freya PAGE instead of Rennala SGDMNIST logistic regression · MNIST test set, final 100K secondsvariance of accuracy: 3.12e-06 -> 1.01e-07Helped
Use Freya PAGE instead of Soviet PAGEMNIST logistic regression · MNIST test set, final 100K secondsvariance of accuracy: 1.62e-07 -> 1.01e-07Helped
Use Freya PAGE instead of Soviet PAGENonconvex quadratic optimization · Synthetic quadratic tasks, n=1000 and n=10000function suboptimalityHelped
Use Freya PAGE instead of Rennala SGDNonconvex quadratic optimization · Synthetic quadratic tasks, n=1000 and n=10000function suboptimalityHelped
Use Freya PAGE instead of Asynchronous SGDNonconvex quadratic optimization · Synthetic quadratic tasks, n=1000 and n=10000function suboptimalityHelped
Use Freya PAGE instead of Rennala SGD or Asynchronous SGDMNIST logistic regression · MNISTaccuracyNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: MNIST

Benchmarks: MNIST

Metrics: function suboptimality vs elapsed time test accuracy variance of accuracy

Baselines: Asynchronous SGD Rennala SGD Soviet PAGE SYNTHESIS Hero PAGE

Builds on: PAGE SPIDER Rennala SGD Asynchronous SGD

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