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On the Optimal Time Complexities in Decentralized Stochastic Asynchronous Optimization

NeurIPS 2024 · Optimization › Distributed and compressed · approach: Decentralized optimization algorithms · 0 citations (OpenAlex)

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Proves time-complexity lower bounds for decentralized asynchronous stochastic nonconvex optimization with computation and communication delays, and proposes Fragile SGD (homogeneous, nearly optimal) and Amelie SGD (heterogeneous, optimal) that match them.

Problem

Finding the optimal physical-time complexity for asynchronous stochastic optimization over decentralized multigraphs where workers have heterogeneous computation and communication times, which prior gossip-based analyses did not capture.

Approach

Model the network by shortest-path communication times and computation upper bounds, derive a matching time lower bound via an equilibrium-time formula, and design spanning-tree-based asynchronous methods (Fragile SGD, Amelie SGD) that ignore stragglers and achieve that bound without knowing the speeds.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Fragile SGD instead of Minibatch SGDHomogeneous decentralized nonconvex optimization · Homogeneous decentralized nonconvexworst-case time complexityHelped
Use Amelie SGD instead of Minibatch SGDHeterogeneous decentralized nonconvex optimization · Heterogeneous decentralized nonconvexworst-case time complexityHelped
Use Fragile SGD with a pivot and shortest-path spanning treesHomogeneous decentralized nonconvex optimization · Homogeneous decentralized nonconvexworst-case time complexityHelped
Use Amelie SGD for heterogeneous local functions without requiring function similarityHeterogeneous decentralized optimization · Heterogeneous decentralized nonconvextime complexityHelped
Use Fragile SGD instead of Minibatch SGDMNIST logistic regression with 100 workers and slow communication · MNIST testaccuracyHelped
Increase the participating worker set only when communication and computation costs permitFragile SGD on line graphs · Line graphtime complexityMixed

Surprising findings

Limitations

Experimental setup

Datasets: MNIST

Benchmarks: MNIST

Metrics: time to epsilon-stationary point test accuracy objective value vs time

Baselines: Minibatch SGD SWIFT Asynchronous SGD RelaySGD Gradient Tracking

Builds on: Rennala SGD Malenia SGD Asynchronous SGD Minibatch SGD

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