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Shadowheart SGD: Distributed Asynchronous SGD with Optimal Time Complexity Under Arbitrary Computation and Communication Heterogeneity

NeurIPS 2024 · Optimization › Distributed and compressed · approach: Local and asynchronous SGD · 0 citations (OpenAlex)

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Proposes Shadowheart SGD, an asynchronous centralized distributed SGD method with unbiased compression that adapts per-worker batch sizes and message counts via an equilibrium time, and proves its time complexity is optimal among compressed centralized methods.

Problem

Nonconvex stochastic optimization in asynchronous centralized distributed settings where worker computation and worker-to-server communication times are heterogeneous and non-negligible, with compressed communication.

Approach

Each worker computes a time-budgeted number of stochastic gradients (minibatched) and sends multiple independently compressed copies to the server; the server aggregates with weights chosen to minimize variance, and the time budget is set by an implicitly defined equilibrium time t* that also yields a matching lower bound.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Shadowheart SGD instead of Minibatch SGDCentralized distributed optimization · Last worker is slowtime complexity: \infty -> < \inftyHelped
Use Shadowheart SGD instead of QSGDCentralized distributed optimization · Last worker is slowtime complexity: \infty -> < \inftyHelped
Use Shadowheart SGD instead of Minibatch SGDCentralized distributed optimization · Equal worker performancetime complexityHelped
Use Shadowheart SGD instead of QSGDCentralized distributed optimization · Equal worker performancetime complexityHelped
Use Shadowheart SGD instead of Rennala SGD / Asynchronous SGDCentralized distributed optimization · Equal worker performancetime complexityHelped
Use Shadowheart SGD instead of Minibatch SGDCentralized distributed optimization · Numerical comparison, $\nicefrac{\sigma^2}{\varepsilon} = 1$relative time complexity: \times 10^3 vs. \times 1Helped
Use Shadowheart SGD instead of QSGDCentralized distributed optimization · Numerical comparison, $\nicefrac{\sigma^2}{\varepsilon} = 1$relative time complexity: \times 3 vs. \times 1Helped
Use Shadowheart SGD instead of Rennala SGD / Asynchronous SGDCentralized distributed optimization · Numerical comparison, $\nicefrac{\sigma^2}{\varepsilon} = 10^3$relative time complexity: \times 10 vs. \times 1Helped
Use Shadowheart SGD instead of Rennala SGD / Asynchronous SGDCentralized distributed optimization · Numerical comparison, $\nicefrac{\sigma^2}{\varepsilon} = 10^6$relative time complexity: \times 1.5 vs. \times 1Helped
Use Bidirectional Shadowheart SGD with server-side compression and EF21-PShadowheart SGD when server broadcast is costly · Bidirectional communicationtime complexityHelped

Surprising findings

Limitations

Experimental setup

Datasets: logistic regression on ML data (unspecified) synthetic functions

Metrics: time complexity (seconds to epsilon-stationary point) numerical comparison factors

Baselines: Minibatch SGD QSGD Rennala SGD Asynchronous SGD vanilla SGD on fastest worker

Builds on: Rennala SGD QSGD Asynchronous SGD MARINA EF21-P

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