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Efficient Sign-Based Optimization: Accelerating Convergence via Variance Reduction

NeurIPS 2024 · Optimization › Distributed and compressed · approach: Local and asynchronous SGD · 1 citations (OpenAlex)

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Proposes sign-based stochastic variance reduction (SSVR) and its finite-sum and distributed majority-vote variants, improving signSGD convergence rates in T for stochastic, finite-sum, and heterogeneous majority-vote settings.

Problem

signSGD converges at O(d^{1/2}T^{-1/4}) for stochastic non-convex optimization, and existing heterogeneous majority-vote sign methods have poor rates (O(dT^{-1/4}+dn^{-1/2}) or O(d^{3/8}T^{-1/8})), with sub-optimal dependence on m for finite-sum sign methods.

Approach

Combines STORM-style variance-reduced gradient tracking with sign-based updates (and SVRG-style periodic full gradients with an error-correction term for finite-sum), and in distributed settings replaces deterministic sign with an unbiased stochastic sign operation so that 1-bit messages remain unbiased.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add variance reduction to signSGD updatessignSGD · Stochastic non-convex optimizationconvergence rate (l1-norm): \(\mathcal{O}(d^{1/2}T^{-1/4})\) -> \(\mathcal{O}(d^{1/2}T^{-1/3})\)Helped
Add periodic full-gradient computation and an error-correction termSignSVRG · Finite-sum non-convex optimizationconvergence rate (l1-norm): \(\mathcal{O}(m^{1/2}d^{1/2}T^{-1/2})\) -> \(\mathcal{O}(m^{1/4}d^{1/2}T^{-1/2})\)Helped
Use unbiased stochastic sign mapping on workersSign-based majority vote under heterogeneous data · Heterogeneous majority voteconvergence rate (l1-norm): \(\mathcal{O}(dT^{-1/4} + dn^{-1/2})\) -> \(\mathcal{O}(d^{1/2}T^{-1/2} + dn^{-1/2})\)Helped
Replace the server-side sign operation with an unbiased stochastic sign mapping (ablation)SSVR-MV Option 1 · Heterogeneous majority voteconvergence rate (l2-norm): \(\mathcal{O}(d^{3/8}T^{-1/8})\) -> \(\mathcal{O}(d^{1/4}T^{-1/4})\)Helped
Use SSVR for CIFAR-10 image classificationResNet18 · CIFAR-10testing accuracyHelped
Use SSVR-FS for CIFAR-10 image classificationResNet18 · CIFAR-10testing accuracyHelped
Use SSVR-MV for distributed CIFAR-100 image classificationResNet50 · CIFAR-100, 4 and 8 nodestesting accuracyHelped

Surprising findings

Limitations

Experimental setup

Datasets: CIFAR-10 CIFAR-100

Benchmarks: CIFAR-10 CIFAR-100

Metrics: training loss gradient norm testing accuracy

Baselines: signSGD signSGD-SIM SignSVRG Signum SSDM Sto-signSGD MV-signSGD-SIM

Builds on: signSGD STORM SVRG signSVRG MV-signSGD-SIM

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