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Scalable Distributed Stochastic Optimization via Bidirectional Compression: Beyond Pessimistic Limits
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Proposes Inkheart SGD (homogeneous) and M4 (heterogeneous) bidirectionally compressed stochastic methods that, under a Functional (L_A, L_B) inequality, beat the pessimistic lower bound and let both communication and statistical terms scale with the number of workers n.
Problem
Finding an epsilon-stationary point in distributed/federated stochastic nonconvex optimization with bidirectional communication costs; prior work shows a time-complexity lower bound that prevents communication and statistical terms from scaling with n under random sparsification.
Approach
Introduce a Functional (L_A, L_B) inequality on gradient differences that is necessary to escape the lower bound, and use it to design bidirectionally compressed methods (with probabilistic full synchronization and momentum-based gradient estimators) whose time complexities scale with n when L_A is small.
Key results
- Inkheart SGD achieves time complexity O(max{h, tau, kappa} L_max Delta/epsilon + d kappa L_A Delta/epsilon) in the homogeneous setting, which does not depend on d or sigma^2/epsilon when L_A is approximately 0.
- Proposition shows L_A = 0 for quadratic functions and L_A can be 20-200 times smaller than L in a CNN experiment.
- M4 extends the improvement to heterogeneous stochastic gradients with a time complexity that scales with n when L_A is small.
Surprising findings
- Under the standard assumptions the paper cites, the pessimistic lower bound implies that Synchronous SGD with minibatching cannot be beaten by random-sparsification methods alone.
Limitations
- Improvement depends on the structural assumption that L_A is small; worst case L_A = L gives no gain over baselines.
- Heterogeneous-time result can blow up if one worker's computation or communication time is very large, motivating a subset-selection algorithm.
Experimental setup
Metrics: time complexity iteration complexity
Baselines: Synchronous SGD SGD MARINA DASHA DIANA
Builds on: QSGD DIANA MARINA DASHA
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