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Distributed Stochastic Optimization with Large Delays

The recent surge of breakthroughs in machine learning and artificial intelligence has sparked renewed interest in large-scale stochastic optimization problems that are universally considered hard. One of the most widely used methods for solving such problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent on distributed computing architectures (possibly) asychronously. However, a key obstacle in the efficient implementation of DASGD is the issue of delays: when a computing node contributes a gradient update, the global model parameter may have already been updated by other nodes several times over, thereby rendering this gradient information stale. These delays can quickly add up if the computational throughput of a node is saturated, so the convergence of DASGD may be compromised in the presence of large delays. Our first contribution is that, by carefully tuning the algorithm’s step size, convergence to the critical set is still achieved in mean square, even if the delays grow unbounded at a polynomial rate. We also establish finer results in a broad class of structured optimization problems (called variationally coherent), where we show that DASGD converges to a global optimum with a probability of one under the same delay assumptions. Together, these results contribute to the broad landscape of large-scale nonconvex stochastic optimization by offering state-of-the-art theoretical guarantees and providing insights for algorithm design.

Ketersediaan

Informasi Detail

Judul Seri

MATHEMATICS OF OPERATIONS RESEARCH; Vol.47 No.3 August 2022

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 2082-2111

Bahasa

English

ISBN/ISSN

-

Klasifikasi

NONE

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

STOCHASTIC APPROXIMATION
STOCHASTIC GRADIENT DESCENT
DISTRIBUTED OPTIMIZATION
DELAYS

Info Detail Spesifik

https://doi.org/10.1287/moor.2021.1200

Pernyataan Tanggungjawab

Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Peter Glynn, Yinyu Ye

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