Yan Huang

Yan Huang, Ying Sun, Zehan Zhu et al.

We develop a general framework unifying several gradient-based stochastic optimization methods for empirical risk minimization problems both in centralized and distributed scenarios. The framework hinges on the introduction of an augmented graph consisting of nodes modeling the samples and edges modeling both the inter-device communication and intra-device stochastic gradient computation. By designing properly the topology of the augmented graph, we are able to recover as special cases the renowned Local-SGD and DSGD algorithms, and provide a unified perspective for variance-reduction (VR) and gradient-tracking (GT) methods such as SAGA, Local-SVRG and GT-SAGA. We also provide a unified convergence analysis for smooth and (strongly) convex objectives relying on a proper structured Lyapunov function, and the obtained rate can recover the best known results for many existing algorithms. The rate results further reveal that VR and GT methods can effectively eliminate data heterogeneity within and across devices, respectively, enabling the exact convergence of the algorithm to the optimal solution. Numerical experiments confirm the findings in this paper.

Yan Huang, Jinming Xu

We propose a flexible gradient tracking approach with adjustable computation and communication steps for solving distributed stochastic optimization problem over networks. The proposed method allows each node to perform multiple local gradient updates and multiple inter-node communications in each round, aiming to strike a balance between computation and communication costs according to the properties of objective functions and network topology in non-i.i.d. settings. Leveraging a properly designed Lyapunov function, we derive both the computation and communication complexities for achieving arbitrary accuracy on smooth and strongly convex objective functions. Our analysis demonstrates sharp dependence of the convergence performance on graph topology and properties of objective functions, highlighting the trade-off between computation and communication. Numerical experiments are conducted to validate our theoretical findings.

Zehan Zhu, Ye Tian, Yan Huang et al.

Perfect synchronization in distributed machine learning problems is inefficient and even impossible due to the existence of latency, package losses and stragglers. We propose a Robust Fully-Asynchronous Stochastic Gradient Tracking method (R-FAST), where each device performs local computation and communication at its own pace without any form of synchronization. Different from existing asynchronous distributed algorithms, R-FAST can eliminate the impact of data heterogeneity across devices and allow for packet losses by employing a robust gradient tracking strategy that relies on properly designed auxiliary variables for tracking and buffering the overall gradient vector. More importantly, the proposed method utilizes two spanning-tree graphs for communication so long as both share at least one common root, enabling flexible designs in communication architectures. We show that R-FAST converges in expectation to a neighborhood of the optimum with a geometric rate for smooth and strongly convex objectives; and to a stationary point with a sublinear rate for general non-convex settings. Extensive experiments demonstrate that R-FAST runs 1.5-2 times faster than synchronous benchmark algorithms, such as Ring-AllReduce and D-PSGD, while still achieving comparable accuracy, and outperforms existing asynchronous SOTA algorithms, such as AD-PSGD and OSGP, especially in the presence of stragglers.