Erick Lavoie

Batiste Le Bars, Aurélien Bellet, Marc Tommasi et al.

One of the key challenges in decentralized and federated learning is to design algorithms that efficiently deal with highly heterogeneous data distributions across agents. In this paper, we revisit the analysis of the popular Decentralized Stochastic Gradient Descent algorithm (D-SGD) under data heterogeneity. We exhibit the key role played by a new quantity, called neighborhood heterogeneity, on the convergence rate of D-SGD. By coupling the communication topology and the heterogeneity, our analysis sheds light on the poorly understood interplay between these two concepts. We then argue that neighborhood heterogeneity provides a natural criterion to learn data-dependent topologies that reduce (and can even eliminate) the otherwise detrimental effect of data heterogeneity on the convergence time of D-SGD. For the important case of classification with label skew, we formulate the problem of learning such a good topology as a tractable optimization problem that we solve with a Frank-Wolfe algorithm. As illustrated over a set of simulated and real-world experiments, our approach provides a principled way to design a sparse topology that balances the convergence speed and the per-iteration communication costs of D-SGD under data heterogeneity.

Aurélien Bellet, Anne-Marie Kermarrec, Erick Lavoie

The convergence speed of machine learning models trained with Federated Learning is significantly affected by heterogeneous data partitions, even more so in a fully decentralized setting without a central server. In this paper, we show that the impact of label distribution skew, an important type of data heterogeneity, can be significantly reduced by carefully designing the underlying communication topology. We present D-Cliques, a novel topology that reduces gradient bias by grouping nodes in sparsely interconnected cliques such that the label distribution in a clique is representative of the global label distribution. We also show how to adapt the updates of decentralized SGD to obtain unbiased gradients and implement an effective momentum with D-Cliques. Our extensive empirical evaluation on MNIST and CIFAR10 demonstrates that our approach provides similar convergence speed as a fully-connected topology, which provides the best convergence in a data heterogeneous setting, with a significant reduction in the number of edges and messages. In a 1000-node topology, D-Cliques require 98% less edges and 96% less total messages, with further possible gains using a small-world topology across cliques.