Pareto-optimal Tradeoffs Between Communication and Computation with Flexible Gradient Tracking
It addresses communication-computation trade-offs in distributed optimization for heterogeneous networks, offering incremental improvements with Pareto-optimality.
This paper tackles distributed optimization in non-i.i.d. settings by proposing FlexGT, a flexible gradient tracking method that balances communication and computation, achieving linear or sublinear convergence rates and matching or improving existing complexity bounds, such as an optimal iteration complexity of Ψ(L/ε + Lσ^2/(nε^2√(1-√ρ_W))) for nonconvex cases.
This paper addresses distributed optimization problems in non-i.i.d. scenarios, focusing on the interplay between communication and computation efficiency. To this end, we propose FlexGT, a flexible snapshot gradient tracking method with tunable numbers of local updates and neighboring communications in each round. Leveraging a unified convergence analysis framework, we prove that FlexGT achieves a linear or sublinear convergence rate depending on objective-specific properties--from (strongly) convex to nonconvex--and the above-mentioned tunable parameters. FlexGT is provably robust to the heterogeneity across nodes and attains the best-known communication and computation complexity among existing results. Moreover, we introduce an accelerated gossip-based variant, termed Acc-FlexGT, and show that with prior knowledge of the graph, it achieves a Pareto-optimal trade-off between communication and computation. Particularly, Acc-FlexGT achieves the optimal iteration complexity of $\tilde{\mathcal{O}} \left( L/ε+Lσ^2/\left( nε^2 \sqrt{1-\sqrt{ρ_W}} \right) \right) $ for the nonconvex case, matching the existing lower bound up to a logarithmic factor, and improves the existing results for the strongly convex case by a factor of $\tilde{\mathcal{O}} \left( 1/\sqrtε \right)$, where $ε$ is the targeted accuracy, $n$ the number of nodes, $L$ the Lipschitz constant, $ρ_W$ the spectrum gap of the graph, and $σ$ the stochastic gradient variance. Numerical examples are provided to demonstrate the effectiveness of the proposed methods.