Tackling Data Heterogeneity: A New Unified Framework for Decentralized SGD with Sample-induced Topology

• URL: http://arxiv.org/abs/2207.03730v1
• Date: Fri, 8 Jul 2022 07:50:08 GMT
• Title: Tackling Data Heterogeneity: A New Unified Framework for Decentralized SGD with Sample-induced Topology
• Authors: Yan Huang, Ying Sun, Zehan Zhu, Changzhi Yan, Jinming Xu
• Abstract summary: We develop a general framework unifying several gradient-based optimization methods for empirical risk minimization problems. We provide a unified perspective for variance-reduction (VR) and gradient-tracking (GT) methods such as SAGA, Local-SVRG and GT-SAGA. The rate results reveal that VR and GT methods can effectively eliminate data within and across devices, respectively, enabling the exact convergence of the algorithm to the optimal solution.
• Score: 6.6682038218782065
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: 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.

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