Resource-Adaptive Newton's Method for Distributed Learning

• URL: http://arxiv.org/abs/2308.10154v3
• Date: Sat, 2 Sep 2023 09:34:07 GMT
• Title: Resource-Adaptive Newton's Method for Distributed Learning
• Authors: Shuzhen Chen, Yuan Yuan, Youming Tao, Zhipeng Cai and Dongxiao Yu
• Abstract summary: This paper introduces a novel and efficient algorithm called RANL, which overcomes the limitations of Newton's method. Unlike traditional first-order methods, RANL exhibits remarkable independence from the condition number of the problem.
• Score: 16.588456212160928
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Distributed stochastic optimization methods based on Newton's method offer significant advantages over first-order methods by leveraging curvature information for improved performance. However, the practical applicability of Newton's method is hindered in large-scale and heterogeneous learning environments due to challenges such as high computation and communication costs associated with the Hessian matrix, sub-model diversity, staleness in training, and data heterogeneity. To address these challenges, this paper introduces a novel and efficient algorithm called RANL, which overcomes the limitations of Newton's method by employing a simple Hessian initialization and adaptive assignments of training regions. The algorithm demonstrates impressive convergence properties, which are rigorously analyzed under standard assumptions in stochastic optimization. The theoretical analysis establishes that RANL achieves a linear convergence rate while effectively adapting to available resources and maintaining high efficiency. Unlike traditional first-order methods, RANL exhibits remarkable independence from the condition number of the problem and eliminates the need for complex parameter tuning. These advantages make RANL a promising approach for distributed stochastic optimization in practical scenarios.

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