This book discusses state-of-the-art stochastic optimization algorithms for distributed machine learning and analyzes their convergence speed. The book first introduces stochastic gradient descent (SGD) and its distributed version, synchronous SGD, where the task of computing gradients is divided across several worker nodes. The author discusses several algorithms that improve the scalability and communication efficiency of synchronous SGD, such as asynchronous SGD, local-update SGD, quantized and sparsified SGD, and decentralized SGD. For each of these algorithms, the book analyzes its error versus iterations convergence, and the runtime spent per iteration. The author shows that each of these strategies to reduce communication or synchronization delays encounters a fundamental trade-off between error and runtime.
Author(s): Gauri Joshi
Series: Synthesis Lectures on Learning, Networks, and Algorithms
Publisher: Springer
Year: 2022
Language: English
Pages: 136
City: Cham
Preface
Contents
Acronyms and Symbols
1 Distributed Optimization in Machine Learning
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1.1 SGD in Supervised Machine Learning
1.1.1 Training Data and Hypothesis
1.1.2 Empirical Risk Minimization
1.1.3 Gradient Descent
1.1.4 Stochastic Gradient Descent
1.1.5 Mini-batch SGD
1.1.6 Linear Regression
1.1.7 Logistic Regression
1.1.8 Neural Networks
1.2 Distributed Stochastic Gradient Descent
1.2.1 The Parameter Server Framework
1.2.2 The System-Aware Design Philosophy
1.3 Scalable Distributed SGD Algorithms
1.3.1 Straggler-Resilient and Asynchronous SGD
1.3.2 Communication-Efficient Distributed SGD
1.3.3 Decentralized SGD
2 Calculus, Probability and Order Statistics Review
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2.1 Calculus and Linear Algebra
2.1.1 Norms and Inner Products
2.1.2 Lipschitz Continuity and Smoothness
2.1.3 Strong Convexity
2.2 Probability Review
2.2.1 Random Variable
2.2.2 Expectation and Variance
2.2.3 Some Canonical Random Variables
2.2.4 Bayes Rule and Conditional Probability
2.3 Order Statistics
2.3.1 Order Statistics of the Exponential Distribution
2.3.2 Order Statistics of the Uniform Distribution
2.3.3 Asymptotic Distribution of Quantiles
3 Convergence of SGD and Variance-Reduced Variants
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3.1 Gradient Descent (GD) Convergence
3.1.1 Effect of Learning Rate and Other Parameters
3.1.2 Iteration Complexity
3.2 Convergence Analysis of Mini-batch SGD
3.2.1 Effect of Learning Rate and Mini-batch Size
3.2.2 Iteration Complexity
3.2.3 Non-convex Objectives
3.3 Variance-Reduced SGD Variants
3.3.1 Dynamic Mini-batch Size Schedule
3.3.2 Stochastic Average Gradient (SAG)
3.3.3 Stochastic Variance Reduced Gradient (SVRG)
4 Synchronous SGD and Straggler-Resilient Variants
4.1 Parameter Server Framework
4.2 Distributed Synchronous SGD Algorithm
4.3 Convergence Analysis
4.3.1 Iteration Complexity
4.4 Runtime per Iteration
4.4.1 Gradient Computation and Communication Time
4.4.2 Expected Runtime per Iteration
4.4.3 Error Versus Runtime Convergence
4.5 Straggler-Resilient Variants
4.5.1 K-Synchronous SGD
4.5.2 K-Batch-Synchronous SGD
5 Asynchronous SGD and Staleness-Reduced Variants
5.1 The Asynchronous SGD Algorithm
5.1.1 Comparison with Synchronous SGD
5.2 Runtime Analysis
5.2.1 Runtime Speed-Up Compared to Synchronous SGD
5.3 Convergence Analysis
5.3.1 Implications of the Asynchronous SGD Convergence Bound
5.4 Staleness-Reduced Variants of Asynchronous SGD
5.4.1 K-Asynchronous SGD
5.4.2 K-Batch-Asynchronous SGD
5.5 Adaptive Methods to Improve the Error-Runtime Trade-Off
5.5.1 Adaptive Synchronization
5.5.2 Adaptive Learning Rate Schedule to Compensate Staleness
5.6 HogWild and Lock-Free Parallelism
6 Local-Update and Overlap SGD
6.1 Local-Update SGD Algorithm
6.1.1 Convergence Analysis
6.1.2 Runtime Analysis
6.1.3 Adaptive Communication
6.2 Elastic and Overlap SGD
6.2.1 Elastic Averaging SGD
6.2.2 Overlap Local SGD
7 Quantized and Sparsified Distributed SGD
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7.1 Quantized SGD
7.1.1 Uniform Stochastic Quantization
7.1.2 Convergence Analysis
7.1.3 Runtime Analysis
7.1.4 Adaptive Quantization
7.2 Sparsified SGD
7.2.1 Rand-k Sparsification
7.2.2 Top-k Sparsification
7.2.3 Rand-k Sparsified Distributed SGD
7.2.4 Error Feedback in Sparsified SGD
8 Decentralized SGD and Its Variants
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8.1 Network Topology and Graph Notation
8.1.1 Adjacency Matrix
8.1.2 Laplacian Matrix
8.1.3 Mixing Matrix
8.2 Decentralized SGD
8.2.1 The Algorithm
8.2.2 Variants of Decentralized SGD
8.3 Error Convergence Analysis
8.3.1 Assumptions
8.3.2 Convergence Analysis of Decentralized SGD
8.3.3 Convergence Analysis of Decentralized Local-Update SGD
8.4 Runtime Analysis
9 Beyond Distributed Training in the Cloud
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