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Asynchronous Decentralized Parallel Stochastic Gradient Descent
Xiangru Lian · Wei Zhang · Ce Zhang · Ji Liu

Wed Jul 11 04:30 AM -- 04:50 AM (PDT) @ A9
in Optimization (Non-convex) 1 »
Most commonly used distributed machine learning systems are either synchronous or centralized asynchronous. Synchronous algorithms like AllReduce-SGD perform poorly in a heterogeneous environment, while asynchronous algorithms using a parameter server suffer from 1) communication bottleneck at parameter servers when workers are many, and 2) significantly worse convergence when the traffic to parameter server is congested. Can we design an algorithm that is robust in a heterogeneous environment, while being communication efficient and maintaining the best-possible convergence rate? In this paper, we propose an asynchronous decentralized stochastic gradient decent algorithm (AD-PSGD) satisfying all above expectations. Our theoretical analysis shows AD-PSGD converges at the optimal $O(1/\sqrt{K})$ rate as SGD and has linear speedup w.r.t. number of workers. Empirically, AD-PSGD outperforms the best of decentralized parallel SGD (D-PSGD), asynchronous parallel SGD (A-PSGD), and standard data parallel SGD (AllReduce-SGD), often by orders of magnitude in a heterogeneous environment. When training ResNet-50 on ImageNet with up to 128 GPUs, AD-PSGD converges (w.r.t epochs) similarly to the AllReduce-SGD, but each epoch can be up to 4-8x faster than its synchronous counterparts in a network-sharing HPC environment. To the best of our knowledge, AD-PSGD is the first asynchronous algorithm that achieves a similar epoch-wise convergence rate as AllReduce-SGD, at an over 100-GPU scale.
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Author Information

Xiangru Lian (University of Rochester)
Wei Zhang (IBM Research)
Ce Zhang (ETH Zurich)
Ji Liu (University of Rochester)

Ji Liu is an Assistant Professor in Computer Science, Electrical and Computer Engineering, and Goergen Institute for Data Science at University of Rochester (UR). He received his Ph.D. in Computer Science from University of Wisconsin-Madison. His research interests focus on distributed optimization and machine learning. He also has rich experiences in various data analytics applications in healthcare, bioinformatics, social network, computer vision, etc. His recent research focus is on asynchronous parallel optimization, sparse learning (compressed sensing) theory and algorithm, structural model estimation, online learning, abnormal event detection, feature / pattern extraction, etc. He published more than 40 papers in top CS journals and conferences including JMLR, SIOPT, TPAMI, TIP, TKDD, NIPS, ICML, UAI, SIGKDD, ICCV, CVPR, ECCV, AAAI, IJCAI, ACM MM, etc. He won the award of Best Paper honorable mention at SIGKDD 2010 and the award of Best Student Paper award at UAI 2015.

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