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Distributed Asynchronous Optimization with Unbounded Delays: How Slow Can You Go?
Zhengyuan Zhou · Panayotis Mertikopoulos · Nicholas Bambos · Peter Glynn · Yinyu Ye · Li-Jia Li · Li Fei-Fei

Thu Jul 12 02:50 AM -- 03:00 AM (PDT) @ A9

One of the most widely used optimization methodsfor large-scale machine learning problemsis distributed asynchronous stochastic gradientdescent (DASGD). However, a key issue thatarises here is that of delayed gradients: when a“worker” node asynchronously contributes a gradientupdate to the “master”, the global modelparameter may have changed, rendering this informationstale. In massively parallel computinggrids, these delays can quickly add up if the computationalthroughput of a node is saturated, sothe convergence of DASGD is uncertain underthese conditions. Nevertheless, by using a judiciouslychosen quasilinear step-size sequence, weshow that it is possible to amortize these delaysand achieve global convergence with probability1, even when the delays grow at a polynomialrate. In this way, our results help reaffirm thesuccessful application of DASGD to large-scaleoptimization problems.

Author Information

Zhengyuan Zhou (Stanford University)
Panayotis Mertikopoulos (CNRS)
Nicholas Bambos (Stanford University)
Peter Glynn (Stanford University)
Yinyu Ye
Li-Jia Li (Google)
Li Fei-Fei (Stanford University)

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