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The Convergence of Sparsified Gradient Methods (1809.10505v1)

Published 27 Sep 2018 in cs.LG, cs.DC, and stat.ML

Abstract: Distributed training of massive machine learning models, in particular deep neural networks, via Stochastic Gradient Descent (SGD) is becoming commonplace. Several families of communication-reduction methods, such as quantization, large-batch methods, and gradient sparsification, have been proposed. To date, gradient sparsification methods - where each node sorts gradients by magnitude, and only communicates a subset of the components, accumulating the rest locally - are known to yield some of the largest practical gains. Such methods can reduce the amount of communication per step by up to three orders of magnitude, while preserving model accuracy. Yet, this family of methods currently has no theoretical justification. This is the question we address in this paper. We prove that, under analytic assumptions, sparsifying gradients by magnitude with local error correction provides convergence guarantees, for both convex and non-convex smooth objectives, for data-parallel SGD. The main insight is that sparsification methods implicitly maintain bounds on the maximum impact of stale updates, thanks to selection by magnitude. Our analysis and empirical validation also reveal that these methods do require analytical conditions to converge well, justifying existing heuristics.

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Authors (6)
  1. Dan Alistarh (133 papers)
  2. Torsten Hoefler (203 papers)
  3. Mikael Johansson (81 papers)
  4. Sarit Khirirat (13 papers)
  5. Nikola Konstantinov (17 papers)
  6. Cédric Renggli (1 paper)
Citations (471)

Summary

The Convergence of Sparsified Gradient Methods

The paper, "The Convergence of Sparsified Gradient Methods," provides a rigorous analysis of gradient sparsification techniques used in stochastic gradient descent (SGD) for distributed training of large-scale machine learning models. This research focuses on justifying the efficiency of sparsified gradient methods theoretically, which, until now, had been primarily validated through empirical success.

Background and Motivation

With the increasing size of datasets and models, distributed SGD has become essential in training deep neural networks. However, communication overhead in such distributed settings represents a critical bottleneck. Traditional methods require transmitting full gradients between nodes, which is impractical for massive models due to the significant communication costs involved. To alleviate this, techniques like quantization and sparsification have been developed to reduce communication demands.

Gradient Sparsification

Among communication-reduction methods, gradient sparsification stands out. Here, each node communicates only a subset of gradient components, ranked by magnitude, while retaining the rest locally for future updates. This approach noticeably reduces communication cost by up to three orders of magnitude without sacrificing model accuracy. Despite its practical benefits, a formal theoretical analysis of convergence properties for sparsified methods has been lacking.

Key Contributions

The authors address this gap by providing theoretical convergence guarantees for sparsified gradient methods under both convex and non-convex conditions. The analysis reveals that magnitude-based selection of gradient components ensures bounded influence of stale updates, a critical insight for proving convergence.

Analytical Approach

The research derives convergence bounds for sparsification techniques, drawing parallels between these methods and asynchronous SGD. The results suggest that certain heuristics, such as learning rate adjustments and gradient clipping, are not mere optimization tactics but integral to ensuring convergence.

Numerical and Theoretical Findings

  • Convex Case: The paper establishes non-trivial upper bounds on convergence rates. In terms of dependency on the sparsification parameter KK, the bounds reflect a slowdown compared to full SGD but within practical tolerances. The wall-clock time for convergence is reduced due to lowered communication costs.
  • Non-convex Case: For non-convex objectives, the research demonstrates that appropriately decreasing step sizes or setting KK as a constant fraction of the model dimensionality ensures convergence. The analysis handles complexities arising from the non-convex landscape and asynchronous-like delay inherent in sparsification.

Implications and Future Directions

The theoretical framework lends credence to existing empirical strategies using sparsification in large scale, data-parallel neural networks. This advancement opens the path for broader adoption and further refinements of sparsification, particularly in tightly coupled distributed environments. Furthermore, prioritizing updates by magnitude may find utility in enhancing other SGD variants in settings with delayed updates.

Given its implications, this research could guide modifications in distributed training regimes, leading to improved efficiency across various large-model applications. Future work may explore combining sparsification with quantization techniques to further minimize the communication load while analyzing different network architectures and scales.

In conclusion, this paper provides a substantial contribution to understanding gradient sparsification's theoretical underpinnings, potentially influencing future developments in efficient distributed training methodologies.