Optimal Algorithms for Smooth and Strongly Convex Distributed Optimization in Networks

Kevin Scaman, Francis Bach, Sébastien Bubeck, Yin Tat Lee, Laurent Massoulié
Proceedings of the 34th International Conference on Machine Learning, PMLR 70:3027-3036, 2017.

Abstract

In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms, we show that distributing Nesterov’s accelerated gradient descent is optimal and achieves a precision $\varepsilon > 0$ in time $O(\sqrt{\kappa_g}(1+\Delta\tau)\ln(1/\varepsilon))$, where $\kappa_g$ is the condition number of the (global) function to optimize, $\Delta$ is the diameter of the network, and $\tau$ (resp. $1$) is the time needed to communicate values between two neighbors (resp. perform local computations). For decentralized algorithms based on gossip, we provide the first optimal algorithm, called the multi-step dual accelerated (MSDA) method, that achieves a precision $\varepsilon > 0$ in time $O(\sqrt{\kappa_l}(1+\frac{\tau}{\sqrt{\gamma}})\ln(1/\varepsilon))$, where $\kappa_l$ is the condition number of the local functions and $\gamma$ is the (normalized) eigengap of the gossip matrix used for communication between nodes. We then verify the efficiency of MSDA against state-of-the-art methods for two problems: least-squares regression and classification by logistic regression.

Cite this Paper

BibTeX
@InProceedings{pmlr-v70-scaman17a, title = {Optimal Algorithms for Smooth and Strongly Convex Distributed Optimization in Networks}, author = {Kevin Scaman and Francis Bach and S{\'e}bastien Bubeck and Yin Tat Lee and Laurent Massouli{\'e}}, booktitle = {Proceedings of the 34th International Conference on Machine Learning}, pages = {3027--3036}, year = {2017}, editor = {Precup, Doina and Teh, Yee Whye}, volume = {70}, series = {Proceedings of Machine Learning Research}, month = {06--11 Aug}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v70/scaman17a/scaman17a.pdf}, url = {https://proceedings.mlr.press/v70/scaman17a.html}, abstract = {In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms, we show that distributing Nesterov’s accelerated gradient descent is optimal and achieves a precision $\varepsilon > 0$ in time $O(\sqrt{\kappa_g}(1+\Delta\tau)\ln(1/\varepsilon))$, where $\kappa_g$ is the condition number of the (global) function to optimize, $\Delta$ is the diameter of the network, and $\tau$ (resp. $1$) is the time needed to communicate values between two neighbors (resp. perform local computations). For decentralized algorithms based on gossip, we provide the first optimal algorithm, called the multi-step dual accelerated (MSDA) method, that achieves a precision $\varepsilon > 0$ in time $O(\sqrt{\kappa_l}(1+\frac{\tau}{\sqrt{\gamma}})\ln(1/\varepsilon))$, where $\kappa_l$ is the condition number of the local functions and $\gamma$ is the (normalized) eigengap of the gossip matrix used for communication between nodes. We then verify the efficiency of MSDA against state-of-the-art methods for two problems: least-squares regression and classification by logistic regression.} }
Endnote
%0 Conference Paper %T Optimal Algorithms for Smooth and Strongly Convex Distributed Optimization in Networks %A Kevin Scaman %A Francis Bach %A Sébastien Bubeck %A Yin Tat Lee %A Laurent Massoulié %B Proceedings of the 34th International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2017 %E Doina Precup %E Yee Whye Teh %F pmlr-v70-scaman17a %I PMLR %P 3027--3036 %U https://proceedings.mlr.press/v70/scaman17a.html %V 70 %X In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms, we show that distributing Nesterov’s accelerated gradient descent is optimal and achieves a precision $\varepsilon > 0$ in time $O(\sqrt{\kappa_g}(1+\Delta\tau)\ln(1/\varepsilon))$, where $\kappa_g$ is the condition number of the (global) function to optimize, $\Delta$ is the diameter of the network, and $\tau$ (resp. $1$) is the time needed to communicate values between two neighbors (resp. perform local computations). For decentralized algorithms based on gossip, we provide the first optimal algorithm, called the multi-step dual accelerated (MSDA) method, that achieves a precision $\varepsilon > 0$ in time $O(\sqrt{\kappa_l}(1+\frac{\tau}{\sqrt{\gamma}})\ln(1/\varepsilon))$, where $\kappa_l$ is the condition number of the local functions and $\gamma$ is the (normalized) eigengap of the gossip matrix used for communication between nodes. We then verify the efficiency of MSDA against state-of-the-art methods for two problems: least-squares regression and classification by logistic regression.
APA
Scaman, K., Bach, F., Bubeck, S., Lee, Y.T. & Massoulié, L.. (2017). Optimal Algorithms for Smooth and Strongly Convex Distributed Optimization in Networks. Proceedings of the 34th International Conference on Machine Learning, in Proceedings of Machine Learning Research 70:3027-3036 Available from https://proceedings.mlr.press/v70/scaman17a.html.

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