We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on different machines. We design a distributed stochastic variance reduced gradient algorithm that, under certain conditions on the condition number, simultaneously achieves the optimal parallel runtime, amount of communication and rounds of communication among all distributed first-order methods up to constant factors. Our method and its accelerated extension also outperform existing distributed algorithms in terms of the rounds of communication as long as the condition number is not too large compared to the size of data in each machine. We also prove a lower bound for the number of rounds of communication for a broad class of distributed first-order methods including the proposed algorithms in this paper. We show that our accelerated distributed stochastic variance reduced gradient algorithm achieves this lower bound so that it uses the fewest rounds of communication among all distributed first-order algorithms.
Building on the work of @cite_19 , we prove a new lower bound showing that any distributed first-order algorithm requires @math rounds. This lower bound combined with the convergence analysis of DASVRG shows that DASVRG is optimal in the number of rounds of communication.
@cite_19
1518479949
We introduce a novel lower bound technique for distributed graph algorithms under bandwidth limitations. We define the notion of and exemplify its strength by proving two new lower bounds for triangle membership in the CONGEST(B) model: (i) Any @math -round algorithm requires @math for a constant @math . (ii) If @math , even in constant-degree graphs any algorithm must take @math rounds. The implication of the former is the first proven separation between the LOCAL and the CONGEST models for deterministic triangle membership. The latter result is the first non-trivial lower bound on the number of rounds required, even for , under limited bandwidth. All previous known techniques are provably incapable of giving these bounds. We hope that our approach may pave the way for proving lower bounds for additional problems in various settings of distributed computing for which previous techniques do not suffice. This paper provides the first general technique for proving information lower bounds on two-party unbounded-rounds communication problems. We show that the discrepancy lower bound, which applies to randomized communication complexity, also applies to information complexity. More precisely, if the discrepancy of a two-party function @math with respect to a distribution @math is @math , then any two party randomized protocol computing @math must reveal at least @math bits of information to the participants. As a corollary, we obtain that any two-party protocol for computing a random function on @math must reveal @math bits of information to the participants. In addition, we prove that the discrepancy of the Greater-Than function is @math , which provides an alternative proof to the recent proof of Viola Viola11 of the @math lower bound on the communication complexity of this well-studied function and, combined with our main result, proves the tight @math lower bound on its information complexity. The proof of our main result develops a new simulation procedure that may be of an independent interest. In a very recent breakthrough work of kerenidis2012lower , this simulation procedure was the main building block for proving that almost all known lower bound techniques for communication complexity (and not just discrepancy) apply to information complexity. We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on different machines. We design a distributed stochastic variance reduced gradient algorithm that, under certain conditions on the condition number, simultaneously achieves the optimal parallel runtime, amount of communication and rounds of communication among all distributed first-order methods up to constant factors. Our method and its accelerated extension also outperform existing distributed algorithms in terms of the rounds of communication as long as the condition number is not too large compared to the size of data in each machine. We also prove a lower bound for the number of rounds of communication for a broad class of distributed first-order methods including the proposed algorithms in this paper. We show that our accelerated distributed stochastic variance reduced gradient algorithm achieves this lower bound so that it uses the fewest rounds of communication among all distributed first-order algorithms. Motivated by the need to understand the algorithmic foundations of distributed large-scale graph computations, we study some fundamental graph problems in a message-passing model for distributed computing where @math machines jointly perform computations on graphs with @math nodes (typically, @math ). The input graph is assumed to be initially randomly partitioned among the @math machines. Communication is point-to-point, and the goal is to minimize the number of communication rounds of the computation. We present (almost) tight bounds for the round complexity of two fundamental graph problems, namely PageRank computation and triangle enumeration. Our tight lower bounds, a main contribution of the paper, are established through an information-theoretic approach that relates the round complexity to the minimal amount of information required by machines for correctly solving a problem. Our approach is generic and might be useful in showing lower bounds in the context of similar problems and similar models. We show a lower bound of @math rounds for computing the PageRank. (Notation @math hides a @math factor.) We also present a simple distributed algorithm that computes the PageRank of all the nodes of a graph in @math rounds (notation @math hides a @math factor and an additive @math term). For triangle enumeration, we show a lower bound of @math rounds, where @math is the number of edges of the graph. Our result implies a lower bound of @math for the congested clique, which is tight up to logarithmic factors. We also present a distributed algorithm that enumerates all the triangles of a graph in @math rounds.