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.
Assuming the problem has the form of with @math 's i.i.d. sampled from a distribution @math (denoted by @math ), the DANE @cite_3 and DISCO @cite_6 algorithms require @math and @math rounds of communication, respectively. Hence, DSVRG uses fewer rounds of communication than DANE and fewer than DISCO when @math . DASVRG always uses fewer rounds of communication than DISCO and DANE. Note that, for these four algorithms, the rounds can be very small in the big data'' case of large @math . Indeed, as @math increases, all four methods require only @math rounds which is independent of the condition number @math .
@cite_6 @cite_3
2238591594 2963992805
This paper addresses the cornerstone family of in distributed computing, and investigates the curious gap between randomized and deterministic solutions under bandwidth restrictions. Our main contribution is in providing tools for derandomizing solutions to local problems, when the @math nodes can only send @math -bit messages in each round of communication. We combine bounded independence, which we show to be sufficient for some algorithms, with the method of conditional expectations and with additional machinery, to obtain the following results. Our techniques give a deterministic maximal independent set (MIS) algorithm in the CONGEST model, where the communication graph is identical to the input graph, in @math rounds, where @math is the diameter of the graph. The best known running time in terms of @math alone is @math , which is super-polylogarithmic, and requires large messages. For the CONGEST model, the only known previous solution is a coloring-based @math -round algorithm, where @math is the maximal degree in the graph. On the way to obtaining the above, we show that in the model, which allows all-to-all communication, there is a deterministic MIS algorithm that runs in @math rounds. , where @math is the maximum degree. When @math , the bound improves to @math and holds also for @math -coloring. In addition, we deterministically construct a @math -spanner with @math edges in @math rounds. For comparison, in the more stringent CONGEST model, the best deterministic algorithm for constructing a @math -spanner with @math edges runs in @math rounds. Let G=(V,E) be an n-vertex graph and Md a d-vertex graph, for some constant d. Is Md a subgraph of G? We consider this problem in a model where all n processes are connected to all other processes, and each message contains up to @math bits. A simple deterministic algorithm that requires @math communication rounds is presented. For the special case that Md is a triangle, we present a probabilistic algorithm that requires an expected @math rounds of communication, where t is the number of triangles in the graph, and @math with high probability. We also present deterministic algorithms that are specially suited for sparse graphs. In graphs of maximum degree Δ, we can test for arbitrary subgraphs of diameter D in @math rounds. For triangles, we devise an algorithm featuring a round complexity of @math , where A denotes the arboricity of G. We present a near-optimal distributed algorithm for @math -approximation of single-commodity maximum flow in undirected weighted networks that runs in @math communication rounds in the model. Here, @math and @math denote the number of nodes and the network diameter, respectively. This is the first improvement over the trivial bound of @math , and it nearly matches the @math round complexity lower bound. The development of the algorithm contains two results of independent interest: (i) A @math -round distributed construction of a spanning tree of average stretch @math . (ii) A @math -round distributed construction of an @math -congestion approximator consisting of the cuts induced by @math virtual trees. The distributed representation of the cut approximator allows for evaluation in @math rounds. All our algorithms make use of randomization and succeed with high probability. 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.