Asynchronous Decentralized SGD with Quantized and Local Updates

1 Introduction . Decentralized optimization has recently emerged as a promising approach for scaling the distributed training of machine learning models , in particular via stochastic gradient descent ( SGD ) [ Lian et al. , 2017 , Tang et al. , 2018 , Koloskova et al. , 2019a ] . Its key advantage is that it removes the need for a central coordinator node in distributed training , and therefore it can allow for high scaling . The general decentralized optimization setting is the following : we are given n nodes , each with a subset of data from some distribution , which can communicate over some underlying graph topology . In each global round , each node samples some local data , performs a local gradient step , and it is paired with a neighbor , which may be chosen randomly . The nodes exchange model information pairwise , and then update their models , often via direct model averaging . Variants of this setting have been analyzed since pioneering work by Tsitsiklis [ 1984 ] , for various estimation and optimization algorithms [ Xiao and Boyd , 2004 , Nedic and Ozdaglar , 2009 , Johansson et al. , 2009 , Shamir and Srebro , 2014 ] and have seen renewed interest given its applicability to training deep neural networks ( DNNs ) at scale , e.g . [ Lian et al. , 2017 , 2018 , Assran et al. , 2018 ] . Recently , there has been significant focus on reducing the synchronization overheads for decentralized training , usually employing three approaches : 1 ) implementing faster non-blocking communication between communication partners at a round [ Lian et al. , 2018 , Assran et al. , 2018 ] , which may cause them to see stale versions of their models , 2 ) allowing nodes to take local steps in between 35th Conference on Neural Information Processing Systems ( NeurIPS 2021 ) . their communication rounds [ Wang and Joshi , 2018 , Koloskova et al. , 2020 ] , and 3 ) applying quantization to the communication [ Lu and De Sa , 2020 , Tang et al. , 2018 , Koloskova et al. , 2019a , b ] . The above impressive line of work contributes a rich set of algorithmic and analytic ideas ; however , one common limitation is that the algorithms are usually set in the synchronous gossip model , which requires all nodes to perform their communication in lock-step rounds , and share a common notion of time , thus reducing their practicality . To mitigate this fact , some references , e.g . [ Lian et al. , 2018 , Assran et al. , 2018 , Lu and De Sa , 2020 ] partially relax this requirement , although they do so at the cost of additional assumptions , or reduced guarantees , as we discuss in related work . Another relative limitation is that the analyses are usually customized to the bespoke communication-reduced methods being applied , and therefore are hard to generalize to other methods . Our Contribution . In this paper , we consider decentralized SGD-based optimization in the simpler , but harder to analyze , asynchronous gossip model [ Xiao and Boyd , 2004 ] , in which communication occurs in discrete , randomly chosen pairings among nodes , and does not require a common notion of time . We prove that a new variant of SGD we call SwarmSGD converges in this setting , even though it supports all three communication-reduction approaches mentioned above in conjunction . Our analysis generalizes to heterogeneous data distributions and communication topologies . At a high level , SwarmSGD works as follows . Each node i maintains a local model estimate Xi based on which gradients are generated , and a shared buffer where quantized models are stored for communication with other nodes . In each step , node i first computes a sequence of H local gradient steps , which it does not yet apply . Next , the node chooses communication partner j , uniformly at random among its neighbors . Then , node i reads from its own communication buffer and from the communication buffer of j , obtaining quantized models Qi and Qj . A subtlety here is that Qi is not necessarily the quantized version of the model Xi , since other nodes can write concurrently to i ’ s buffer . The node i then averages Qi with Qj , and updates the neighbor ’ s remote buffer to the quantized average . Finally , it applies its local gradient steps to the resulting average , adopts this as its next model Xi , and a writes quantized version of it in its own shared buffer . This procedure can be implemented in a deadlock-free , non-blocking manner , by using either shared-memory or the remote direct-memory access ( RDMA ) calls supported by MPI [ Woodall et al. , 2006 ] . Importantly , the communication partner j does not need to block its computation during communication , and may be contacted by more than one interaction partner during a single local step , although we do assume that individual reads and writes are performed atomically . A key component of this procedure is the quantization scheme : directly using an unbiased quantizer , e.g . [ Alistarh et al. , 2017 ] would destroy convergence guarantees , as the quantization error would be proportional to the model norm , which may not be bounded . Instead , we use a customized variant of the quantization scheme of Davies et al . [ 2021 ] , whose error depends on the distance between the point being quantized ( the model ) , and an arbitrary reference point , provided as a parameter . We prove that each node can reliably use its own model as a reference point to quantize and de-quantize messages placed in its buffer by other nodes . In turn , this requires care in the analysis . Specifically , the key observation behind our analysis is exactly in showing that the nodes ’ local models stay well-enough concentrated around their mean throughout optimization to allow for correct decoding of quantized models , which in turn implies joint convergence by the nodes towards a point of vanishing gradient . This concentration follows via a non-trivial super-martingale argument . If nodes take a constant number of local SGD steps between communication steps , then SwarmSGD has Θ ( √ n ) speedup to convergence for non2-convex objectives . This matches results from previous work which considered decentralized dynamics but with global synchronization [ Lian et al. , 2017 ] . Experimental Validation . We apply SwarmSGD to train deep neural networks on image classification and machine translation ( NMT ) tasks , deployed on the Piz Daint supercomputer [ Piz , 2019 ] . Experiments confirm the intuition that the average synchronization cost of SwarmSGD per iteration is low : it stays at less than 10 % of the batch computation time , and remains constant as we increase the number of nodes . For example , using SwarmSGD , we are able to train a TransformerXL [ Vaswani et al. , 2017 ] model on WMT17 ( En-Ge ) 1.5× faster than a highly-optimized largebatch SGD baseline , and to slightly higher accuracy , without additional hyper-parameter tuning . At the same time , due to the reduced communication frequency , Swarm also improves upon the speed of the previous practical decentralized methods , e.g . [ Lian et al. , 2017 , 2018 , Assran et al. , 2018 ] . Importantly , we also note that , in less overparametrized settings such as training residual CNNs [ He et al. , 2016 ] on ImageNet [ Russakovsky et al. , 2015 ] , nodes do need to perform more iterations over the dataset relative to the baseline in order to recover full accuracy . This is predicted by the analysis , and confirms similar findings in previous work [ Assran et al. , 2018 ] . Overall , our method does appear well-suited to training large modern models at node counts where global synchronization among all nodes is prohibitively expensive . Related Work . Decentralized optimization has a long history [ Tsitsiklis , 1984 ] , and is related to the study of gossip algorithms , e.g . [ Kempe et al. , 2003 , Xiao and Boyd , 2004 , Boyd et al. , 2006 ] . Gossip is usually studied in one of two models [ Boyd et al. , 2006 ] : synchronous , structured in global rounds , where each node interacts with a randomly chosen neighbor , forming a matching , and asynchronous , where each node wakes up at random times , e.g . given by a Poisson clock , and picks a random neighbor to interact with . Several classic optimization algorithms have been analyzed in the asynchronous gossip model [ Nedic and Ozdaglar , 2009 , Johansson et al. , 2009 , Shamir and Srebro , 2014 ] . In this paper , we focus on analyzing decentralized SGD in this model . As mentioned , the growing line of work on decentralized optimization for machine learning has mostly focused on variants of the synchronous gossip model . Specifically , Lian et al . [ 2017 ] considered this setting in the context of DNN training , while and Tang et al . [ 2018 ] and Koloskova et al . [ 2019b ] also analyzed decentralized optimization with quantization in the synchronous model . Wang and Joshi [ 2018 ] and Koloskova et al . [ 2020 ] provided analysis frameworks for synchronous decentralized SGD with local updates , and possibly changing topologies . Lian et al . [ 2018 ] and Assran et al . [ 2018 ] focused specifically on reducing synchronization costs in this setting , and proposed algorithms with partially non-blocking communication , in which nodes may read a stale version of the interaction partner ’ s information , modelling e.g . a communication buffer . However , the maximum staleness must be bounded by a global variable τ , which must be enforced throughout the execution . As observed by Assran et al . [ 2018 ] , enforcing this bound can cause blocking , and therefore the authors of these works propose to implement a relaxed roundbased model , in which nodes interact once per round in perfect matchings . Their algorithms provide O ( 1/ √ Tn ) convergence rates , under analytical assumptions . Upon careful examination , we find that their analysis approach can be extended to the asynchronous gossip model we consider , by defining the “ contact matrices ” to correspond to pairwise interactions . However , this introduces two significant limitations . First , the analysis will not support local gradient updates to models nor quantized communication . If we remove these practical relaxations , our technique yields better bounds , as our potential analysis is specifically-tailored to this dynamic interaction model . Second , as we detail in the Appendix , some of their technical conditions imply existence of global synchronization . For Assran et al . [ 2018 ] , as we detail in the Appendix , their analysis would not guarantee any non-trivial speedup due to parallelization in the asynchronous gossip model . We describe these issues in detail and present a systematic comparison in Appendix A. Lu and De Sa [ 2020 ] provided a novel approach to analyze decentralized SGD with quantization and limited asynchrony : specifically , their algorithm requires blocking communication , i.e . nodes have to synchronize explicitly during interactions , but may see old versions of eachothers ’ models . More precisely , during each interaction , both parties are responsible for updating their local models , meaning that once node is woken up ( we call it initiator node ) and chooses interaction partner it has to block until the partner is woken up as well . In our case , initiator can update both its local model and the local model of its partner and proceed to the next step without blocking . Koloskova et al . [ 2019a ] use a similar update rule in the synchronous model . Zhang and You [ 2021 ] recently proposed a decentralized algorithm which is fully-asynchronous as long as node activation rates and message delays are bounded . As noted earlier , bounding activation rates does imply blocking ; however , tolerating ( bounded ) message delays does improve over our approach of updating models using atomic writes . The setting further differs in that they assume that nodes compute full ( nonstochastic ) gradients , as well as that the loss function satisfies the PL condition . In sum , we are the first to explicitly consider the asynchronous gossip model , and the impact of local updates , asynchrony , and quantization used in conjunction together with decentralized SGD . Our technique is new , relies on a fine-grained analysis of individual interactions , and can yield improved bounds even in the case where H = 1 . Further , our algorithm is the first to allow for both communication-compression and non-blocking communication . From the implementation perspective , the performance of our algorithm matches or improves that of previous methods , notably D-PSGD [ Lian et al. , 2017 ] , AD-PSGD [ Lian et al. , 2018 ] and SGP [ Assran et al. , 2018 ] .

Summary: The paper introduces SwarmSGD, a novel method that makes use of a graph of computational workers without central synchronisation. To minimize synchronisation overhead but maintain consistency between the workers' versions of the model, asynchronous, non-blocking random peer-to-peer averaging takes place every few local gradient steps, and quantization is supported. The paper then provides theoretical analysis (under fairly restrictive assumptions), illustrating in which regime this extremely decentralised algorithm can be expected to converge (in average). Finally, a thorough experimental section on significant benchmarks is run, demonstrating the actual potential of the method.