Title: Ringleader ASGD: The First Asynchronous SGD with Optimal Time Complexity under Data Heterogeneity
Primary area: optimization
Keywords: asynchronous SGD, data heterogeneity, optimal time complexity, nonconvex optimization, parallel methods, stochastic optimization

Abstract: Asynchronous stochastic gradient methods are central to scalable distributed optimization, particularly when devices differ in computational capabilities. Such settings arise naturally in federated learning, where training takes place on smartphones and other heterogeneous edge devices. In addition to varying computation speeds, these devices often hold data from different distributions. However, existing asynchronous SGD methods struggle in such heterogeneous settings and face two key limitations. First, many rely on unrealistic assumptions of similarity across workers' data distributions. Second, methods that relax this assumption still fail to achieve theoretically optimal performance under heterogeneous computation times. We introduce Ringleader ASGD, the first asynchronous SGD algorithm that attains the theoretical lower bounds for parallel first-order stochastic methods in the smooth nonconvex regime, thereby achieving optimal time complexity under data heterogeneity and without restrictive similarity assumptions. Our analysis further establishes that Ringleader ASGD remains optimal under arbitrary and even time-varying worker computation speeds, closing a fundamental gap in the theory of asynchronous optimization.

TL;DR: We show that asynchronous SGD can be provably optimal under heterogeneous data by buffering gradients and updating the model at the right time.