Paper: Error Feedback Shines when Features are Rare (ICLR-2024)

Reviewer comment (Theory):
In my opinion, the motivation for this work is not very strong. The authors claim that the goal is to explain why EF21 empirically performs much better than DGD in terms of communication complexity but theoretically does not. However, their analysis relies on some strong assumptions about the data which are uncommon in practice. Indeed, does the fact that EF21 performs well in practice on many types of data (without strong assumptions) indicate that the feature rareness and sparsity assumed in this paper are NOT the true reasons? While there are many engaging words like “breakthrough” or “milestone”, I don’t really feel surprised because a better rate shall be expected when we limit the function class and propose strict data assumptions. But I doubt whether this is the correct direction given the points above.

Author response:
> 1. In my opinion, the motivation for this work is not very strong. 

> a. The authors claim that the goal is to explain why EF21 empirically performs much better than DGD in terms of communication complexity but theoretically does not. However, their analysis relies on some strong assumptions about the data which are uncommon in practice. Indeed, does the fact that EF21 performs well in practice on many types of data (without strong assumptions) indicate that the feature rareness and sparsity assumed in this paper are NOT the true reasons? While there are many engaging words like “breakthrough” or “milestone”, I don’t really feel surprised because a better rate shall be expected when we limit the function class and propose strict data assumptions. But I doubt whether this is the correct direction given the points above.

**We believe that, to the contrary to what the reviewer says, the motivation for our work is strong.** Our motivation comes from the observation that **despite nearly a decade of research into error feedback (EF14 was proposed by Seide et al in 2014), there is not a single paper which would prove theoretically that error feedback surpasses gradient descent in communication complexity in some regime.** We explain this carefully and step by step in Sec 2 and 3. We believe the motivation to explain this discrepancy is strong -- it is highly important to the future of ML to explain theoretically why and when popular ML methods & tricks work. This applies to dropout, batch norm, learning schedules, random data shuffling and many more tricks. In our case, we look at error feedback -- a technique used for almost a decade, one that is critical to the success of distributed learning. 

However, **we do not see any criticism in the review of our motivation.** Instead, we see a criticism of our approach / results; and we shall address them below. Please can you correct the review and mention that the motivation behind our work, as explained above and also in our paper, is very reasonable and timely? If you do not believe this to be the case, please explain why.

Now we come back to our results. Indeed, you are right that error feedback works well for many datasets and regimes in practice. You are also right that not all of these are explainable by the rare features regime. **We never claim in our paper that all of the success of error feedback in practice is explained by the rare features regime. That would be a very strong and clearly unsubstantiated claim. For instance, in the abstract we say "Perhaps surprisingly, we show that EF shines in the regime when features are rare...". The logical structure of this sentence is an implication: "if the features are rare, then EF shines". We do not claim the opposite implication: "whenever EF shines, the features are rare".**

Please note we argue in Sec 3 that some *homogeneity-limiting* assumptions need to be made in order for EF21 to work better than GD. We argue this in Sec 3.3, where we explain that in the homogenenous data regime, EF21 does not scale with the number of workers at all. This prevents the method to become better than GD. **So, the criticism "I don’t really feel surprised because a better rate shall be expected when we limit the function class and propose strict data assumptions" is unjustified. Indeed, it is *necessary* to limit the class of functions, steering them away from homogeneity.** Moreover, we believe this should be surprising since in virtually all of distributed training, and especially in federated learning, it is heterogeneity that causes issues, not homogeneity. So, our insight that EF does *not* work well in the homogenenous regime, which motivated our search for a suitable heterogeneity regime friendly to error feedback, can be seen as counterintuitive and surprising. We managed to identify the rare features regime as a *sufficient* heterogeneity assumption under which we can formally show that EF21 outperforms GD in communication complexity. We stress the word "sufficient" since we do not claim it is necessary. Perhaps, motivated by our work, other "friendly-to-EF" heterogeneity regimes will be identified by others in the future. In fact, we strongly believe this is precisely what will happen. 

**When used in our paper, the words "breakthrough" or "milestone" have a very specific meaning and context. Since our work is indeed the first to identify a regime in which error feedback outperforms GD in theory after nearly a decade of research into this topic, we believe these words are justified.** Having said that, our work is not the end of the story. Feature rareness is merely sufficient and not a necessary assumption for error feedback to work well. In this sense you are of course right when you say "feature rareness and sparsity assumed in this paper are NOT the true reasons" (it would be more appropriate though to replace the word "true" by "only"). But we never claimed otherwise.

We hope this settles your concerns!

Reviewer comment (Theory):
It seems that Lemma 2 – 5 are general results not specific to EF. Can we apply the same analysis and argument to DGD? In other words, can rare and sparse features also improve the rates of DGD?

Author response:
> b. It seems that Lemma 2 – 5 are general results not specific to EF. Can we apply the same analysis and argument to DGD? In other words, can rare and sparse features also improve the rates of DGD?

The claim that Lemmas 2-5 are general results not specific to EF is not accurate. We now comment on these results:
- Lemma 2 is new and potentially useful in other contexts (we do not know where though), but is not used in the analysis of DGD since DGD does not seem to benefit from Assumption 4. Indeed, the quantity $L_+$ appearing there is always larger than $L$ (the smoothness constant of $f$), and DGD depends on the better constant $L$ already (see the first line of Table 1, for example). We use Lemma 2 to analyze EF21 in the rare features regime since the quantity $L_+$ does appear in the analysis of EF21.
- Lemma 3 is clearly related to the contraction properties of the TopK compressor (used in EF21, for example), and hence has nothing to do with DGD, which does not compress gradients at all.
- Lemmas 4 and 5 are also *not* used in the analysis of DGD, and we do not see how these lemmas would be relevant. For example, in DGD, $g^t = \nabla f(x^t)$, and hence the left-hand  and right-hand sides of (15) would be always zero, independently of the quantity $c$ which is central to our analysis of EF21. Lemma 4 supports Lemma 5.

However, it's important to note (and we do so in the paper) that DGD's rate is influenced by the quantity $r$, as detailed in Table 1 of our paper (see also the abstract).

Reviewer comment (Theory):
It seems that the arguments are limited to simple linear models. This is because the feature sparsity would lead to model sparsity (which is a key component in the analysis, for example Lemma 5) only for linear models. For non-linear models (for example the DNNs), the arguments will not hold.

Author response:
> 2. It seems that the arguments are limited to simple linear models. This is because the feature sparsity would lead to model sparsity (which is a key component in the analysis, for example Lemma 5) only for linear models. For non-linear models (for example the DNNs), the arguments will not hold.

Our results apply to any setup when the assumptions of our theory apply. Whenever the "feature sparsity" coefficient $c$ defined in (9) is small, we get benefits. The smaller it is, the more theoretical benefits we get (but the theory works also if it is large). This assumption is in no way limited to linear models (but it is true it holds for generalized linear models with sparse data). 

What we are going to mention next we did not explicitly comment on in the paper, but we will add this as a highly important example of a situation in which our results are highly relevant. 

Training under **model heterogeneity:**

**Note that $c$ is small in situations when each client is merely trying to learn a small submodel of a very large global model $x$ (consisting of $d$ real parameters) due to local memory/capacity issues. This makes sense when the global model is so large that it can't be stored on any of the machines, each of which has a limited memory, and if each global parameter $x_i$ is being learned by at most $c$ clients, where $c$ is small.**  This model-heterogeneous approach to distributed training is increasingly popular and important in the training of very large models, i.e., in "model parallel/heterogeneous" training. See 
- Dashan Gao, Xin Yao, and Qiang Yang. A survey on heterogeneous federated learning. arXiv preprint arXiv:2210.04505, 2022,
- Yuang Jiang, Shiqiang Wang, Victor Valls, Bong Jun Ko, Wei-Han Lee, Kin K Leung, and Leandros Tassiulas. Model pruning enables efficient federated learning on edge devices. IEEE Transactions on Neural Networks and Learning Systems, 2022
for works on model-heterogenenous distributed traning.

**In summary, we wish to stress that whether or not $c$ is small is not necessarily related to whether the model we are trying to learn is linear or not.**

Reviewer comment (Theory):
As a theoretical paper, the setups and technicality are not comprehensive and strong enough. The paper only studied deterministic setting without stochastic gradients. SGD-type methods are more practical. What’s the situation in the stochastic setting? Does the same problem exist? From the technical perspective, the main modification in the proof compared with prior works is improving Young’s inequality and the smoothness constant $L$ using rareness/sparsity. This is not very challenging and novel in my evaluation.

Author response:
> 4. As a theoretical paper, the setups and technicality are not comprehensive and strong enough. The paper only studied deterministic setting without stochastic gradients. SGD-type methods are more practical. What’s the situation in the stochastic setting? Does the same problem exist? From the technical perspective, the main modification in the proof compared with prior works is improving Young’s inequality and the smoothness constant $L$ using rareness/sparsity. This is not very challenging and novel in my evaluation.

We studied the deterministic setting since the problem we study is already open in the canonical deterministic setting. One needs to resolve it here before moving on to the stochastic setting. However, we see no fundamental difficulty in extending our results to the stochastic setting. We can include such results in the appendix of the camera ready version of the paper.

In retrospect, our analysis may not *look* very challenging to some people. We can't influence this. But this is because we eventually found what we believe is a beautiful and simple solution to the problem we set out to solve. It was not clear at all what to do at the start of our research journey, which took us many months to complete. We had various much more complicating-looking but much less theoretically striking results before we managed to find a simple solution.

**We would thus very much welcome if the reviewer could decide to appreciate the beauty that can be found in simplicity.  Also, we would appreciate if the reviewer could judge our works by the results we obtain. We believe the result is strong. Sometimes strong results are obtainable using relatively simpler insights, sometimes heavy machinery needs to be used. This depends on the nature of the problem. It turns out that the nature of the problem we set out to solve was amenable to a cute and simple solution. Please note that often it is much more difficult to find a simpler solution to a problem than a more difficult-looking (but also a more convoluted) one.**

Thank you!

Reviewer comment (Novelty):
I have some concerns about the novelty and contribution of the paper since it mostly builds on the previous work EF21. I hope the authors can clarify this and explain how this work advances error feedback algorithms or distributed optimization in the future.

Author response:
We believe our paper already gives an answer to this question at length in Sections 2 and 3. Here we give a very brief summary: Error feedback was first proposed in 2014 by Seide et al (we call it EF14). It is heavily used in distributed training since it is empirically very well performing. However, EF14 had some serious theoretical issues - its theoretical communication complexity is worse than that of vanilla gradient descent, moreover, this worse complexity is obtained using stronger assumptions than those needed to analyze GD. This is where EF21 steps in: it is a new variant of error feedback which at the same time improves upon empirical performance of EF14 *and* fixes these theoretical issues. While, EF21 offers the current (prior to our work) SOTA empirical performance and theoretical guarantees (for error feedback methods), the theoretical guarantees are still at best the same as those of GD. Our work builds on EF21 because this is the current SOTA in practice and theory. Our work is the first to identify a regime, which we call the sparse features regime, in which any form of error feedback is provably shown to outperform GD. In particular, we did this for EF21. We do not know how to do this for EF14 since the best rates for EF14 are still worse than those of GD.  We believe that our work will inspire others to identify new regimes in which this is the case.

Reviewer comment (Experiments):
As the authors said in the paper, the experiments are rather toy and the practical applicability is limited because most real-world datasets are not sparse enough. It would be helpful and convincing to conduct some experiments on real-world datasets.

Author response:
We used synthetic datasets since in these we can precisely control the sparsity parameters $c$ and $r$ which show up in our theory. This way, we can check whether our theoretical predictions translate to appropriate gains in an actual run of the algorithm. Our experiments conclusively show that whenever our theoretical assumptions apply, our theoretical predictions indeed translate into empirical gains. Therefore, we believe there is no reason to doubt that whenever the parameter $c$ is small for any dataset practitioners care about which we currently do not have access to, EF21 would indeed benefit, as our theoretical and empirical evidence on synthetic datasets clearly show. We have experiments with more real-world datasets in Section C.1. However, we can add experiments on other datasets as well.

Reviewer comment (Theory):
The assumptions are quite strong and hence it is not clear if this is best scenario to explain the performance of EP21 algorithm.

Author response:
If there were other scenarios explaining why error feedback works better than GD in practice, the question of *which* scenario is the best would make sense. However, no such scenario was identified in any work we know of, and our "sparse features" regime is the first and only known regime in which this happens. We believe that in this sense, our work is a breakthrough. We hope that following our work, more such scenarios will be discovered by others in the future, and that the community will in this way progressively learn more about why error feedback works much better than GD.

Reviewer comment (Theory):
Can you say how often one expects to find real life data satisfying the assumptions under which the improved theoretical study is done?

Author response:
We do not know how to answer this question *quantitatively* since we are not in possession of a lot of real world data, which is often proprietary and not available to researchers.  We certainly do not claim that our work applies to all datasets and situations. It does not. However, there are real-world scenarios where the sparse regime indeed is present. A short discussion of why sparse feature patterns may arise in practice can already be found in Appendix C.2 in the paragraph “Reasons of the sparse feature”.