U NDERSTANDING THE E FFECTS OF D ATA P ARALLELISM AND S PARSITY ON N EURAL N ETWORK T RAINING
Anonymous authors
Paper under double-blind review
A BSTRACT
We study two factors in neural network training: data parallelism and sparsity here, data parallelism means processing training data in parallel using distributed systems (or equivalently increasing batch size), so that training can be accelerated; for sparsity, we refer to pruning parameters in a neural network model, so as to reduce computational and memory cost.
Despite their promising beneﬁts, however, understanding of their effects on neural network training remains elusive.
In this work, we ﬁrst measure these effects rigorously by conducting extensive experiments while tuning all metaparameters involved in the optimization.
As a result, we ﬁnd across various workloads of data set, network model, and optimization algorithm that there exists a general scaling trend between batch size and number of training steps to convergence for the effect of data parallelism, and further, difﬁculty of training under sparsity.
Then, we develop a theoretical analysis based on the convergence properties of stochastic gradient methods and smoothness of the optimization landscape, which illustrates the observed phenomena precisely and generally, establishing a better account of the effects of data parallelism and sparsity on neural network training.
I NTRODUCTION
Data parallelism is a straightforward and common approach to accelerate neural network training by processing training data in parallel using distributed systems.
Being model-agnostic, it is applicable to training any neural networks, and the degree of parallelism equates to the size of mini-batch for synchronized settings, in contrast to other forms of parallelism such as task or model parallelism.
While its utility has attracted much attention in recent years, however, distributing and updating large network models at distributed communication rounds still remains a bottleneck (Dean et al., 2012;
Hoffer et al., 2017; Goyal et al., 2017; Smith et al., 2018; Shallue et al., 2019; Lin et al., 2020).
Meanwhile, diverse approaches to compress such large network models have been developed, and network pruning – the sparsiﬁcation process that zeros out many parameters of a network to reduce computations and memory associated with these zero values – has been widely employed (Reed, 1993; Han et al., 2015).
In fact, recent studies discovered that pruning can be done at initialization prior to training (Lee et al., 2019; Wang et al., 2020), and by separating the training process from pruning entirely, it not only saves tremendous time and effort in ﬁnding trainable sparse networks, but also facilitates the analysis of pruned sparse networks in isolation.
Nevertheless, there has been little study concerning the subsequent training of these sparse networks, and various aspects of the optimization of sparse networks remain rather unknown as of yet.
In this work, we focus on studying data parallelism and sparsity, and provide clear explanations for their effects on neural network training.
Despite a surge of recent interest in their complementary beneﬁts in modern deep learning, there is a lack of fundamental understanding of their effects.
For example, Shallue et al.
(2019) provide comprehensive yet empirical evaluations on the effect of data parallelism, while Zhang et al.
(2019) use a simple noisy quadratic model to describe the effect; for sparsity, Lee et al.
(2020) approach the difﬁculty of training under sparsity solely from the perspective of initialization.
In this regard, we ﬁrst accurately measure their effects by performing extensive metaparameter search independently for each and every study case of batch size and sparsity level.
As a result, we ﬁnd a general scaling trend as the effect of data parallelism in training sparse neural networks, across varying sparsity levels and workloads of data set, model and optimization algorithm.
Also, the critical batch size turns out to be no less with sparse networks, despite the general difﬁculty of training sparse networks.
We formalize our observation and theoretically prove the effect of data parallelism based on the convergence properties of generalized stochastic gradient methods irrespective of sparsity levels.
We take this result further to understand the effect of sparsity based on Lipschitz smoothness analysis, and ﬁnd that pruning results in a sparse network whose gradient changes relatively too quickly.
Notably, this result is developed under standard assumptions used in the optimization literature and generally applied to training using any stochastic gradient method with nonconvex objective and learning rate schedule.
Hence, our results establish a precise and general account of the effects of data parallelism and sparsity on neural network training.
S ETUP
We follow closely the experiment settings used in Shallue et al.
We describe more details including the scale of our experiments in Appendix B, and provide additional results in Appendix D.
We will release our code and results used in this work upon publication to facilitate future research.
Experiment protocol .
For a given workload (data set, network model, optimization algorithm) and study (batch size, sparsity level) setting, we measure the number of training steps required to reach a predeﬁned goal error.
We repeat this process for a budget of runs while searching for the best metaparameters involved in the optimization ( e.g ., learning rate, momentum), so as to record the lowest number of steps, namely steps-to-result , as our primary quantity of interest.
To this end, we regularly evaluate intermediate models on the entire validation set for each training run.
Workload and study .
We consider the workloads as the combinations of the followings: (data set) MNIST, Fashion-MNIST, CIFAR-10; (network model)
Simple-CNN, ResNet-8; (optimization algorithm)
SGD, Momentum, Nesterov with either a ﬁxed or decaying learning rate schedule.
For the study setting, we consider a batch size from 2 up to 16384 and a sparsity level from 0 % to 90 %.
Metaparameter search .
We perform a quasi-random search to tune metaparameters efﬁciently.
More precisely, we ﬁrst generate Sobol low-discrepancy sequences in a unit hypercube and convert them into metaparameters of interest, while taking into account a predeﬁned search space for each metaparameter.
The generated values for each metaparameter is in length of the budget of trials, and the search space is designed based on preliminary experimental results.
Pruning .
Sparse networks can be obtained by many different ways, and yet, for the purpose of this work, they must not undergo any training beforehand so as to measure the effects of data parallelism while training from scratch.
Recent pruning-at-initialization approaches satisfy this requirement, and we adopt the connection sensitivity criterion in Lee et al.
(2019) to obtain sparse networks.
E XPERIMENTAL RESULTS 3. M EASURING THE EFFECT OF DATA PARALLELISM
First of all, we observe in each and every sparsity level across different workloads a general trend in the relationship between batch size and steps-to-result for the effects of data parallelism (see the 1st and 2nd columns in Figure 1): Initially, we observe a period of linear scaling where doubling the batch size reduces the steps to achieve the goal error by half ( i.e ., it aligns closely with the dashed line), followed by a region of diminishing returns where the reduction in the required number of steps by increasing the batch size is less than the inverse proportional amount ( i.e ., it starts to digress from the linear scaling region), which eventually arrives at a maximal data parallelism ( i.e ., it hits a plateau) where increasing the batch size no longer decreases the steps to reach a goal error.
This is observed across other workloads of different combinations of data set, network model, and optimization algorithm as well as different goal errors (see Appendix D).
We note that our observation is consistent with the results of regular network training presented in (Shallue et al., 2019;
Zhang et al., 2019).
When we put the results for all sparsity levels together, we observe that training a sparser network takes a longer time; a data parallelism curve for higher sparsity usually lies above than that for lower sparsity (see the 3rd column in Figure 1).
For example, compared to the case of sparsity
[Table] [Table]
[Table] [Table]
[Figure]
Across all workloads and sparsity levels, the same scaling pattern is observed for the relationship between batch size and steps-to-result: it starts with the initial phase of linear scaling where increasing batch size decreases steps-to-result inverse proportionally, and then there begins a region of diminishing returns , which is followed by the saturating phase of maximal data parallelism where increasing batch size no longer speeds up the training process.
Also, the effect of data parallelism in training sparse neural networks is no worse than that of the dense, overparameterized counterpart, despite the general difﬁculty of training sparse neural networks.
When training using a momentum based SGD ( e.g ., Momentum, Nesterov), the breakdown of the linear scaling regime often occurs much later at larger batch sizes for a network with higher sparsity; i.e ., a critical batch size can be even larger when training sparse neural networks with momentum.
For example, in the case of workload {MNIST, Simple-CNN, Momentum}, the critical batch size for the sparsity 90% network is around 2 11 whereas it is 2 9 for the sparsity 0% network (see the 4th column in row (b)).
This potentially indicates that one can exploit large batch sizes more effectively when training sparse neural networks than densely parameterized neural networks.
We supply more results in Appendix D.
2 1 2 3 2 5 2 7 2 9 2 11 2 13 Batch size 2 7 2222 11
S t e p s
Sparsity: 0%
SGDMomentumNesterov 2 1 2 3 2 5 2 7 2 9 2 11 2 13 Batch size 22 8 22 10 22 12
S t e p s
Sparsity: 50%
SGDMomentumNesterov 2 1 2 3 2 5 2 7 2 9 2 11 2 13 Batch size 22 8 22 10 22 12
S t e p s
Sparsity: 70%
SGDMomentumNesterov 2 1 2 3 2 5 2 7 2 9 2 11 2 13 Batch size8 22 10 22 12
S t e p s
Sparsity: 90%
SGDMomentumNesterov 0 % ( i.e ., the dense, over-parameterized network), 90 % sparse network takes about 2 − 4 times longer training time (or the number of training steps), consistently across different batch sizes (see Figure 12 in Appendix D.1 for more precise comparisons). Recall that we tune all metaparameters independently for each and every study case of batch size and sparsity level without relying on a single predeﬁned training rule in order to ﬁnd the best steps-to-result.
Therefore, this result on the one hand corroborates the general difﬁculty of training sparse neural networks against the ease of training overly parameterized neural networks.
On the other hand, when we normalize the y-axis of each plot by dividing by the number of steps at the ﬁrst batch size, we can see the phase transitions more clearly.
As a result, we ﬁnd that the regions of diminishing returns and maximal data parallelism appear no earlier when training sparse networks than the dense network (see the 4th column in Figure 1).
This is quite surprising in that one could have easily guessed that the general optimization difﬁculty incurred by sparsiﬁcation may inﬂuence the data parallelism too, at least to some degree; however, it turns out that the effects of data parallelism on sparse network training remain no worse than the dense case.
Moreover, notice that in many cases the breakdown of linear scaling regime occurs even much later at larger batch sizes for a higher sparsity case; this is especially evident for Momentum and Nesterov optimizers ( e.g ., compare training 90 % sparse network using Momentum against 0 % dense network).
In other words, for sparse networks, a critical batch size can be larger, and hence, when it comes to training sparse neural networks, one can increase the batch size (or design a parallel computing system for distributed optimization) more effectively, while better exploiting given resources.
We ﬁnd this result particularly promising since SGD with momentum is often the method of choice in practice.
We further show that momentum optimizers being capable of exploiting large batch sizes hold the same across different sparsity levels by displaying all plots together in Figure 2.
Overall, we believe that it is important to conﬁrm the robustness of the data parallelism in sparse neural network training, which has been unknown thus far and difﬁcult to estimate a priori.
3. A NALYZING METAPARAMETER SEARCH
In this section, we analyze the metaparameter search used to measure the effect of data parallelism.
We speciﬁcally investigate the workload {MNIST, Simple-CNN, Momentum} where there are two metaparameters to tune ( i.e ., learning rate and momentum), to visualize all metaparameters easily in a 2D ﬁgure (see Appendix D.2 for other results).
The results are presented in Figure 3, and we summarize our key ﬁndings below:
• Our quasi-random search samples metaparameters efﬁciently, so that they are distributed evenly (without being cluttered in a log-space) and ﬂexibly (rather than sitting in a grid with ﬁxed spacing) within the search spaces.
Also, the best metaparameters to yield lowest steps (marked by gold star (cid:63) ) are located in the middle of the search ranges rather than sitting at the search boundaries across different batch sizes and sparsity levels. This means that our experiments are designed reasonably well, and the results are reliable. • There are two distinguished regions ( i.e ., complete ( ) and incomplete ( (cid:78) )) being separated by a seemingly linear boundary as per the relationship between learning rate and momentum.
This [Figure]
indicates that the optimization is being done by an interplay between these two metaparameters; if one metaparameter is not chosen carefully with respect to the other ( e.g ., increase learning rate for ﬁxed momentum), the optimizer may be stuck in a region spending time oscillating and eventually results in incomplete runs. This highlights the importance of performing metaparameter search, although it is expensive, rather than relying on predetermined heuristic training strategies, in order to accurately measure the effect of data parallelism and avoid potentially suboptimal results.
• The successful region (ﬁlled with blue circles ) becomes larger as with increasing batch size, showing that large batch training reaches a given goal error in less number of training iterations than small batch training, and hence, yields more complete runs.
Notably, the best learning rate tends to increase as with increasing batch size too.
This aligns well with the classic result in learning theory that large batch training allows using bigger learning rates.
U NDERSTANDING THE EFFECTS OF DATA PARALLELISM AND SPARSITY
So far, we have focused on measuring the effects of data parallelism and sparsity on neural network training, and as a result found two distinctive global phenomena across various workloads: scaling trend between batch size and steps-to-result, and training difﬁculty under sparsity.
While our ﬁndings align well with previous observations (Shallue et al., 2019; Zhang et al., 2019; Lee et al., 2020), it remains unclear as to why it occurs, and whether it will generalize.
To this end, we establish theoretical results that precisely account for such phenomena based on convergence properties of generalized stochastic gradient methods in this section.
4. C ONVERGENCE ANALYSIS FOR THE GENERAL EFFECTS OF DATA PARALLELISM
Let us begin with reviewing the convergence properties of stochastic gradient methods as the choice of numerical algorithms for solving optimization problems.
Consider a generic optimization problem where the objective is to minimize empirical risk with the objective function f : R m → R , a prediction function h : R d x × R m → R d y , and a loss function l : R d y × R d y → R which yields the loss l ( h ( x ; w ) , y ) given an input-output pair ( x , y ) , where w ∈ R m is the parameters of the prediction model h , and d x and d y denote the dimensions of input x and output y , respectively.
A generalized stochastic gradient method to solve this problem can be of the following form:
[Equation]
where η k is a scalar learning rate, g ( w k ,
ξ k ) ∈
R m is a stochastic vector ( e.g ., unbiased estimate of the gradient ∇ f ) with ξ k denoting a random variable to realize data samples, either a single sample as in the prototypical stochastic gradient method (Robbins & Monro, 1951) or a set of samples as in the mini-batch version (Bottou, 1991).
Given an initial iterate w 1 , it ﬁnds a solution by performing the above update iteratively until convergence.
Under the assumptions 1 of Lipschitz smoothness of f and bounded variance of g , the convergence rate result states that for such generic problem with nonconvex objective and optimization method with a ﬁxed 2 learning rate η k = ¯ η for all k satisfying 0 < ¯ η ≤ µ LM G , the expected average squared norm of gradients of the objective function is guaranteed to satisfy the following inequality for all K ∈ N (Bottou et al., 2018):
[Equation]
Here, f ( w 1 ) , f ∞ , ∇ f ( w k ) refer to the objective function’s value at w 1 , lower bound, gradient at w k , respectively.
Also, L is the Lipschitz constant of ∇ f , and µ , M , M G denote scalar bounds in the assumption on the second moment of g ( w k , ξ k ) .
Note here that M is linked to batch size B as
M ∝ 1 /B .
In addition, if g ( w k , ξ k ) is an unbiased estimate of ∇ f ( w k ) , which is the case for ξ k being i.i.d.
samples as in our experiments, then simply µ = 1 (Bottou et al., 2018).
In essence, this result shows that the average squared gradient norm on the left-hand side is bounded above by asymptotically decreasing quantity as per K , indicating a sublinear convergence rate of the method.
We note further that the convergence rate for the mini-batch stochastic optimization of nonconvex loss functions is studied previously (Ghadimi et al., 2016; Wang & Srebro, 2017), and yet, here we reconsider it to analyze the effects of data parallelism.
We now reformulate this result, such that it is translated into a form that matches our experiment settings and reveals the relationship between batch size and steps-to-result.
We start by recognizing that the quantity on the left-hand side, the expected average squared norm of ∇ f ( w k ) during the ﬁrst K iterations, indicates the degree of convergence; for example, it gets smaller as training proceeds with increasing K .
Thus, this quantity is directly related to a goal error to reach in our experiments, which is set to be ﬁxed across different batch sizes for a given workload.
This effectively means that training has stopped, and K will no longer contribute to decrease the bound of the quantity.
Also, recall that we select the optimal learning rate ¯ η (cid:63) , out of extensive metaparameter search, to record the lowest number of steps to reach the given goal error, i.e ., steps-to-result K (cid:63) .
Next, notice that the only factors that constitute the inequality in Eq.
(2) are the Lipschitz constant L and the variance bound M , and if they are assumed to be tight in the worst case, the inequality becomes tight.
Now we are ready to provide the relationship between batch size ( B ) and steps-to-result ( K (cid:63) ) as follows:
Proposition 4.1.
Let ε = E (cid:2) 1 K (cid:63) (cid:80) K (cid:63) k
=1 (cid:107)∇ f ( w k ) (cid:107) 22 (cid:3) denote a degree of convergence achieved after the ﬁrst K (cid:63) iterations and ¯ η (cid:63) denote the optimal learning rate used to yield the lowest number of steps K (cid:63) to reach ε .
Then,
[Equation] where
[Equation]
where ∆ = 2( f ( w 1 ) − f ∞ ) , β is the initial variance bound at batch size B = 1 for a given workload.
Proof.
This result is obtained by recasting Eq.
(2) as outlined above.
The proof is in Appendix A.
This result precisely illustrates the relationship between batch size and steps-to-result.
For example, when B is small, K (cid:63) ≈ c 1 B , ﬁtting the linear scaling regime ( e.g ., B → 2 B makes K (cid:63) → (1 / 2) K (cid:63) ), whereas when B is large and asymptotically dominates the right-hand side, K (cid:63) ≈ c 2 , indicating the maximal data parallelism as K (cid:63) remains constant.
In general, for moderate batch sizes, scaling
B → 2 r B results in K (cid:63) → 12 r K (cid:63) + (1 − 12 r ) c 2 (rather than 12 r K (cid:63) ), indicating diminishing returns.
Moreover, we prove the same relationship between B and K (cid:63) (with different constant terms) for the general decaying learning rate case (see Appendix A.2).
Therefore, this result not only well accounts for the scaling trend observed in the experiments, but also describes it more precisely and generally.
Notably, the effect of data parallelism, which has only been addressed empirically and thus remained as debatable, is now theoretically veriﬁed and applicable to general nonconvex objectives.
We will further relate our result to sparse networks via smoothness analysis in Section 4.2.
We also consider the general decaying learning rate case and prove the same result in Appendix A.2.
[Figure]
4. L IPSCHITZ SMOOTHNESS FOR THE DIFFICULTY OF TRAINING SPARSE NETWORKS
Another distinct phenomenon observed in our experiments is that the number of steps required to reach the same goal error for sparse networks is consistently higher than that for dense networks regardless of batch size ( i e ., a whole data parallelism curve shifts upwards when introducing sparsity).
This indicates the general difﬁculty of training sparse neural networks and that sparsity degrades the training speed.
In this section, we investigate what may cause this difﬁculty and ﬁnd a potential source of the problem by inspecting our theory of the effect of data parallelism to this end.
Let us begin with our result for the effect of data parallelism in Proposition 4.1.
Notice that it is the coefﬁcient c 1 ( = ∆ Lβ/µ 2 ε 2 ) that can shift a whole data parallelism curve vertically, by the same factor across different batch sizes.
Taking a closer look, we realize that it is the Lipschitz constant L that can vary quite signiﬁcantly by introducing sparsity and hence affect c 1 ; ε and µ are ﬁxed, and ∆ and β can change by sparsity in a relatively minor manner (we explain this in detail in Appendix C).
Speciﬁcally, L refers to the bound on the rate of change in ∇ f and is by deﬁnition a function of f .
Also, sparsity introduced by pruning changes the prediction function h which is linked to f via the loss function l .
Therefore, we posit that a sparse neural network obtained by pruning will be less smooth (with a higher Lipschitz constant) than the non-pruned dense network.
To verify our hypothesis, we empirically measure the Lipschitz constant for networks with different sparsity levels over the course of the entire training process.
The results are presented in Figure 4.
As we can see, it turns out that the Lipschitz constant increases as with increasing sparsity level, and further, is consistently higher for sparse networks than for the dense network throughout training.
This means that pruning results in sparse networks whose gradient changes relatively too quickly compared to the dense network; in other words, the prediction function h becomes less smooth after pruning.
This is potentially what hinders training progress, and as a result, sparse networks require more time ( i.e ., steps-to-result) to reach the same goal error.
Evidence of increased Lipschitz constant for sparse networks can be found further in metaparameter search results presented in Figure 5. Notice that for each batch size, the size of the range for successful learning rate ¯ η decreases when switching from 0 to 90 % sparsity level. This is because the learning rate bound satisfying the convergence rate theory becomes 0 < ¯ η ≤ 1 /L for a ﬁxed batch size, and increased L due to sparsity shrinks the range of ¯ η .
We note that our ﬁndings of increased Lipschitz constant for sparse networks are consistent with the literature on over-parameterized networks such as Li & Liang (2018), which can be seen as the opposite of sparsity.
The more input weights a neuron has, the less likely it is that a single parameter signiﬁcantly changes the resulting activation pattern, and that wide layers exhibit convexity-like properties in the optimization landscape Du et al.
This even extends to non-smooth networks with ReLU activations, which are still shown to exhibit pseudo-smoothness in the overparameterized regime Li & Liang (2018).
We further show that our theory precisely explains the difﬁculty of training sparse networks due to decreased smoothness based on a quantitative analysis in Appendix C.
[Figure]
The range of ¯ η shrinks as the sparsity level increases from 0 % to [-sparsity, and compute c 1 ,s /c 1 ,d , it becomes 1 . 
 ×-]90 %, indicating increased L based on the learning rate condition from the convergence properties satisfying 0 < ¯ η ≤ 1 /L .
[-54 × 3 . 
 ≈ 1 . Importantly, c 1 ,s /c 1 ,d > 1 means that c 1 has increased by sparsity, and since the increase-]In addition, we provide in Figure 6 the training logs of the networks used for the Lipschitz smoothness analysis, in order to show the correlation between the Lipschitz smoothness of a network and its training performance; i.e ., sparsity incurs low smoothness of gradients (high L ; see Figure 4) and hence the poor training performance.
[Figure]
D ISCUSSION
Data parallelism with sparsity could have promising complementary beneﬁts, and yet, little has been studied about their effects on neural network training thus far.
In this work, we accurately measured their effects, and established theoretical results that precisely account for the general characteristics of data parallelism and sparsity based on the convergence properties of stochastic gradient methods and Lipschitz smoothness analysis. We believe our results are signiﬁcant, in that these phenomena, which have only been addressed partially and empirically, are now theoretically veriﬁed with more accurate descriptions and applied to general nonconvex settings.
While our ﬁndings render positive impacts to practitioners and theorists alike, there are remaining challenges.
First, our experiments are bounded by available computing resources, and the cost of experiments increases critically for more complex workloads.
Also, the lack of convergence guarantees for existing momentum schemes in nonconvex and stochastic settings hinders a further theoretical analysis.
We hypothesize that ultimate understanding of the effect of data parallelism should be accompanied by a study of the generalization capability of optimization methods. Nonetheless, these are beyond the scope of this work, and we intend to explore this direction as future work.
A P ROOF OF THE GENERAL EFFECT OF DATA PARALLELISM
This section provides the missing proofs in Section 4.
The goal is to derive the relationship between batch size B and steps-to-result K (cid:63) from the convergence rates of generalized stochastic gradient methods for both ﬁxed and decaying learning rate cases.
The result serves to account for the effect of data parallelism as a general phenomenon that must appear naturally at neural network training.
A. F IXED LEARNING RATE CASE
We start from the convergence rate result in Eq.
We ﬁrst recognize that the expected average squared gradient norm on the left-hand side indicates the degree of convergence.
Then, this quantity is directly related to the concept of goal error to reach in our experiments, and hence, reduces to be a small constant (cid:15) as soon as it is implemented as a pre-deﬁned goal error for a given workload.
Thus, it follows that
[Equation]
Notice that by ﬁxing (cid:15) =
E (cid:2) 1 K (cid:80) Kk =
[Equation]
(cid:107)∇ f ( w k ) (cid:107) 22 (cid:3) , it effectively means that the training process has stopped, and therefore, K on the right-hand side will no longer contribute to decrease the bound of the quantity for a particular learning rate ¯ η and batch size B .
Also, we select the optimal 3 learning rate ¯ η (cid:63) , out of extensive metaparameter search, to record the lowest number of steps to reach the given goal error, which we denote as steps-to-result K (cid:63) .
Plugging in these yields the following:
[Equation]
Next, notice that the only factors that constitute the inequality in Eq.
(2) come from the assumptions made to derive the convergence rate result, which are on the Lipschitz smoothness L and the variance bound M , and if they are assumed to be tight in the worst case, the inequality becomes tight.
Then, after making algebraic manipulation and taking the ﬁrst-order Taylor approximation while substituting M = β/B since the variance bound M is related to batch size B as M ∝ 1 /B (Bottou et al., 2018), we obtain the following result:
[Equation]
Here, ∆ = 2( f ( w 1 ) − f ∞ ) , β is the initial variance bound at batch size B = 1 for a given workload.
Notice that (cid:15) , ∆ , L , β , µ ¯ η (cid:63) all are constant or become ﬁxed for a given workload.
Also, the degree of metaparameter search quality is assumed to be the same across different batch sizes, and hence, the result can be reliably used to interpret the relationshp between batch size and steps-to-result.
A. D ECAYING LEARNING RATE CASE
We could extend the convergence rate for a ﬁxed learning rate η k = ¯ η in Eq.
(2) to any sequence of decaying learning rates η k satisfying (cid:80) ∞
k
=1 η k = ∞ and (cid:80) ∞
k =1 η 2 k < ∞ based on Theorem 4 . 10 in
Bottou et al.
(2018) as follows:
[Equation]
The requirements on learning rate η k are the classical conditions (Robbins & Monro, 1951) that are assumed for convergence of any (sub)gradient methods, and cover nearly all standard and/or heuristical learning rate schedules employed in practice.
Now, the relationship between batch size and steps-to-result can be derived similarly as before.
First, applying ˜ (cid:15) =
E (cid:2) 1 K (cid:80)
Kk
=1 η k (cid:107)∇ f ( w k ) (cid:107) 22 (cid:3) for the degree of convergence, and replacing with ∆ = 2( E [ f ( w 1 )] − f ∞ ) for simplicity, Eq.
(7) can be rewritten as follows:
[Equation]
Plugging H =
(cid:80)
Kk =1 η 2 k for a ﬁnite constant from decaying learning rate, and further, H (cid:63) and K (cid:63) for selected H by metaparameter search and steps-to-result, respectively, it becomes:
[Equation]
Finally, using the worst case tightness on L and M , substituting M = β/B , and rearranging the terms, the effect of data parallelism for decaying learning rate case can be written as follows:
[Equation]
where
[Equation]
and
[Equation]
Here, ˜ (cid:15) , ∆ , L , H (cid:63) , β , µ all are constant or become ﬁxed for a given workload.
This result, along with the case of ﬁxed learning rate, establishes the theoretical account for the effect of data parallelism, by precisely and generally describing the relationship between batch size
B and steps-to-result K (cid:63) .
Further analysis of these results is referred to the main paper.
B S CALE OF OUR EXPERIMENTS
For a given workload of {data set, network model, optimization algorithm} and for a study setting of {batch size, sparsity level}, we execute 100 training runs with different metaparameters to measure steps-to-result.
At each run, we evaluate the intermediate models at every 16 (for MNIST) or 32 (for
CIFAR-10) iterations, on the entire validation set, to check if it reached a goal error.
This means that, in order to plot the results for the workload of {MNIST, Simple-CNN, SGD} for example, one would need to perform, 14 (batch sizes; 2 1 to 2 14 ) × 4 (sparsity levels; 0 , 50 , 70 , 90% ) ×(runs) × 40 , 000 (max training iteration preset) / 16 (evaluation interval) = 14 , 000 , 000 number of evaluations.
Assuming that evaluating the Simple-CNN model on the entire MNIST validation set takes only a second on a modern GPU, it will take 14 , 000 , 000 (evaluations) × 1 (second per evaluation) / 3600 (second per hour)
≈ 3888 hours or 162 days.
Of course, there are multiple ways to reduce this cost; for instance, we may decide to stop as soon as the run hits the goal error without running until the max training iteration limit.
Or, simply reducing any factor listed above that contributes to increasing the experiment cost ( e.g ., number of batch sizes) can help to reduce the time, however, in exchange for the quality of experiments.
We should also point out that this is only for one workload where we assumed that the evaluation takes only a second.
The cost can increase quite drastically if the workload becomes more complex and requires more time for evaluation and training ( e.g ., CIFAR-10).
Not to mention, we have tested for multiple workloads besides the above example, in order to conﬁrm the generality of the ﬁndings in this work.
C M ORE ON L IPSCHITZ SMOOTHNESS ANALYSIS
We measure the local Lipschitz constant of ∇ f based on a Hessian-free method as used in Zhang et al.
Precisely, the local smoothness (or Lipschitz constant of the gradient) at iteration k is estimated as in the following:
[Equation]
where d = w k +1 − w k and δ ∈ (0 , 1) for which we set to be δ = 0 .
The expected gradient ∇ f is computed on the entire training set, and we measure ˆ L ( w k ) at every 100 iterations throughout training.
This method searches the maximum bound on the smoothness along the direction between ∇ f ( w k +1 ) and ∇ f ( w k ) based on the intuition that the degree of deviation of the linearly approximated objective function is bounded by the variation of gradient between w k +1 and w k .
Furthermore, while ReLU networks ( e.g ., Simple-CNN, ResNet-8) can only be piecewise smooth, the smoothness can still be measured for the same reason that we measure gradient ( i.e ., it only requires differentiability).
We also empirically measure the changes in ∆ and β by introducing sparsity.
Recall that these are the other elements in c 1 that can be affected by sparsity along with Lipschitz constant L .
When we measure these quantities for Simple-CNN, we obtain the following results: ∆ s / ∆ d ≈ 4 .
≈ 1 . 00 , and β s /β
d ≈ 107 . 39 / 197 .
06 ≈ 0 .
54 ; more precisely, ∆ does not change much since neither f ( w 1 ) or f ( w ∞ ) changes much, and β s /β
d can be measured by the ratio of the variances of gradients between sparse and dense networks at B = 1 .
We have already provided L s , L d in Figure 4, which makes L s /L
d ≈ 1 .
57 ≈ 3 . 09 .
Here, s and d denote sparse ( 90 %) and dense, respectively.
Notice that if we combine all the changes in ∆ , β , L due to sparsity, and compute c 1 ,s /c 1 ,d , it becomes 1 .
× 0 .
54 × 3 .
≈ 1 .
Importantly, c 1 ,s /c 1 ,d > 1 means that c 1 has increased by sparsity, and since the increase in Lipschitz constant L played a major role therein, these results indicate that the general difﬁculty of training sparse networks is indeed caused by reduced smoothness.
We further note that this degree of change ﬁts roughly the range of k (cid:63)s /k
(cid:63)d as shown in Figure 12.
D A DDITIONAL RESULTS
In this section, we provide additional experiemental results that are not included in the main paper.
In
Section D.1, we supplement more results for the effects of data parallelism and sparsity in Figures 7, 8, 9, 10, 11.
In Figure 12 we present the difference in ratio between sparse ( 90 %) and dense networks across different batch sizes for all workloads presented in this work.
This result shows how much increase in steps-to-result is induced by introducing sparsity, and therefore, is used to study the general difﬁculty of training sparse neural networks.
In Section D.2, we provide metaparameter search results for a subset of workloads studied in this work.
D. E FFECTS OF DATA PARALLELISM AND SPARSITY
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[Figure] [Table]
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[Figure] [Figure]
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[Table] [Table]
[Figure] [Figure]
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D. M ETAPARAMETER SEARCH RESULTS
[Figure] [Figure]
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[Figure] [Figure]