Distributed Stochastic Optimization with Large Delays
研究了分布式异步随机梯度下降算法在大延迟下的收敛性，通过调整步长，即使延迟以多项式速率增长，算法仍能均方收敛到临界点，并在结构优化问题中几乎必然收敛到全局最优。
The recent surge of breakthroughs in machine learning and artificial intelligence has sparked renewed interest in large-scale stochastic optimization problems that are universally considered hard. One of the most widely used methods for solving such problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent on distributed computing architectures (possibly) asychronously. However, a key obstacle in the efficient implementation of DASGD is the issue of delays: when a computing node contributes a gradient update, the global model parameter may have already been updated by other nodes several times over, thereby rendering this gradient information stale. These delays can quickly add up if the computational throughput of a node is saturated, so the convergence of DASGD may be compromised in the presence of large delays. Our first contribution is that, by carefully tuning the algorithm’s step size, convergence to the critical set is still achieved in mean square, even if the delays grow unbounded at a polynomial rate. We also establish finer results in a broad class of structured optimization problems (called variationally coherent), where we show that DASGD converges to a global optimum with a probability of one under the same delay assumptions. Together, these results contribute to the broad landscape of large-scale nonconvex stochastic optimization by offering state-of-the-art theoretical guarantees and providing insights for algorithm design.