Quantization Avoids Saddle Points in Distributed Optimization
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866909138026496000 |
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| author | Bo, Yanan Wang, Yongqiang |
| author_facet | Bo, Yanan Wang, Yongqiang |
| contents | Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a promising solution to handle the enormous growth in data and model sizes in deep learning. A fundamental problem in distributed nonconvex optimization is avoiding convergence to saddle points, which significantly degrade optimization accuracy. We discover that the process of quantization, which is necessary for all digital communications, can be exploited to enable saddle-point avoidance. More specifically, we propose a stochastic quantization scheme and prove that it can effectively escape saddle points and ensure convergence to a second-order stationary point in distributed nonconvex optimization. With an easily adjustable quantization granularity, the approach allows a user to control the number of bits sent per iteration and, hence, to aggressively reduce the communication overhead. Numerical experimental results using distributed optimization and learning problems on benchmark datasets confirm the effectiveness of the approach. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_10423 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Quantization Avoids Saddle Points in Distributed Optimization Bo, Yanan Wang, Yongqiang Optimization and Control Machine Learning Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a promising solution to handle the enormous growth in data and model sizes in deep learning. A fundamental problem in distributed nonconvex optimization is avoiding convergence to saddle points, which significantly degrade optimization accuracy. We discover that the process of quantization, which is necessary for all digital communications, can be exploited to enable saddle-point avoidance. More specifically, we propose a stochastic quantization scheme and prove that it can effectively escape saddle points and ensure convergence to a second-order stationary point in distributed nonconvex optimization. With an easily adjustable quantization granularity, the approach allows a user to control the number of bits sent per iteration and, hence, to aggressively reduce the communication overhead. Numerical experimental results using distributed optimization and learning problems on benchmark datasets confirm the effectiveness of the approach. |
| title | Quantization Avoids Saddle Points in Distributed Optimization |
| topic | Optimization and Control Machine Learning |
| url | https://arxiv.org/abs/2403.10423 |