MindFlayer SGD: Efficient Parallel SGD in the Presence of Heterogeneous and Random Worker Compute Times

Fuente: arXiv
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Auteurs principaux: Maranjyan, Artavazd, Omar, Omar Shaikh, Richtárik, Peter
Format: Preprint
Publié: 2024
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author Maranjyan, Artavazd
Omar, Omar Shaikh
Richtárik, Peter
author_facet Maranjyan, Artavazd
Omar, Omar Shaikh
Richtárik, Peter
contents We investigate the problem of minimizing the expectation of smooth nonconvex functions in a distributed setting with multiple parallel workers that are able to compute stochastic gradients. A significant challenge in this context is the presence of arbitrarily heterogeneous and stochastic compute times among workers, which can severely degrade the performance of existing parallel stochastic gradient descent (SGD) methods. While some parallel SGD algorithms achieve optimal performance under deterministic but heterogeneous delays, their effectiveness diminishes when compute times are random - a scenario not explicitly addressed in their design. To bridge this gap, we introduce MindFlayer SGD, a novel parallel SGD method specifically designed to handle stochastic and heterogeneous compute times. Through theoretical analysis and empirical evaluation, we demonstrate that MindFlayer SGD consistently outperforms existing baselines, particularly in environments with heavy-tailed noise. Our results highlight its robustness and scalability, making it a compelling choice for large-scale distributed learning tasks.
format Preprint
id arxiv_https___arxiv_org_abs_2410_04285
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle MindFlayer SGD: Efficient Parallel SGD in the Presence of Heterogeneous and Random Worker Compute Times
Maranjyan, Artavazd
Omar, Omar Shaikh
Richtárik, Peter
Optimization and Control
Distributed, Parallel, and Cluster Computing
Machine Learning
We investigate the problem of minimizing the expectation of smooth nonconvex functions in a distributed setting with multiple parallel workers that are able to compute stochastic gradients. A significant challenge in this context is the presence of arbitrarily heterogeneous and stochastic compute times among workers, which can severely degrade the performance of existing parallel stochastic gradient descent (SGD) methods. While some parallel SGD algorithms achieve optimal performance under deterministic but heterogeneous delays, their effectiveness diminishes when compute times are random - a scenario not explicitly addressed in their design. To bridge this gap, we introduce MindFlayer SGD, a novel parallel SGD method specifically designed to handle stochastic and heterogeneous compute times. Through theoretical analysis and empirical evaluation, we demonstrate that MindFlayer SGD consistently outperforms existing baselines, particularly in environments with heavy-tailed noise. Our results highlight its robustness and scalability, making it a compelling choice for large-scale distributed learning tasks.
title MindFlayer SGD: Efficient Parallel SGD in the Presence of Heterogeneous and Random Worker Compute Times
topic Optimization and Control
Distributed, Parallel, and Cluster Computing
Machine Learning
url https://arxiv.org/abs/2410.04285