SLowcal-SGD: Slow Query Points Improve Local-SGD for Stochastic Convex Optimization

04/09/2023

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by   Kfir Y. Levy, et al.

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We consider distributed learning scenarios where M machines interact with a parameter server along several communication rounds in order to minimize a joint objective function. Focusing on the heterogeneous case, where different machines may draw samples from different data-distributions, we design the first local update method that provably benefits over the two most prominent distributed baselines: namely Minibatch-SGD and Local-SGD. Key to our approach is a slow querying technique that we customize to the distributed setting, which in turn enables a better mitigation of the bias caused by local updates.