2024/05/25 by Tyurin, Alexander, Richtárik, Peter · 4 citations
#FOS: Mathematics #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.2405.16218
We consider the decentralized stochastic asynchronous optimization setup, where many workers asynchronously calculate stochastic gradients and asynchronously communicate with each other using edges in a multigraph. For both homogeneous and heterogeneous setups, we prove new time complexity lower bounds under the assumption that computation and communication speeds are bounded. We develop a new nearly optimal method, Fragile SGD, and a new optimal method, Amelie SGD, that converge under arbitrary heterogeneous computation and communication speeds and match our lower bounds (up to a logarithmic factor in the homogeneous setting). Our time complexities are new, nearly optimal, and provably improve all previous asynchronous/synchronous stochastic methods in the decentralized setup.