Escaping Saddle Points with Bias-Variance Reduced Local Perturbed SGD for Communication Efficient Nonconvex Distributed LearningDownload PDF

Published: 31 Oct 2022, Last Modified: 24 Dec 2022NeurIPS 2022 AcceptReaders: Everyone
Keywords: nonconvex optimization, distributed learning, local SGD, escaping saddle points, communication efficiency
TL;DR: New communication efficient local method for second-order optimality in distributed learning based on bias-variance reduced estimator and local perturbation
Abstract: In recent centralized nonconvex distributed learning and federated learning, local methods are one of the promising approaches to reduce communication time. However, existing work has mainly focused on studying first-order optimality guarantees. On the other side, second-order optimality guaranteed algorithms, i.e., algorithms escaping saddle points, have been extensively studied in the non-distributed optimization literature. In this paper, we study a new local algorithm called Bias-Variance Reduced Local Perturbed SGD (BVR-L-PSGD), that combines the existing bias-variance reduced gradient estimator with parameter perturbation to find second-order optimal points in centralized nonconvex distributed optimization. BVR-L-PSGD enjoys second-order optimality with nearly the same communication complexity as the best known one of BVR-L-SGD to find first-order optimality. Particularly, the communication complexity is better than non-local methods when the local datasets heterogeneity is smaller than the smoothness of the local loss. In an extreme case, the communication complexity approaches to $\widetilde \Theta(1)$ when the local datasets heterogeneity goes to zero. Numerical results validate our theoretical findings.
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