Abstract: Distributed adaptive stochastic gradient methods have been widely used for large scale nonconvex optimization, such as training deep learning models. However, their iteration complexity on finding $\varepsilon$-stationary points has rarely been analyzed in the nonconvex setting. In this work, we present a novel communication-efficient distributed Adam in the parameter-server model for stochastic nonconvex optimization, dubbed {\em Efficient-Adam}. Specifically, we incorporate a two-way quantization scheme into Efficient-Adam to reduce the communication cost between the workers and the server. Simultaneously, we adopt a two-way error feedback strategy to reduce the biases caused by the two-way quantization on both the server and workers, respectively. In addition, we establish the iteration complexity for the proposed Efficient-Adam with a class of quantization operators and further characterize its communication complexity between the server and workers when an $\varepsilon$-stationary point is achieved.
Finally, we solve a toy stochastic convex optimization problem and train deep learning models on real-world vision and language tasks. Extensive experimental results together with a theoretical guarantee justify the merits of Efficient Adam.
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