Papers › Parallel and distributed asynchronous adaptive stochastic gradient methods
Parallel and distributed asynchronous adaptive stochastic gradient methods
Yangyang Xu, Yibo Xu, Yonggui Yan, Colin Sutcher-Shepard, Leopold Grinberg, Jie Chen
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Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adaptive versions (e.g., Adam and AMSGrad) have been extensively used in practice, partly because they achieve faster convergence than the non-adaptive versions while incurring little overhead. On the other hand, asynchronous (async) parallel computing has exhibited significantly higher speed-up over its synchronous (sync) counterpart. Async-parallel non-adaptive SGMs have been well studied in the literature from the perspectives of both theory and practical performance. Adaptive SGMs can also be implemented without much difficulty in an async-parallel way. However, to the best of our knowledge, no theoretical result of async-parallel adaptive SGMs has been established. The difficulty for analyzing adaptive SGMs with async updates originates from the second moment term. In this paper, we propose an async-parallel adaptive SGM based on AMSGrad. We show that the proposed method inherits the convergence guarantee of AMSGrad for both convex and non-convex problems, if the staleness (also called delay) caused by asynchrony is bounded. Our convergence rate results indicate a nearly linear parallelization speed-up if τ=o(K^(1/4)), where τ is the staleness and K is the number of iterations. The proposed method is tested on both convex and non-convex machine learning problems, and the numerical results demonstrate its clear advantages over the sync counterpart and the async-parallel nonadaptive SGM.
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