Minibatch vs Local SGD for Heterogeneous Distributed Learning

Part of Advances in Neural Information Processing Systems 33 (NeurIPS 2020)

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Blake E. Woodworth, Kumar Kshitij Patel, Nati Srebro


<p>We analyze Local SGD (aka parallel or federated SGD) and Minibatch SGD in the heterogeneous distributed setting, where each machine has access to stochastic gradient estimates for a different, machine-specific, convex objective; the goal is to optimize w.r.t.~the average objective; and machines can only communicate intermittently. We argue that, (i) Minibatch SGD (even without acceleration) dominates all existing analysis of Local SGD in this setting, (ii) accelerated Minibatch SGD is optimal when the heterogeneity is high, and (iii) present the first upper bound for Local SGD that improves over Minibatch SGD in a non-homogeneous regime.</p>