Local MixVR: Breaking the Communication-Sample Dependence in Distributed Learning

Communication is a major bottleneck in distributed learning, especially in large-scale settings and in federated learning environments with slow links. Three standard ways to reduce this cost are communication compression, local training, and communication-computation overlap. Methods that combine these ingredients are used in practice and have been found to be effective for large-scale training, but there is little theory for methods that combine all three. We study a heterogeneous-compute setting in which different workers may take different numbers of local steps, and we propose LOSCAR-SGD, a Local SGD method that communicates only a sparse subset of model coordinates and continues optimizing while communication is in flight. A key ingredient is a delay-corrected merge rule that incorporates delayed synchronized information without discarding the progress made during the overlap phase. We give convergence guarantees for smooth non-convex objectives and show how sparsity, overlap, and worker heterogeneity affect the rate. To the best of our knowledge, this is the first theory for this combination of ingredients. Experiments further show that communication-computation overlap reduces training time and that the delay-corrected merge outperforms naive overwriting.

Local SGD is a popular optimization method in distributed learning, often outperforming other algorithms in practice, including mini-batch SGD. Despite this success, theoretically proving the dominance of local SGD in settings with reasonable data heterogeneity has been difficult, creating a significant gap between theory and practice. In this paper, we provide new lower bounds for local SGD under existing first-order data heterogeneity assumptions, showing that these assumptions are insufficient to prove the effectiveness of local update steps. Furthermore, under these same assumptions, we demonstrate the min-max optimality of accelerated mini-batch SGD, which fully resolves our understanding of distributed optimization for several problem classes. Our results emphasize the need for better models of data heterogeneity to understand the effectiveness of local SGD in practice. Towards this end, we consider higher-order smoothness and heterogeneity assumptions, providing new upper bounds that imply the dominance of local SGD over mini-batch SGD when data heterogeneity is low.

Sign-based methods reduce communication costs in distributed environments, but aggregating local signs can introduce bias when data are heterogeneous. As a result, existing sign-based variance reduction methods fail to obtain the optimal convergence rates. In this paper, we solve this problem and obtain optimal rates for both nonconvex stochastic and finite-sum optimization. We first give a counterexample showing that majority voting can fail to approach stationary points even with exact local gradients. Motivated by this limitation, we propose tracking the global gradient at the server through unbiased compression of recursive gradient increments. As a result, we can obtain the convergence rates of $O(\sqrt{d/K}+\sqrt d (a/(nK))^{1/3})$ for the $\ell_1$-norm and $O(\sqrt{a/K}+\sqrt a/(nK)^{1/3})$ for the $\ell_2$-norm. Here, $K$ is the iteration number, $n$ is the number of workers, $d$ is the dimension, and $a=1+ω$, with $ω$ denoting the compressor's relative variance. For finite-sum problems with $M$ components, we combine periodic exact gradient refreshes with compressed component-gradient differences. The resulting total sample complexities are $O(M+d\sqrt{aM}ε^{-2})$ and $O(M+a\sqrt M\ epsilon^{-2})$ for $\ell_1$ and $\ell_2$ gradient norms at most $ε$, matching the corresponding bounds in centralized settings.