Asynchronous Decentralized SGD under Non-Convexity: A Block-Coordinate Descent Framework
Yijie Zhou, Shi Pu
TL;DR
This work addresses decentralized non-convex optimization under bounded computation and communication delays by introducing ADSGD and linking its convergence to ASBCD. It proves that ASBCD with stochastic gradients achieves a rate of $O(1/\sqrt{K})$ for non-convex objectives, and that ADSGD converges with computation-delay-independent step sizes via a double-step-size mechanism on the augmented function $L_\alpha(\mathbf{x})$, yielding a rate on stationary points affected by consensus error ($O(1/K^{1/3})$ in the provided bounds). The authors demonstrate substantial practical benefits: reduced per-iteration communication and memory, no reliance on data heterogeneity bounds, and strong resilience to delays, backed by empirical results on non-convex logistic regression and VGG11 training showing faster wall-clock convergence under stragglers. The proposed framework offers a simple, scalable, and delay-robust approach for real-world decentralized learning tasks.
Abstract
Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and unpredictable communication delays. This paper introduces a refined model of Asynchronous Decentralized Stochastic Gradient Descent (ADSGD) under practical assumptions of bounded computation and communication times. To understand the convergence of ADSGD, we first analyze Asynchronous Stochastic Block Coordinate Descent (ASBCD) as a tool, and then show that ADSGD converges under computation-delay-independent step sizes. The convergence result is established without assuming bounded data heterogeneity. Empirical experiments reveal that ADSGD outperforms existing methods in wall-clock convergence time across various scenarios. With its simplicity, efficiency in memory and communication, and resilience to communication and computation delays, ADSGD is well-suited for real-world decentralized learning tasks.
