Huge scale machine learning problems are nowadays tackled by distributed optimization algorithms, i.e. algorithms that leverage the compute power of many devices for training. The communication overhead is a key bottleneck that hinders perfect scalability. Various recent works proposed to use quantization or sparsification techniques to reduce the amount of data that needs to be communicated, for instance by only sending the most significant entries of the stochastic gradient (top-k sparsification). Whilst such schemes showed very promising performance in practice, they have eluded theoretical analysis so far. In this work we analyze Stochastic Gradient Descent (SGD) with k-sparsification or compression (for instance top-k or random-k) and show that this scheme converges at the same rate as vanilla SGD when equipped with error compensation (keeping track of accumulated errors in memory). That is, communication can be reduced by a factor of the dimension of the problem (sometimes even more) whilst still converging at the same rate. We present numerical experiments to illustrate the theoretical findings and the better scalability for distributed applications.

对于分布式算法，通过对随机梯度下降（SGD）的压缩（如 top-k 或 random-k）等技术进行分析，发现它在进行误差补偿的情况下，能够实现与传统 SGD 相同的收敛速度，降低数据通信量达到更好的分布式可扩展性。

带记忆的稀疏化随机梯度下降