Asynchronous SGD on Graphs: a Unified Framework for Asynchronous Decentralized and Federated Optimization

Decentralized and asynchronous communications are two popular techniques to speedup communication complexity of distributed machine learning, by respectively removing the dependency over a central orchestrator and the need for synchronization. Yet, combining these two techniques together still remains a challenge. In this paper, we take a step in this direction and introduce Asynchronous SGD on Graphs (AGRAF SGD) -- a general algorithmic framework that covers asynchronous versions of many popular algorithms including SGD, Decentralized SGD, Local SGD, FedBuff, thanks to its relaxed communication and computation assumptions. We provide rates of convergence under much milder assumptions than previous decentralized asynchronous works, while still recovering or even improving over the best know results for all the algorithms covered.

Generalization Error of First-Order Methods for Statistical Learning with Generic Oracles

In this paper, we provide a novel framework for the analysis of generalization error of first-order optimization algorithms for statistical learning when the gradient can only be accessed through partial observations given by an oracle. Our analysis relies on the regularity of the gradient w.r.t. the data samples, and allows to derive near matching upper and lower bounds for the generalization error of multiple learning problems, including supervised learning, transfer learning, robust learning, distributed learning and communication efficient learning using gradient quantization. These results hold for smooth and strongly-convex optimization problems, as well as smooth non-convex optimization problems verifying a Polyak-Lojasiewicz assumption. In particular, our upper and lower bounds depend on a novel quantity that extends the notion of conditional standard deviation, and is a measure of the extent to which the gradient can be approximated by having access to the oracle. As a consequence, our analysis provides a precise meaning to the intuition that optimization of the statistical learning objective is as hard as the estimation of its gradient. Finally, we show that, in the case of standard supervised learning, mini-batch gradient descent with increasing batch sizes and a warm start can reach a generalization error that is optimal up to a multiplicative factor, thus motivating the use of this optimization scheme in practical applications.

Statistical limits of correlation detection in trees

In this paper we address the problem of testing whether two observed trees $(t,t')$ are sampled either independently or from a joint distribution under which they are correlated. This problem, which we refer to as correlation detection in trees, plays a key role in the study of graph alignment for two correlated random graphs. Motivated by graph alignment, we investigate the conditions of existence of one-sided tests, i.e. tests which have vanishing type I error and non-vanishing power in the limit of large tree depth. For the correlated Galton-Watson model with Poisson offspring of mean $\lambda>0$ and correlation parameter $s \in (0,1)$, we identify a phase transition in the limit of large degrees at $s = \sqrt{\alpha}$, where $\alpha \sim 0.3383$ is Otter's constant. Namely, we prove that no such test exists for $s \leq \sqrt{\alpha}$, and that such a test exists whenever $s > \sqrt{\alpha}$, for $\lambda$ large enough. This result sheds new light on the graph alignment problem in the sparse regime (with $O(1)$ average node degrees) and on the performance of the MPAlign method studied in Ganassali et al. (2021), Piccioli et al. (2021), proving in particular the conjecture of Piccioli et al. (2021) that MPAlign succeeds in the partial recovery task for correlation parameter $s>\sqrt{\alpha}$ provided the average node degree $\lambda$ is large enough.

Muffliato: Peer-to-Peer Privacy Amplification for Decentralized Optimization and Averaging

Decentralized optimization is increasingly popular in machine learning for its scalability and efficiency. Intuitively, it should also provide better privacy guarantees, as nodes only observe the messages sent by their neighbors in the network graph. But formalizing and quantifying this gain is challenging: existing results are typically limited to Local Differential Privacy (LDP) guarantees that overlook the advantages of decentralization. In this work, we introduce pairwise network differential privacy, a relaxation of LDP that captures the fact that the privacy leakage from a node $u$ to a node $v$ may depend on their relative position in the graph. We then analyze the combination of local noise injection with (simple or randomized) gossip averaging protocols on fixed and random communication graphs. We also derive a differentially private decentralized optimization algorithm that alternates between local gradient descent steps and gossip averaging. Our results show that our algorithms amplify privacy guarantees as a function of the distance between nodes in the graph, matching the privacy-utility trade-off of the trusted curator, up to factors that explicitly depend on the graph topology. Finally, we illustrate our privacy gains with experiments on synthetic and real-world datasets.

Correlation detection in trees for partial graph alignment

We consider alignment of sparse graphs, which consists in finding a mapping between the nodes of two graphs which preserves most of the edges. Our approach is to compare local structures in the two graphs, matching two nodes if their neighborhoods are 'close enough': for correlated Erd\H{o}s-R\'enyi random graphs, this problem can be locally rephrased in terms of testing whether a pair of branching trees is drawn from either a product distribution, or a correlated distribution. We design an optimal test for this problem which gives rise to a message-passing algorithm for graph alignment, which provably returns in polynomial time a positive fraction of correctly matched vertices, and a vanishing fraction of mismatches. With an average degree $\lambda = O(1)$ in the graphs, and a correlation parameter $s \in [0,1]$, this result holds with $\lambda s$ large enough, and $1-s$ small enough, completing the recent state-of-the-art diagram. Tighter conditions for determining whether partial graph alignment (or correlation detection in trees) is feasible in polynomial time are given in terms of Kullback-Leibler divergences.

A Continuized View on Nesterov Acceleration for Stochastic Gradient Descent and Randomized Gossip

We introduce the continuized Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation and take gradient steps at random times. This continuized variant benefits from the best of the continuous and the discrete frameworks: as a continuous process, one can use differential calculus to analyze convergence and obtain analytical expressions for the parameters; and a discretization of the continuized process can be computed exactly with convergence rates similar to those of Nesterov original acceleration. We show that the discretization has the same structure as Nesterov acceleration, but with random parameters. We provide continuized Nesterov acceleration under deterministic as well as stochastic gradients, with either additive or multiplicative noise. Finally, using our continuized framework and expressing the gossip averaging problem as the stochastic minimization of a certain energy function, we provide the first rigorous acceleration of asynchronous gossip algorithms.

Concentration of Non-Isotropic Random Tensors with Applications to Learning and Empirical Risk Minimization

Dimension is an inherent bottleneck to some modern learning tasks, where optimization methods suffer from the size of the data. In this paper, we study non-isotropic distributions of data and develop tools that aim at reducing these dimensional costs by a dependency on an effective dimension rather than the ambient one. Based on non-asymptotic estimates of the metric entropy of ellipsoids -- that prove to generalize to infinite dimensions -- and on a chaining argument, our uniform concentration bounds involve an effective dimension instead of the global dimension, improving over existing results. We show the importance of taking advantage of non-isotropic properties in learning problems with the following applications: i) we improve state-of-the-art results in statistical preconditioning for communication-efficient distributed optimization, ii) we introduce a non-isotropic randomized smoothing for non-smooth optimization. Both applications cover a class of functions that encompasses empirical risk minization (ERM) for linear models.

Impossibility of Partial Recovery in the Graph Alignment Problem

Random graph alignment refers to recovering the underlying vertex correspondence between two random graphs with correlated edges. This can be viewed as an average-case and noisy version of the well-known NP-hard graph isomorphism problem. For the correlated Erd\"os-R\'enyi model, we prove an impossibility result for partial recovery in the sparse regime, with constant average degree and correlation, as well as a general bound on the maximal reachable overlap. Our bound is tight in the noiseless case (the graph isomorphism problem) and we conjecture that it is still tight with noise. Our proof technique relies on a careful application of the probabilistic method to build automorphisms between tree components of a subcritical Erd\"os-R\'enyi graph.

Partial Recovery in the Graph Alignment Problem

In this paper, we consider the graph alignment problem, which is the problem of recovering, given two graphs, a one-to-one mapping between nodes that maximizes edge overlap. This problem can be viewed as a noisy version of the well-known graph isomorphism problem and appears in many applications, including social network deanonymization and cellular biology. Our focus here is on partial recovery, i.e., we look for a one-to-one mapping which is correct on a fraction of the nodes of the graph rather than on all of them, and we assume that the two input graphs to the problem are correlated Erd\"os-R\'enyi graphs of parameters $(n,q,s)$. Our main contribution is then to give necessary and sufficient conditions on $(n,q,s)$ under which partial recovery is possible with high probability as the number of nodes $n$ goes to infinity. These conditions are compact, easily interpretable, and cover a vast majority of the parameter space.

Efficient inference in stochastic block models with vertex labels

We study the stochastic block model with two communities where vertices contain side information in the form of a vertex label. These vertex labels may have arbitrary label distributions, depending on the community memberships. We analyze a linearized version of the popular belief propagation algorithm. We show that this algorithm achieves the highest accuracy possible whenever a certain function of the network parameters has a unique fixed point. Whenever this function has multiple fixed points, the belief propagation algorithm may not perform optimally. We show that increasing the information in the vertex labels may reduce the number of fixed points and hence lead to optimality of belief propagation.