RelaySum for Decentralized Deep Learning on Heterogeneous Data

In decentralized machine learning, workers compute model updates on their local data. Because the workers only communicate with few neighbors without central coordination, these updates propagate progressively over the network. This paradigm enables distributed training on networks without all-to-all connectivity, helping to protect data privacy as well as to reduce the communication cost of distributed training in data centers. A key challenge, primarily in decentralized deep learning, remains the handling of differences between the workers' local data distributions. To tackle this challenge, we introduce the RelaySum mechanism for information propagation in decentralized learning. RelaySum uses spanning trees to distribute information exactly uniformly across all workers with finite delays depending on the distance between nodes. In contrast, the typical gossip averaging mechanism only distributes data uniformly asymptotically while using the same communication volume per step as RelaySum. We prove that RelaySGD, based on this mechanism, is independent of data heterogeneity and scales to many workers, enabling highly accurate decentralized deep learning on heterogeneous data. Our code is available at http://github.com/epfml/relaysgd.

A Field Guide to Federated Optimization

Federated learning and analytics are a distributed approach for collaboratively learning models (or statistics) from decentralized data, motivated by and designed for privacy protection. The distributed learning process can be formulated as solving federated optimization problems, which emphasize communication efficiency, data heterogeneity, compatibility with privacy and system requirements, and other constraints that are not primary considerations in other problem settings. This paper provides recommendations and guidelines on formulating, designing, evaluating and analyzing federated optimization algorithms through concrete examples and practical implementation, with a focus on conducting effective simulations to infer real-world performance. The goal of this work is not to survey the current literature, but to inspire researchers and practitioners to design federated learning algorithms that can be used in various practical applications.

Quasi-Global Momentum: Accelerating Decentralized Deep Learning on Heterogeneous Data

Decentralized training of deep learning models is a key element for enabling data privacy and on-device learning over networks. In realistic learning scenarios, the presence of heterogeneity across different clients' local datasets poses an optimization challenge and may severely deteriorate the generalization performance. In this paper, we investigate and identify the limitation of several decentralized optimization algorithms for different degrees of data heterogeneity. We propose a novel momentum-based method to mitigate this decentralized training difficulty. We show in extensive empirical experiments on various CV/NLP datasets (CIFAR-10, ImageNet, AG News, and SST2) and several network topologies (Ring and Social Network) that our method is much more robust to the heterogeneity of clients' data than other existing methods, by a significant improvement in test performance ($1\% \!-\! 20\%$).

Learning from History for Byzantine Robust Optimization

Byzantine robustness has received significant attention recently given its importance for distributed and federated learning. In spite of this, we identify severe flaws in existing algorithms even when the data across the participants is assumed to be identical. First, we show that most existing robust aggregation rules may not converge even in the absence of any Byzantine attackers, because they are overly sensitive to the distribution of the noise in the stochastic gradients. Secondly, we show that even if the aggregation rules may succeed in limiting the influence of the attackers in a single round, the attackers can couple their attacks across time eventually leading to divergence. To address these issues, we present two surprisingly simple strategies: a new iterative clipping procedure, and incorporating worker momentum to overcome time-coupled attacks. This is the first provably robust method for the standard stochastic non-convex optimization setting.

Mime: Mimicking Centralized Stochastic Algorithms in Federated Learning

Federated learning is a challenging optimization problem due to the heterogeneity of the data across different clients. Such heterogeneity has been observed to induce client drift and significantly degrade the performance of algorithms designed for this setting. In contrast, centralized learning with centrally collected data does not experience such drift, and has seen great empirical and theoretical progress with innovations such as momentum, adaptivity, etc. In this work, we propose a general framework Mime which mitigates client-drift and adapts arbitrary centralized optimization algorithms (e.g.\ SGD, Adam, etc.) to federated learning. Mime uses a combination of control-variates and server-level statistics (e.g. momentum) at every client-update step to ensure that each local update mimics that of the centralized method. Our thorough theoretical and empirical analyses strongly establish Mime's superiority over other baselines.

PowerGossip: Practical Low-Rank Communication Compression in Decentralized Deep Learning

Lossy gradient compression has become a practical tool to overcome the communication bottleneck in centrally coordinated distributed training of machine learning models. However, algorithms for decentralized training with compressed communication over arbitrary connected networks have been more complicated, requiring additional memory and hyperparameters. We introduce a simple algorithm that directly compresses the model differences between neighboring workers using low-rank linear compressors applied on model differences. Inspired by the PowerSGD algorithm for centralized deep learning, this algorithm uses power iteration steps to maximize the information transferred per bit. We prove that our method requires no additional hyperparameters, converges faster than prior methods, and is asymptotically independent of both the network and the compression. Out of the box, these compressors perform on par with state-of-the-art tuned compression algorithms in a series of deep learning benchmarks.

Byzantine-Robust Learning on Heterogeneous Datasets via Resampling

In Byzantine robust distributed optimization, a central server wants to train a machine learning model over data distributed across multiple workers. However, a fraction of these workers may deviate from the prescribed algorithm and send arbitrary messages to the server. While this problem has received significant attention recently, most current defenses assume that the workers have identical data. For realistic cases when the data across workers is heterogeneous (non-iid), we design new attacks which circumvent these defenses leading to significant loss of performance. We then propose a simple resampling scheme that adapts existing robust algorithms to heterogeneous datasets at a negligible computational cost. We theoretically and experimentally validate our approach, showing that combining resampling with existing robust algorithms is effective against challenging attacks.

Secure Byzantine-Robust Machine Learning

Increasingly machine learning systems are being deployed to edge servers and devices (e.g. mobile phones) and trained in a collaborative manner. Such distributed/federated/decentralized training raises a number of concerns about the robustness, privacy, and security of the procedure. While extensive work has been done in tackling with robustness, privacy, or security individually, their combination has rarely been studied. In this paper, we propose a secure two-server protocol that offers both input privacy and Byzantine-robustness. In addition, this protocol is communication-efficient, fault-tolerant and enjoys local differential privacy.

Why ADAM Beats SGD for Attention Models

While stochastic gradient descent (SGD) is still the de facto algorithm in deep learning, adaptive methods like Adam have been observed to outperform SGD across important tasks, such as attention models. The settings under which SGD performs poorly in comparison to Adam are not well understood yet. In this paper, we provide empirical and theoretical evidence that a heavy-tailed distribution of the noise in stochastic gradients is a root cause of SGD's poor performance. Based on this observation, we study clipped variants of SGD that circumvent this issue; we then analyze their convergence under heavy-tailed noise. Furthermore, we develop a new adaptive coordinate-wise clipping algorithm (ACClip) tailored to such settings. Subsequently, we show how adaptive methods like Adam can be viewed through the lens of clipping, which helps us explain Adam's strong performance under heavy-tail noise settings. Finally, we show that the proposed ACClip outperforms Adam for both BERT pretraining and finetuning tasks.

SCAFFOLD: Stochastic Controlled Averaging for On-Device Federated Learning

Federated learning is a key scenario in modern large-scale machine learning. In that scenario, the training data remains distributed over a large number of clients, which may be phones, other mobile devices, or network sensors and a centralized model is learned without ever transmitting client data over the network. The standard optimization algorithm used in this scenario is Federated Averaging (FedAvg). However, when client data is heterogeneous, which is typical in applications, FedAvg does not admit a favorable convergence guarantee. This is because local updates on clients can drift apart, which also explains the slow convergence and hard-to-tune nature of FedAvg in practice. This paper presents a new Stochastic Controlled Averaging algorithm (SCAFFOLD) which uses control variates to reduce the drift between different clients. We prove that the algorithm requires significantly fewer rounds of communication and benefits from favorable convergence guarantees.