We consider a distributed online convex optimization problem when streaming data are distributed among computing agents over a connected communication network. Since the data are high-dimensional or the network is large-scale, communication load can be a bottleneck for the efficiency of distributed algorithms. To tackle this bottleneck, we apply the state-of-art data compression scheme to the fundamental GD-based distributed online algorithms. Three algorithms with difference-compressed communication are proposed for full information feedback (DC-DOGD), one-point bandit feedback (DC-DOBD), and two-point bandit feedback (DC-DO2BD), respectively. We obtain regret bounds explicitly in terms of time horizon, compression ratio, decision dimension, agent number, and network parameters. Our algorithms are proved to be no-regret and match the same regret bounds, w.r.t.

Variational inequalities in general and saddle point problems in particular are increasingly relevant in machine learning applications, including adversarial learning, GANs, transport and robust optimization. With increasing data and problem sizes necessary to train high performing models across various applications, we need to rely on parallel and distributed computing. However, in distributed training, communication among the compute nodes is a key bottleneck during training, and this problem is exacerbated for high dimensional and over-parameterized models. Due to these considerations, it is important to equip existing methods with strategies that would allow to reduce the volume of transmitted information during training while obtaining a model of comparable quality. In this paper, we present the first theoretically grounded distributed methods for solving variational inequalities and saddle point problems using compressed communication: MASHA1 and MASHA2. Our theory and methods allow for the use of both unbiased (such as Rand$k$; MASHA1) and contractive (such as Top$k$; MASHA2) compressors. New algorithms support bidirectional compressions, and also can be modified for stochastic setting with batches and for federated learning with partial participation of clients. We empirically validated our conclusions using two experimental setups: a standard bilinear min-max problem, and large-scale distributed adversarial training of transformers.

We consider a distributed online convex optimization problem when streaming data are distributed among computing agents over a connected communication network. Since the data are high-dimensional or the network is large-scale, communication load can be a bottleneck for the efficiency of distributed algorithms. To tackle this bottleneck, we apply the state-of-art data compression scheme to the fundamental GD-based distributed online algorithms. Three algorithms with difference-compressed communication are proposed for full information feedback (DC-DOGD), one-point bandit feedback (DC-DOBD), and two-point bandit feedback (DC-DO2BD), respectively. We obtain regret bounds explicitly in terms of time horizon, compression ratio, decision dimension, agent number, and network parameters.

Variational inequalities in general and saddle point problems in particular are increasingly relevant in machine learning applications, including adversarial learning, GANs, transport and robust optimization. With increasing data and problem sizes necessary to train high performing models across various applications, we need to rely on parallel and distributed computing. However, in distributed training, communication among the compute nodes is a key bottleneck during training, and this problem is exacerbated for high dimensional and over-parameterized models. Due to these considerations, it is important to equip existing methods with strategies that would allow to reduce the volume of transmitted information during training while obtaining a model of comparable quality. In this paper, we present the first theoretically grounded distributed methods for solving variational inequalities and saddle point problems using compressed communication: MASHA1 and MASHA2.

Variational inequalities in general and saddle point problems in particular are increasingly relevant in machine learning applications, including adversarial learning, GANs, transport and robust optimization. With increasing data and problem sizes necessary to train high performing models across these and other applications, it is necessary to rely on parallel and distributed computing. However, in distributed training, communication among the compute nodes is a key bottleneck during training, and this problem is exacerbated for high dimensional and over-parameterized models models. Due to these considerations, it is important to equip existing methods with strategies that would allow to reduce the volume of transmitted information during training while obtaining a model of comparable quality. In this paper, we present the first theoretically grounded distributed methods for solving variational inequalities and saddle point problems using compressed communication: MASHA1 and MASHA2. Our theory and methods allow for the use of both unbiased (such as Rand$k$; MASHA1) and contractive (such as Top$k$; MASHA2) compressors. We empirically validate our conclusions using two experimental setups: a standard bilinear min-max problem, and large-scale distributed adversarial training of transformers.

Communication overhead severely hinders the scalability of distributed machine learning systems. Recently, there has been a growing interest in using gradient compression to reduce the communication overhead of the distributed training. However, there is little understanding of applying gradient compression to adaptive gradient methods. Moreover, its performance benefits are often limited by the non-negligible compression overhead. In this paper, we first introduce a novel adaptive gradient method with gradient compression. We show that the proposed method has a convergence rate of $\mathcal{O}(1/\sqrt{T})$ for non-convex problems. In addition, we develop a scalable system called BytePS-Compress for two-way compression, where the gradients are compressed in both directions between workers and parameter servers. BytePS-Compress pipelines the compression and decompression on CPUs and achieves a high degree of parallelism. Empirical evaluations show that we improve the training time of ResNet50, VGG16, and BERT-base by 5.0%, 58.1%, 23.3%, respectively, without any accuracy loss with 25 Gb/s networking. Furthermore, for training the BERT models, we achieve a compression rate of 333x compared to the mixed-precision training.