We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on different machines. We design a distributed stochastic variance reduced gradient algorithm that, under certain conditions on the condition number, simultaneously achieves the optimal parallel runtime, amount of communication and rounds of communication among all distributed first-order methods up to constant factors. Our method and its accelerated extension also outperform existing distributed algorithms in terms of the rounds of communication as long as the condition number is not too large compared to the size of data in each machine. We also prove a lower bound for the number of rounds of communication for a broad class of distributed first-order methods including the proposed algorithms in this paper. We show that our accelerated distributed stochastic variance reduced gradient algorithm achieves this lower bound so that it uses the fewest rounds of communication among all distributed first-order algorithms.
Assuming the problem has the form of with @math 's i.i.d. sampled from a distribution @math (denoted by @math ), the DANE @cite_3 and DISCO @cite_6 algorithms require @math and @math rounds of communication, respectively. Hence, DSVRG uses fewer rounds of communication than DANE and fewer than DISCO when @math . DASVRG always uses fewer rounds of communication than DISCO and DANE. Note that, for these four algorithms, the rounds can be very small in the big data'' case of large @math . Indeed, as @math increases, all four methods require only @math rounds which is independent of the condition number @math .
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We show that any randomised Monte Carlo distributed algorithm for the Lov 'asz local lemma requires @math communication rounds, assuming that it finds a correct assignment with high probability. Our result holds even in the special case of @math , where @math is the maximum degree of the dependency graph. By prior work, there are distributed algorithms for the Lov 'asz local lemma with a running time of @math rounds in bounded-degree graphs, and the best lower bound before our work was @math rounds [ 2014]. Multiround algorithms are now commonly used in distributed data processing systems, yet the extent to which algorithms can benefit from running more rounds is not well understood. This paper answers this question for a spectrum of rounds for the problem of computing the equijoin of @math relations. Specifically, given any query @math with width @math , intersection width @math , input size @math , output size @math , and a cluster of machines with @math memory available per machine, we show that: (1) @math can be computed in @math rounds with @math communication cost. (2) @math can be computed in @math rounds with @math communication cost. Intersection width is a new notion of queries and generalized hypertree decompositions (GHDs) of queries we introduce to capture how connected the adjacent cyclic components of the GHDs are. We achieve our first result by introducing a distributed and generalized version of Yannakakis's algorithm, called GYM. GYM takes as input any GHD of @math with width @math and depth @math , and computes @math in @math rounds and @math communication cost. We achieve our second result by showing how to construct GHDs of @math with width @math and depth @math . We describe another technique to construct GHDs with longer widths and shorter depths, demonstrating a spectrum of tradeoffs one can make between communication and the number of rounds.