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Paper

#### (Near) Optimal Parallelism Bound for Fully Asynchronous Coordinate Descent with Linear Speedup

##### Fulltext (public)

arXiv:1811.03254.pdf

(Preprint), 475KB

##### Supplementary Material (public)

There is no public supplementary material available

##### Citation

Cheung, Y. K., Cole, R., & Tao, Y. (2018). (Near) Optimal Parallelism Bound for Fully Asynchronous Coordinate Descent with Linear Speedup. Retrieved from http://arxiv.org/abs/1811.03254.

Cite as: http://hdl.handle.net/21.11116/0000-0002-AAF5-A

##### Abstract

When solving massive optimization problems in areas such as machine learning,
it is a common practice to seek speedup via massive parallelism. However,
especially in an asynchronous environment, there are limits on the possible
parallelism. Accordingly, we seek tight bounds on the viable parallelism in
asynchronous implementations of coordinate descent.
We focus on asynchronous coordinate descent (ACD) algorithms on convex
functions $F:\mathbb{R}^n \rightarrow \mathbb{R}$ of the form $$F(x) = f(x) ~+~
\sum_{k=1}^n \Psi_k(x_k),$$ where $f:\mathbb{R}^n \rightarrow \mathbb{R}$ is a
smooth convex function, and each $\Psi_k:\mathbb{R} \rightarrow \mathbb{R}$ is
a univariate and possibly non-smooth convex function.
Our approach is to quantify the shortfall in progress compared to the
standard sequential stochastic gradient descent. This leads to a truly simple
yet optimal analysis of the standard stochastic ACD in a partially asynchronous
environment, which already generalizes and improves on the bounds in prior
work. We also give a considerably more involved analysis for general
asynchronous environments in which the only constraint is that each update can
overlap with at most $q$ others, where $q$ is at most the number of processors
times the ratio in the lengths of the longest and shortest updates. The main
technical challenge is to demonstrate linear speedup in the latter environment.
This stems from the subtle interplay of asynchrony and randomization. This
improves Liu and Wright's (SIOPT'15) lower bound on the maximum degree of
parallelism almost quadratically, and we show that our new bound is almost
optimal.