The Role of Local Steps in Local SGD

TL;DR

This paper analyzes how varying the number of local steps in Local SGD affects convergence and communication efficiency in distributed optimization, proposing strategies for different function types.

Contribution

It characterizes the convergence rate of Local SGD with arbitrary local steps and introduces a new increasing local steps strategy for strongly convex functions.

Findings

Increasing local steps can lead to linear speed-up for strongly convex functions.

Fixed local steps are optimal for convex and nonconvex functions.

Theoretical analysis is supported by extensive numerical experiments.

Abstract

We consider the distributed stochastic optimization problem where $n$ agents want to minimize a global function given by the sum of agents' local functions, and focus on the heterogeneous setting when agents' local functions are defined over non-i.i.d. data sets. We study the Local SGD method, where agents perform a number of local stochastic gradient steps and occasionally communicate with a central node to improve their local optimization tasks. We analyze the effect of local steps on the convergence rate and the communication complexity of Local SGD. In particular, instead of assuming a fixed number of local steps across all communication rounds, we allow the number of local steps during the $i$-th communication round, $H_i$, to be different and arbitrary numbers. Our main contribution is to characterize the convergence rate of Local SGD as a function of $\{H_i\}_{i=1}^R$ under various settings of strongly convex, convex, and nonconvex local functions, where $R$ is the total number of communication rounds. Based on this characterization, we provide sufficient conditions on the sequence $\{H_i\}_{i=1}^R$ such that Local SGD can achieve linear speed-up with respect to the number of workers. Furthermore, we propose a new communication strategy with increasing local steps superior to existing communication strategies for strongly convex local functions. On the other hand, for convex and nonconvex local functions, we argue that fixed local steps are the best communication strategy for Local SGD and recover state-of-the-art convergence rate results. Finally, we justify our theoretical results through extensive numerical experiments.