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Session

Oral Session 2: Optimization

Moderator: Masashi Sugiyama

Abstract:
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Tue 7 Dec. 1:00 - 1:15 PST

Oral
EF21: A New, Simpler, Theoretically Better, and Practically Faster Error Feedback

Peter Richtarik · Igor Sokolov · Ilyas Fatkhullin

Error feedback (EF), also known as error compensation, is an immensely popular convergence stabilization mechanism in the context of distributed training of supervised machine learning models enhanced by the use of contractive communication compression mechanisms, such as Top-$k$. First proposed by Seide et al [2014] as a heuristic, EF resisted any theoretical understanding until recently [Stich et al., 2018, Alistarh et al., 2018]. While these early breakthroughs were followed by a steady stream of works offering various improvements and generalizations, the current theoretical understanding of EF is still very limited. Indeed, to the best of our knowledge, all existing analyses either i) apply to the single node setting only, ii) rely on very strong and often unreasonable assumptions, such as global boundedness of the gradients, or iterate-dependent assumptions that cannot be checked a-priori and may not hold in practice, or iii) circumvent these issues via the introduction of additional unbiased compressors, which increase the communication cost. In this work we fix all these deficiencies by proposing and analyzing a new EF mechanism, which we call EF21, which consistently and substantially outperforms EF in practice. Moreover, our theoretical analysis relies on standard assumptions only, works in the distributed heterogeneous data setting, and leads to better and more meaningful rates. In particular, we prove that EF21 enjoys a fast $\mathcal{O}(1/T)$ convergence rate for smooth nonconvex problems, beating the previous bound of $\mathcal{O}(1/T^{2/3})$, which was shown under a strong bounded gradients assumption. We further improve this to a fast linear rate for Polyak-Lojasiewicz functions, which is the first linear convergence result for an error feedback method not relying on unbiased compressors. Since EF has a large number of applications where it reigns supreme, we believe that our 2021 variant, EF21, will have a large impact on the practice of communication efficient distributed learning.

Tue 7 Dec. 1:15 - 1:20 PST

Q&A
Q&A

Tue 7 Dec. 1:20 - 1:35 PST

Oral
Differentiable Quality Diversity

Matthew Fontaine · Stefanos Nikolaidis

Quality diversity (QD) is a growing branch of stochastic optimization research that studies the problem of generating an archive of solutions that maximize a given objective function but are also diverse with respect to a set of specified measure functions. However, even when these functions are differentiable, QD algorithms treat them as "black boxes", ignoring gradient information. We present the differentiable quality diversity (DQD) problem, a special case of QD, where both the objective and measure functions are first order differentiable. We then present MAP-Elites via a Gradient Arborescence (MEGA), a DQD algorithm that leverages gradient information to efficiently explore the joint range of the objective and measure functions. Results in two QD benchmark domains and in searching the latent space of a StyleGAN show that MEGA significantly outperforms state-of-the-art QD algorithms, highlighting DQD's promise for efficient quality diversity optimization when gradient information is available. Source code is available at https://github.com/icaros-usc/dqd.

Tue 7 Dec. 1:35 - 1:40 PST

Q&A
Q&A

Tue 7 Dec. 1:40 - 1:55 PST

Oral
Hessian Eigenspectra of More Realistic Nonlinear Models

Zhenyu Liao · Michael Mahoney

Given an optimization problem, the Hessian matrix and its eigenspectrum can be used in many ways, ranging from designing more efficient second-order algorithms to performing model analysis and regression diagnostics. When nonlinear models and non-convex problems are considered, strong simplifying assumptions are often made to make Hessian spectral analysis more tractable.This leads to the question of how relevant the conclusions of such analyses are for realistic nonlinear models. In this paper, we exploit tools from random matrix theory to make a precise characterization of the Hessian eigenspectra for a broad family of nonlinear models that extends the classical generalized linear models, without relying on strong simplifying assumptions used previously. We show that, depending on the data properties, the nonlinear response model, and the loss function, the Hessian can have qualitatively different spectral behaviors: of bounded or unbounded support, with single- or multi-bulk, and with isolated eigenvalues on the left- or right-hand side of the main eigenvalue bulk. By focusing on such a simple but nontrivial model, our analysis takes a step forward to unveil the theoretical origin of many visually striking features observed in more realistic machine learning models.

Tue 7 Dec. 1:55 - 2:00 PST

Q&A
Q&A