Avoiding Communication in Logistic Regression (2011.08281v1)

Abstract: Stochastic gradient descent (SGD) is one of the most widely used optimization methods for solving various machine learning problems. SGD solves an optimization problem by iteratively sampling a few data points from the input data, computing gradients for the selected data points, and updating the solution. However, in a parallel setting, SGD requires interprocess communication at every iteration. We introduce a new communication-avoiding technique for solving the logistic regression problem using SGD. This technique re-organizes the SGD computations into a form that communicates every $s$ iterations instead of every iteration, where $s$ is a tuning parameter. We prove theoretical flops, bandwidth, and latency upper bounds for SGD and its new communication-avoiding variant. Furthermore, we show experimental results that illustrate that the new Communication-Avoiding SGD (CA-SGD) method can achieve speedups of up to $4.97\times$ on a high-performance Infiniband cluster without altering the convergence behavior or accuracy.