Stochastic Optimization with Laggard Data Pipelines

Cyril Zhang
Kunal Talwar
Naman Agarwal
Rohan Anil
Thirty-fourth Conference on Neural Information Processing Systems, 2020(2020) (to appear)
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State-of-the-art optimization has increasingly moved toward massively parallel pipelines with extremely large batches. As a consequence, the performance bottleneck is shifting towards the CPU- and disk-bound data loading and preprocessing, as opposed to hardware-accelerated backpropagation. In this regime, a recently proposed approach is data echoing (Choi et al. '19), which takes repeated gradient steps on the same batch. We provide the first convergence analysis of data echoing-based extensions of ubiquitous optimization methods, exhibiting provable improvements over their synchronous counterparts. Specifically, we show that asynchronous batch reuse can magnify the gradient signal in a stochastic batch, without harming the statistical rate.

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