In this NIPS 2012 paper, Large Scale Distributed Deep Networks, researchers at Google presented their work on distributed learning of deep neural networks.

One of the most interesting points in this paper is the asynchronous SGD algorithm, which enables a parallel (distributed) software architecture that is scalable and can make use of thousands CPUs.

To apply SGD to large data sets, we introduce Downpour SGD, a variant of asynchronous stochastic gradient descent that uses multiple replicas of a single DistBelief model. The basic approach is as follows: We divide the training data into a number of subsets and run a copy of the model on each of these subsets. The models communicate updates through a centralized parameter server, which keeps the current state of all parameters for the model, sharded across many machines (e.g., if we have 10 parameter server shards, each shard is responsible for storing and applying updates to 1/10th of the model parameters) (Figure 2). This approach is asynchronous in two distinct aspects: the model replicas run independently of each other, and the parameter server shards also run independently of one another.

Intuitively, the asynchronous algorithm looks like a hack, or a compromise between the effectiveness of the mathematical algorithm and the scalability of the distributed system. But to our surprise, the authors claimed that the asynchronous algorithm works more effective than synchronous SGD.

Why??

My understand is that traditional gradient-based optimization is like a bee flying along the direction defined by the current gradient. In batch learning, the direction is computed using the whole training data set. In SGD, the direction is computed using a randomly selected mini-batch of the data.

In contrast, the asynchronous parallel SGD works like a swamp of bees, each flies along a distinct direction. These directions vary because they are computed from the asynchronously updated parameters at the beginning of each mini-batch. For the same reason, these bees wouldn’t be far away.

The swamp of bees optimize collaboratively and covers a region like region-based optimization, where the region is composed of a set of points. This, I think, is the reason that parallel asynchronous SGD works better than traditional gradient-base optimization algorithms.

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