Distributed Delayed Stochastic Optimization

Abstract

We analyze the convergence of gradient-based optimization algorithms whose updates depend on delayed stochastic gradient information. The main application of our results is to the development of distributed minimization algorithms where a master node performs parameter updates while worker nodes compute stochastic gradients based on local information in parallel, which may give rise to delays due to asynchrony. Our main contribution is to show that for smooth stochastic problems, the delays are asymptotically negligible. In application to distributed optimization, we show $n$-node architectures whose optimization error in stochastic problems---in spite of asynchronous delays---scales asymptotically as $\order(1 / \sqrt{nT})$, which is known to be optimal even in the absence of delays.