Lower Bounds and Optimal Algorithms for Non-Smooth Convex Decentralized Optimization over Time-Varying Networks

We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or the links of the network are fixed in time, or both. In particular, lower bounds on the number of decentralized communications and (sub)gradient computations required to solve the problem have been established, along with matching optimal algorithms. However, the remaining and most challenging setting of non-smooth decentralized optimization over time-varying networks is largely underexplored, as neither lower bounds nor optimal algorithms are known in the literature. We resolve this fundamental gap with the following contributions: (i) we establish the first lower bounds on the communication and subgradient computation complexities of solving non-smooth convex decentralized optimization problems over time-varying networks; (ii) we develop the first optimal algorithm that matches these lower bounds and offers substantially improved theoretical performance compared to the existing state of the art.

Paper

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Peer review

Reviewer 3roP7/10 · confidence 3/52024-07-07

Summary

This paper studies the problem of decentralized optimization for non-smooth convex opjectives and time-varying networks. The paper introduces an algorithm to solve this problem together with matching lower bounds on the required communication and subgradient computations, thereby proving that the proposed algorithm is optimal in this sense.

Strengths

The paper is very well written and explains the concepts used in this work very clearly. Furthermore, the paper solves a relevant research question by proposing an optimal algorithm together with matching lower bounds. The results and proofs established in this paper seem to be correct.

Weaknesses

In my experience, optimization algorithms can sometimes yield unsatisfactory performance despite having good theoretical guarantees. Therefore, I believe that adding (even a small) simulation example showcasing the proposed algorithm's performance on a relevant problem would greatly improve the paper. Furthermore, while the paper is generally very well written, the algorithm could be explained a little bit better. Even just mentioning which lines of the algorithm correspond to which step in lines 282 - 296 would greatly help a reader who is not necessarily familiar with each of the references. In exchange, I believe that the justification for considering convex cost functions (Section 1.2) could be shortened. Finally, there are a few small typos that should be corrected: I think that $\mathbf{1}_p$ should be defined as $(1,\dots,1)^\top$; Algorithm 1 requires an initialization for $\bar{z}^0$ and $\bar{y}^0$, and in the proofs (e.g., after line 765) you need to define w.l.o.g. that $\tilde{x}^0 = x^{-1}$; in line 657, I think you should have $+\langle x_a^K,z \rangle$ and you need to flip the sign in (87); in lines 692-693, the function $F(x)$ maps from $(\mathbb{R}^n)^d$, i.e., the argument should be $w^*$ instead of $x^*$; in Appendix E.3, E.4, and E:5, you previously used the notation $W(k)$ instead of $W_k$; in the first equations of Appendix E.6 (after (b)), I believe it should be $y^k$ instead of $y^{k+1}$, which is corrected in the next equation, and I do not see why you need line 7 of Algorithm 1 for (d); after line 773, there should be $k$ instead of $K$ in the third sum.

Questions

Why does (57) not change in Part(ii) (line 591)? I believe the result is correct, but I am not sure whether this statement is true.

Rating

7

Confidence

3

Soundness

4

Presentation

4

Contribution

3

Limitations

I do not fully agree with the authors' answer to Question 2 in the NeurIPS Checklist, as limitations of the presented results and avenues for future research are not clearly discussed in the paper. More specifically, the authors only provide the required assumptions, but do not discuss whether these assumptions are restrictive in certain scenarios (except for Assumption 1) and whether these assumptions could be relaxed in future work.

Reviewer ap5m7/10 · confidence 2/52024-07-13

Summary

The authors introduce an algorithm which optimally bounds the complexity of algorithms for non-smooth convex decentralised optimisation over time varying networks.

Strengths

The paper introduces an algorithm for an unsolved problem setting as there have been several prior works that provide solutions and bounds for the smooth convex case but this is the first work that that provides bounds an optimal algorithms for the non-smooth case in a time varying domain.

Weaknesses

The paper can be quite dense and while the authors provide slight intuition about the proof sketch in the main paper, most of the actual paper lies in the appendix which can make it quite inaccessible.

Questions

Based on the above comments, I would ask the authors the following question, - Would it be possible to make the main paper less dense and focus more on guiding the user through the intuition of the proofs?

Rating

7

Confidence

2

Soundness

3

Presentation

3

Contribution

3

Limitations

The authors have sufficiently addressed any limitations that might arise from the submitted work.

Reviewer Eyy57/10 · confidence 2/52024-07-13

Summary

The paper studies non-smooth decentralized optimization with time-varying communication networks. The paper presents execution time lower bounds of subgradient algorithms for strongly-convex and convex cases. Then, the paper develops algorithms achieving matching execution time.

Strengths

I am not very familiar with the field of this paper. As far as I see, the paper makes good theoretical contributions by resolving the open problem concerning the complexity of non-smooth decentralized optimization with time-varying communication networks. This problem is natural and has many potential applications in practice. The auithors draw detailed comparison with existing works and present their results well. There is no major flaw I see in this work, but again I am not very familiar with the field. One minor weakness might be a lack of numerical experiments validating the convergence rate of the proposed algorithm. Nonetheless, I think it is not a big issue for a theory paper.

Weaknesses

There is no major flaw I see in this work, but again I am not very familiar with the field. One minor weakness might be a lack of numerical experiments validating the convergence rate of the proposed algorithm. Nonetheless, I think it is not a big issue for a theory paper.

Questions

Why does the objective in eq (1) have a quadratic regularization? The theorem 1 and 2 state lower bounds of execution times but the authors interpret these results as communication and computation bounds. I wonder can you make this argument formal in the classical definition of communication complexity (Yao, 1979) and computation complexity (Papadimitriou, 2003). References: Yao, A. C. C. (1979). Some complexity questions related to distributive computing (preliminary report). In Proceedings of the eleventh annual ACM symposium on Theory of computing (pp. 209-213). Papadimitriou, C. H. (2003). Computational complexity. In Encyclopedia of computer science (pp. 260-265).

Rating

7

Confidence

2

Soundness

3

Presentation

3

Contribution

3

Limitations

Yes.

Reviewer 7QFG8/10 · confidence 3/52024-07-15

Summary

This paper derives lower bounds on the communication and computation complexities of solving non-smooth convex decentralized optimization problems over time-varying networks and designs and algorithm that achieves these lower bounds.

Strengths

The problem studied in the paper is interesting. The results look to be rigorous and strong (by achieving the derived lower bound).

Weaknesses

None.

Questions

None.

Rating

8

Confidence

3

Soundness

4

Presentation

4

Contribution

4

Limitations

Yes.

Reviewer Eyy52024-08-08

Thank you for the clarification, I decide to keep my positive rating.

Reviewer ap5m2024-08-09

Read your rebuttal

I thank the authors for their clarifications. Based on all the information presented I will be keeping my score as-is. Best of luck to the authors for the final evaluation.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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