Decentralized Gradient Tracking with Local Steps
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Gradient tracking (GT) is an algorithm designed for solving decentralized optimization problems over a network (such as training a machine learning model). A key feature of GT is a tracking mechanism that allows to overcome data heterogeneity between nodes. We develop a novel decentralized tracking mechanism, K-GT, that enables communication-efficient local updates in GT while inheriting the data-independence property of GT. We prove a convergence rate for K-GT on smooth non-convex functions and prove that it reduces the communication overhead asymptotically by a linear factor K, where K denotes the number of local steps. We illustrate the robustness and effectiveness of this heterogeneity correction on convex and non-convex benchmark problems and on a non-convex neural network training task with the MNIST dataset.
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