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Poster
Bayesian Distributed Stochastic Gradient Descent
Michael Teng · Frank Wood

Tue Dec 04 07:45 AM -- 09:45 AM (PST) @ Room 210 #61

We introduce Bayesian distributed stochastic gradient descent (BDSGD), a high-throughput algorithm for training deep neural networks on parallel clusters. This algorithm uses amortized inference in a deep generative model to perform joint posterior predictive inference of mini-batch gradient computation times in a compute cluster specific manner. Specifically, our algorithm mitigates the straggler effect in synchronous, gradient-based optimization by choosing an optimal cutoff beyond which mini-batch gradient messages from slow workers are ignored. In our experiments, we show that eagerly discarding the mini-batch gradient computations of stragglers not only increases throughput but actually increases the overall rate of convergence as a function of wall-clock time by virtue of eliminating idleness. The principal novel contribution and finding of this work goes beyond this by demonstrating that using the predicted run-times from a generative model of cluster worker performance improves substantially over the static-cutoff prior art, leading to reduced deep neural net training times on large computer clusters.

Author Information

Michael Teng (University of Oxford (visiting at University of British Columbia))
Frank Wood (University of British Columbia)

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