Byzantine-robust loopless stochastic variance-reduced gradient

DOI10.1007/978-3-031-35305-5_3zbMATH Open1528.90189arXiv2303.04560OpenAlexW4381956520MaRDI QIDQ6134045FDOQ6134045

Nikita Fedin, Eduard Gorbunov

Publication date: 21 August 2023

Published in: Mathematical Optimization Theory and Operations Research (Search for Journal in Brave)

Abstract: Distributed optimization with open collaboration is a popular field since it provides an opportunity for small groups/companies/universities, and individuals to jointly solve huge-scale problems. However, standard optimization algorithms are fragile in such settings due to the possible presence of so-called Byzantine workers -- participants that can send (intentionally or not) incorrect information instead of the one prescribed by the protocol (e.g., send anti-gradient instead of stochastic gradients). Thus, the problem of designing distributed methods with provable robustness to Byzantine workers has been receiving a lot of attention recently. In particular, several works consider a very promising way to achieve Byzantine tolerance via exploiting variance reduction and robust aggregation. The existing approaches use SAGA- and SARAH-type variance-reduced estimators, while another popular estimator -- SVRG -- is not studied in the context of Byzantine-robustness. In this work, we close this gap in the literature and propose a new method -- Byzantine-Robust Loopless Stochastic Variance Reduced Gradient (BR-LSVRG). We derive non-asymptotic convergence guarantees for the new method in the strongly convex case and compare its performance with existing approaches in numerical experiments.

Full work available at URL: https://arxiv.org/abs/2303.04560

zbMATH Keywords

variance reductionstochastic optimizationdistributed optimizationByzantine-robustness

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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Cited In (1)

• Federated Variance-Reduced Stochastic Gradient Descent With Robustness to Byzantine Attacks

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