DREAM: Delay-Resistant Acceleration with Momentum
Mert Gürbüzbalaban, M. Hamza Rafi, Necdet Serhat Aybat, Waheed U. Bajwa
Abstract
With exact, delay-free gradients, Nesterov's accelerated gradient (NAG) achieves optimal κ dependence for L-smooth, μ-strongly convex objectives, where κ=L/μ; heavy-ball (HB) achieves the same scaling on strongly convex quadratics. In asynchronous and distributed settings, gradients can be inexact, with delays varying across workers and iterations. We isolate staleness using a fixed delay τ1, replacing ∇ f(yk) with ∇ f(yk-τ) at iteration k. Arjevani, Shamir, and Srebro establish a worst-case lower bound of Ω(τκ(1/)) iterations to reach objective error at most as 0. We show that for any fixed positive delay, neither NAG nor HB retains κ-acceleration on strongly convex quadratics when updating every iteration, for any stable constant step size and positive momentum. We introduce delay-resistant accelerated momentum (DREAM), which decouples gradient-query extrapolation from momentum and uses explicit delay-dependent parameters. DREAM attains a linear convergence rate 1-Θ(1/(τκ)) for all smooth strongly convex objectives as κ∞, yielding complexity matching the delayed first-order lower bound up to logarithmic factors. Our proof combines characteristic-polynomial stability analysis on quadratics with an analytic Zames--Falb integral quadratic constraint certificate. We extend DREAM to smooth convex objectives, obtaining near-optimal iteration complexity up to logarithmic factors for sufficiently small target accuracy. Experiments on strongly convex quadratics and regularized logistic regression corroborate DREAM's accelerated condition-number dependence under delay, unlike NAG and HB, and suggest this scaling persists when parameters use a conservative bound on the true delay.
Create a lesson
Related papers
Lower- and upper-C2 integrands: a structured class of functions for stochastic nonconvex optimization
Felipe Atenas, Alejandro Jofré, Pedro Pérez-Aros et al.
Linear-quadratic mean field games with Volterra dynamics
Niccolò Fontana, Mattia Martini, Huyên Pham
No closed-form formula for Stiefel geodesics
Rongbiao Thomas Wang, Lek-Heng Lim
Constructing Data-Driven Budgeted Uncertainty Sets for Robust Optimization
Jamie Fairbrother, Marc Goerigk, Qiongyan Zeng
Measuring Sudoku Difficulty: Formulation, Propagation and Uniqueness Certification
Aled Williams
A switching proximal gradient method for constrained difference-of-convex optimization problems
Yuncheng Liu, Chuangliang Zhang, Bo Yang