Distributed Optimization for Machine Learning on Decentralized Data and Features

在数据量和模型复杂性都快速增长的情况下，扩大机器学习的需要引发了人们对开发分布式机器学习系统以及并行优化算法的广泛兴趣。现有的大多数研究都集中在紧耦合的机群中进行计算，或者以数据并行的方式来处理大量的训练样本，或者以模型并行的方式来处理大型模型，例如深度神经网络。相比之下，这个研究计划的目标是当用于机器学习的数据集(特征、样本、标签或它们的组合)本质上是分散的并由多个参与者/域拥有时，收集见解并建立模型。我们的长期愿景是设计可靠的分布式算法和系统，可以从分散的数据构建模型，而不允许参与者彼此共享原始数据或到中央站点。通过有效利用来自其他领域的数据，预计每个参与者将增强其预测能力，而只根据其本地数据建立的模型，而以分散方式建立的联合模型预计将接近和接近全球模型，如果所有数据都集中收集的话。同时，还应尽量减少各方之间共享模型参数，以保护隐私并减少通信开销。为了实现这些目标，我们将引入通用的复合模型结构，这些结构可以共同从不同分散场景中的数据中获得见解，包括按特征、按样本、按标签或通过它们的组合进行分散。我们将设计理论启发的分布式优化算法来解决这些问题，开发有效的通信压缩技术来减少开销，并研究具体应用的实现问题。具体地说，我们的算法将受到ADMM、随机梯度下降(SGD)和近端SGD在异步和按块设置的收敛方面的最新进展的启发。我们的通信压缩技术将受到在优化目标函数的平坦区域抑制模型参数传输的机会的启发，而现有文献主要考虑梯度的重要过滤器。最后，我们将使用提出的模型架构和算法来解决跨域推荐系统、多任务自然语言理解和协作移动边缘计算中的各种实际应用。我们将根据每个问题固有的数据分散模式设计具体的模型组合和分解结构以及分布式算法。

The need to scale up machine learning, in the presence of a rapid growth in both data volumes and model complexity, has sparked broad interests in developing distributed machine learning systems as well as parallel optimization algorithms. Most existing studies focus on partitioning computation among a tightly coupled cluster of machines either in a data-parallel fashion, to deal with large amounts of training samples, or a model-parallel fashion, to deal with large models, such as deep neural networks. In contrast, the goal of this research program is to glean insights and build models when the dataset (features, samples, labels or a combination of them) used for machine learning is inherently decentralized and owned by multiple participants/domains. Our long-term vision is to design reliable distributed algorithms and systems that can build models from decentralized data, without letting participants share original data with each other or to a central site. By effectively leveraging data from other domains, each participant is expected to enhance its predicting power over a model built only based on its local data, while the joint model built in a decentralized way is expected to approach and approximate the global model if all data were collected centrally. In the meantime, the sharing of model parameters among parties should also be minimized to preserve privacy and reduce communication overhead. Toward these objectives, we will introduce generic composite model structures that can jointly reap insights from data in different decentralization scenarios, including decentralization by features, by samples, by labels or decentralization by a combination of them. We will design theoretically inspired distributed optimization algorithms to solve these problems, develop effective communication compression techniques to reduce overhead, and also study implementation issues for specific applications. Specifically, our algorithms will be inspired by the recent advancements in the convergence of ADMM, stochastic gradient descent (SGD) and proximal SGD in an asynchronous and blockwise setting. Our communication compression techniques will be inspired by the opportunity to suppress model parameter transfers in flat regions of the optimization objective function, whereas existing literature mainly considers significance filters for gradients.  Finally, we will use the proposed model architectures and algorithms to solve various real-world applications in cross-domain recommender systems, multitasked natural language understanding and collaborative mobile edge computing. We will design specific model composition and decomposition structures as well as distributed algorithms based on the data decentralization pattern inherent in each problem.