Séminaire Probabilités et Statistiques
Generalization of D-SGD: A Stability Analysis
24
Oct. 2024
Oct. 2024
Intervenant : | Batiste Le Bars |
Institution : | Inria |
Heure : | 15h30 - 16h30 |
Lieu : | 3L15 |
In this talk, I present a new generalization error analysis for Decentralized Stochastic Gradient Descent (D-SGD) based on algorithmic stability. The obtained results overhaul a series of recent works that suggested an increased instability due to decentralization and a detrimental impact of poorly-connected communication graphs on generalization. On the contrary, we show that D-SGD can always recover generalization bounds analogous to those of classical SGD, suggesting that the choice of graph does not matter. We then argue that this result is coming from a worst-case analysis, and we provide a refined data-dependent generalization bound for general convex functions. This new bound reveals that the choice of graph can in fact improve the worst-case bound in certain regimes, and that a poorly-connected graph can even be beneficial to generalization.