Séminaire Probabilités et Statistiques
Generalization of D-SGD: A Stability Analysis
24
Oct. 2024
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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.
All (past and future) events