We study decentralized stochastic optimization over a network of $N$ agents under compressed communication. We propose CED-EF, an exact diffusion-based method with error feedback that directly accommodates biased $δ$-contractive compressors while communicating one compressed model-sized vector per node per iteration. For smooth nonconvex objectives with unbiased stochastic gradients whose variance is bounded by $σ^2$, where $σ\geq0$, we establish a convergence rate whose leading stochastic term is $\mathcal O(σ/\sqrt{NK})$. For $σ>0$, the dominant dependence of the corresponding transient time on the number of agents, compression level, and spectral gap $Δ_λ$ is $\mathcal O(N^3/(δ^4Δ_λ^4))$, with fixed problem-dependent factors suppressed. Under the Polyak--Łojasiewicz condition, CED-EF attains a leading stochastic term $\widetilde{\mathcal O}(σ^2/(NK))$ with transient time on the order of $\widetilde{\mathcal O}(N/(δ^2Δ_λ^2))$. These dependencies improve the compression and/or network dependence of existing results. Numerical experiments on least-squares and logistic-regression problems illustrate the performance advantages of CED-EF.
翻译:暂无翻译