On Byzantine-Resilient High-Dimensional Stochastic Gradient Descent. Data, D. & Diggavi, S. In 2020 IEEE International Symposium on Information Theory (ISIT), pages 2628–2633, 2020. IEEE.
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We study stochastic gradient descent (SGD) in the master-worker architecture under Byzantine attacks. Building upon the recent advances in algorithmic high-dimensional robust statistics, in each SGD iteration, master employs a non-trivial decoding to estimate the true gradient from the unbiased stochastic gradients received from workers, some of which may be corrupt. We provide convergence analyses for both strongly-convex and non-convex smooth objectives under standard SGD assumptions. We can control the approximation error of our solution in both these settings by the mini-batch size of stochastic gradients; and we can make the approximation error as small as we want, provided that workers use a sufficiently large mini-batch size. Our algorithm can tolerate less than 1/3 fraction of Byzantine workers. It can approximately find the optimal parameters in the strongly-convex setting exponentially fast, and reaches to an approximate stationary point in the non-convex setting with linear speed, i.e., with a rate of 1/T, thus, matching the convergence rates of vanilla SGD in the Byzantine-free setting.
@inproceedings{data2020byzantine,
 abstract = {We study stochastic gradient descent (SGD) in the master-worker architecture under Byzantine attacks. Building upon the recent advances in algorithmic high-dimensional robust statistics, in each SGD iteration, master employs a non-trivial decoding to estimate the true gradient from the unbiased stochastic gradients received from workers, some of which may be corrupt. We provide convergence analyses for both strongly-convex and non-convex smooth objectives under standard SGD assumptions. We can control the approximation error of our solution in both these settings by the mini-batch size of stochastic gradients; and we can make the approximation error as small as we want, provided that workers use a sufficiently large mini-batch size. Our algorithm can tolerate less than 1/3 fraction of Byzantine workers. It can approximately find the optimal parameters in the strongly-convex setting exponentially fast, and reaches to an approximate stationary point in the non-convex setting with linear speed, i.e., with a rate of 1/T, thus, matching the convergence rates of vanilla SGD in the Byzantine-free setting.},
 author = {Data, Deepesh and Diggavi, Suhas},
 booktitle = {2020 IEEE International Symposium on Information Theory (ISIT)},
 organization = {IEEE},
 pages = {2628--2633},
 tags = {conf,SDL,DML},
 title = {On Byzantine-Resilient High-Dimensional Stochastic Gradient Descent},
 type = {4},
 doi = {10.1109/ISIT44484.2020.9174363},
 year = {2020}
}

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