Perfect synchronization in distributed machine learning problems is inefficient and even impossible due to the existence of latency, package losses and stragglers. We propose a Robust Fully-Asynchronous Stochastic Gradient Tracking method (R-FAST), where each device performs local computation and communication at its own pace without any form of synchronization. Different from existing asynchronous distributed algorithms, R-FAST can eliminate the impact of data heterogeneity across devices and allow for packet losses by employing a robust gradient tracking strategy that relies on properly designed auxiliary variables for tracking and buffering the overall gradient vector. More importantly, the proposed method utilizes two spanning-tree graphs for communication so long as both share at least one common root, enabling flexible designs in communication architectures. We show that R-FAST converges in expectation to a neighborhood of the optimum with a geometric rate for smooth and strongly convex objectives; and to a stationary point with a sublinear rate for general non-convex settings. Extensive experiments demonstrate that R-FAST runs 1.5-2 times faster than synchronous benchmark algorithms, such as Ring-AllReduce and D-PSGD, while still achieving comparable accuracy, and outperforms existing asynchronous SOTA algorithms, such as AD-PSGD and OSGP, especially in the presence of stragglers.
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