dorsal/arxiv
View SchemaTight Analysis of Decentralized SGD: A Markov Chain Perspective
| Authors | Lucas Versini, Paul Mangold, Aymeric Dieuleveut |
|---|---|
| Categories | |
| ArXiv ID | 2601.07021vv1 |
| URL | https://arxiv.org/abs/2601.07021 |
| License | http://arxiv.org/licenses/nonexclusive-distrib/1.0/ |
Abstract
We propose a novel analysis of the Decentralized Stochastic Gradient Descent (DSGD) algorithm with constant step size, interpreting the iterates of the algorithm as a Markov chain. We show that DSGD converges to a stationary distribution, with its bias, to first order, decomposable into two components: one due to decentralization (growing with the graph's spectral gap and clients' heterogeneity) and one due to stochasticity. Remarkably, the variance of local parameters is, at the first-order, inversely proportional to the number of clients, regardless of the network topology and even when clients' iterates are not averaged at the end. As a consequence of our analysis, we obtain non-asymptotic convergence bounds for clients' local iterates, confirming that DSGD has linear speed-up in the number of clients, and that the network topology only impacts higher-order terms.
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"abstract": "We propose a novel analysis of the Decentralized Stochastic Gradient Descent (DSGD) algorithm with constant step size, interpreting the iterates of the algorithm as a Markov chain. We show that DSGD converges to a stationary distribution, with its bias, to first order, decomposable into two components: one due to decentralization (growing with the graph\u0027s spectral gap and clients\u0027 heterogeneity) and one due to stochasticity. Remarkably, the variance of local parameters is, at the first-order, inversely proportional to the number of clients, regardless of the network topology and even when clients\u0027 iterates are not averaged at the end. As a consequence of our analysis, we obtain non-asymptotic convergence bounds for clients\u0027 local iterates, confirming that DSGD has linear speed-up in the number of clients, and that the network topology only impacts higher-order terms.",
"arxiv_id": "2601.07021",
"authors": [
"Lucas Versini",
"Paul Mangold",
"Aymeric Dieuleveut"
],
"categories": [
"cs.LG"
],
"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"title": "Tight Analysis of Decentralized SGD: A Markov Chain Perspective",
"url": "https://arxiv.org/abs/2601.07021",
"version": "v1"
},
"schema_id": "dorsal/arxiv",
"source": {
"execution_id": "41db7985-7c51-4be2-a06c-169429cbc246",
"id": "arXiv Dataset",
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"variant": "snapshot-2026-01-17",
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