Revisiting LocalSGD and SCAFFOLD: Improved Rates and Missing Analysis

LocalSGD and SCAFFOLD are widely used methods in distributed stochastic optimization, with numerous applications in machine learning, large-scale data processing, and federated learning. However, rigorously establishing their theoretical advantages over simpler methods, such as minibatch SGD (MbSGD), has proven challenging, as existing analyses often rely on strong assumptions, unrealistic premises, or overly restrictive scenarios. In this work, we revisit the convergence properties of LocalSGD and SCAFFOLD under a variety of existing or weaker conditions, including gradient similarity, Hessian similarity, weak convexity, and Lipschitz continuity of the Hessian. Our analysis shows that (i) LocalSGD achieves faster convergence compared to MbSGD for weakly convex functions without requiring stronger gradient similarity assumptions; (ii) LocalSGD benefits significantly from higher-order similarity and smoothness; and (iii) SCAFFOLD demonstrates faster convergence than MbSGD for a broader class of non-quadratic functions. These theoretical insights provide a clearer understanding of the conditions under which LocalSGD and SCAFFOLD outperform MbSGD.

Linear Equations with Min and Max Operators: Computational Complexity

We consider a class of optimization problems defined by a system of linear equations with min and max operators. This class of optimization problems has been studied under restrictive conditions, such as, (C1) the halting or stability condition; (C2) the non-negative coefficients condition; (C3) the sum up to 1 condition; and (C4) the only min or only max oerator condition. Several seminal results in the literature focus on special cases. For example, turn-based stochastic games correspond to conditions C2 and C3; and Markov decision process to conditions C2, C3, and C4. However, the systematic computational complexity study of all the cases has not been explored, which we address in this work. Some highlights of our results are: with conditions C2 and C4, and with conditions C3 and C4, the problem is NP-complete, whereas with condition C1 only, the problem is in UP intersects coUP. Finally, we establish the computational complexity of the decision problem of checking the respective conditions.