Multi GPU architecture, gradient averaging - less accurate model?

In the code you linked, using the function average_gradient with 2 GPUs is exactly equivalent (1) to simply using 1 GPU with twice the batch size.

You can see it in the definition:

grad = tf.concat(axis=0, values=grads)
grad = tf.reduce_mean(grad, 0)

Using a larger batch size (given the same number of epochs) can have any kind of effect on your results.

Therefore, if you want to do exactly equivalent (1) calculations in 1-GPU or 2-GPU cases, you may want to halve the batch size in the latter case. (People sometimes avoid doing it, because smaller batch sizes may also make the computation on each GPU slower, in some cases)

Additionally, one needs to be careful with learning rate decay here. If you use it, you want to make sure the learning rate is the same in the nth epoch in both 1-GPU and 2-GPU cases -- I'm not entirely sure this code is doing the right thing here. I tend to print the learning rate in the logs, something like

print sess.run(lr)

should work here.

(1) Ignoring issues related to pseudo-random numbers, finite precision or data set sizes not divisible by the batch size.


There is a decent discussion of this here (not my content). Basically when you distribute SGD, you have to communicate gradients back and forth somehow between workers. This is inherently imperfect, and so your distributed SGD typically diverges from a sequential, single-worker SGD at least to some degree. It is also typically faster, so there is a trade off.

[Zhang et. al., 2015] proposes one method for distributed SGD called elastic-averaged SGD. The paper goes through a stability analysis characterizing the behavior of the gradients under different communication constraints. It gets a little heavy, but it might shed some light on why you see this behavior.

Edit: regarding whether the loss should be lower for the higher accuracy, it is going to depend on a couple of things. First, I am assuming that you are using softmax cross-entropy for your loss (as stated in the deep_cnn tutorial you linked), and assuming accuracy is the total number of correct predictions divided by the total number of samples. In this case, a lower loss on the same dataset should correlate to a higher accuracy. The emphasis is important.

If you are reporting loss during training but then report accuracy on your validation (or testing) dataset, it is possible for these two to be only loosely correlated. This is because the model is fitting (minimizing loss) to a certain subset of your total samples throughout the training process, and then tests against new samples that it has never seen before to verify that it generalizes well. The loss against this testing/validation set could be (and probably is) higher than the loss against the training set, so if the two numbers are being reported from different sets, you may not be able to draw comparisons like "loss for 1 GPU case should be lower since its accuracy is lower".

Second, if you are distributing the training then you are calculating losses across multiple workers (I believe), but only one accuracy at the end, again against a testing or validation set. Maybe the loss being reported is the best loss seen by any one worker, but overall the average losses were higher.

Basically I do not think we have enough information to decisively say why the loss and accuracy do not seem to correlate the way you expect, but there are a number of ways this could be happening, so I wouldn't dismiss it out of hand.


I've also encountered this issue. See Accurate, Large Minibatch SGD: Training ImageNet in 1 Hour from Facebook which addresses the same issue. The suggested solution is simply to scale up the learning rate by k (after some reasonable warm-up epochs) for k GPUs.

In practice I've found out that simply summing up the gradients from the GPUs (rather than averaging them) and using the original learning rate sometimes does the job as well.