DREAM: Delay-Resistant Acceleration with Momentum

Abstract

With exact, delay-free gradients, Nesterov's accelerated gradient (NAG) achieves optimal $\sqrtκ$ dependence for $L$-smooth, $μ$-strongly convex objectives, where $κ=L/μ$; heavy-ball (HB) achieves the same scaling on strongly convex quadratics. In asynchronous and distributed settings, gradients can be inexact, with delays varying across workers and iterations. We isolate staleness using a fixed delay $τ\ge1$, replacing $\nabla f(y_k)$ with $\nabla f(y_{k-τ})$ at iteration $k$. Arjevani, Shamir, and Srebro establish a worst-case lower bound of $Ω(τ\sqrtκ\log(1/\varepsilon))$ iterations to reach objective error at most $\varepsilon$ as $\varepsilon\to0$. We show that for any fixed positive delay, neither NAG nor HB retains $\sqrtκ$-acceleration on strongly convex quadratics when updating every iteration, for any stable constant step size and positive momentum. We introduce delay-resistant accelerated momentum (DREAM), which decouples gradient-query extrapolation from momentum and uses explicit delay-dependent parameters. DREAM attains a linear convergence rate $1-Θ(1/(τ\sqrtκ))$ for all smooth strongly convex objectives as $κ\to\infty$, yielding complexity matching the delayed first-order lower bound up to logarithmic factors. Our proof combines characteristic-polynomial stability analysis on quadratics with an analytic Zames--Falb integral quadratic constraint certificate. We extend DREAM to smooth convex objectives, obtaining near-optimal iteration complexity up to logarithmic factors for sufficiently small target accuracy. Experiments on strongly convex quadratics and regularized logistic regression corroborate DREAM's accelerated condition-number dependence under delay, unlike NAG and HB, and suggest this scaling persists when parameters use a conservative bound on the true delay.