Title: Distributed Extra-gradient with Optimal Complexity and Communication Guarantees. Abstract: We consider monotone variational inequality (VI) problems in multi-GPU  settings where multiple processors/workers/clients have access to local stochastic dual vectors. This setting  includes a broad range of important problems from distributed convex minimization to min-max and games. Extra-gradient, which is a de facto algorithm  for monotone VI problems, has not been designed to be communication-efficient. To this end, we propose a quantized generalized extra-gradient (Q-GenX), which is an unbiased and adaptive compression method tailored to solve VIs. We provide an adaptive step-size rule, which  adapts to the respective noise profiles at hand and achieve a fast rate of  ${\cal O}(1/T)$ under relative noise, and an order-optimal ${\cal O}(1/\sqrt{T})$ under absolute noise  and show distributed training accelerates convergence. Finally, we validate our theoretical results by providing real-world experiments and training generative adversarial networks on multiple GPUs.
