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Register a new userCompositional Federated Learning: Applications in Distributionally Robust Averaging and Meta Learning
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Added by
Feihu Huang
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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In the paper, we propose an effective and efficient Compositional Federated Learning (ComFedL) algorithm for solving a new compositional Federated Learning (FL) framework, which frequently appears in many machine learning problems with a hierarchical structure such as distributionally robust federated learning and model-agnostic meta learning (MAML). Moreover, we study the convergence analysis of our ComFedL algorithm under some mild conditions, and prove that it achieves a fast convergence rate of $O(frac{1}{sqrt{T}})$, where $T$ denotes the number of iteration. To the best of our knowledge, our algorithm is the first work to bridge federated learning with composition stochastic optimization. In particular, we first transform the distributionally robust FL (i.e., a minimax optimization problem) into a simple composition optimization problem by using KL divergence regularization. At the same time, we also first transform the distribution-agnostic MAML problem (i.e., a minimax optimization problem) into a simple composition optimization problem. Finally, we apply two popular machine learning tasks, i.e., distributionally robust FL and MAML to demonstrate the effectiveness of our algorithm.
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Federated learning allows distributed devices to collectively train a model without sharing or disclosing the local dataset with a central server. The global model is optimized by training and averaging the model parameters of all local participants. However, the improved privacy of federated learning also introduces challenges including higher computation and communication costs. In particular, federated learning converges slower than centralized training. We propose the server averaging algorithm to accelerate convergence. Sever averaging constructs the shared global model by periodically averaging a set of previous global models. Our experiments indicate that server averaging not only converges faster, to a target accuracy, than federated averaging (FedAvg), but also reduces the computation costs on the client-level through epoch decay.
Federated learning is an effective approach to realize collaborative learning among edge devices without exchanging raw data. In practice, these devices may connect to local hubs instead of connecting to the global server (aggregator) directly. Due to the (possibly limited) computation capability of these local hubs, it is reasonable to assume that they can perform simple averaging operations. A natural question is whether such local averaging is beneficial under different system parameters and how much gain can be obtained compared to the case without such averaging. In this paper, we study hierarchical federated learning with stochastic gradient descent (HF-SGD) and conduct a thorough theoretical analysis to analyze its convergence behavior. In particular, we first consider the two-level HF-SGD (one level of local averaging) and then extend this result to arbitrary number of levels (multiple levels of local averaging). The analysis demonstrates the impact of local averaging precisely as a function of system parameters. Due to the higher communication cost of global averaging, a strategy of decreasing the global averaging frequency and increasing the local averaging frequency is proposed. Experiments validate the proposed theoretical analysis and the advantages of HF-SGD.
Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely many training samples that will perform well on unseen test samples. This learning task is difficult even if all training and test samples are drawn from the same distribution---especially if the dimension of the uncertainty is large relative to the training sample size. Wasserstein distributionally robust optimization seeks data-driven decisions that perform well under the most adverse distribution within a certain Wasserstein distance from a nominal distribution constructed from the training samples. In this tutorial we will argue that this approach has many conceptual and computational benefits. Most prominently, the optimal decisions can often be computed by solving tractable convex optimization problems, and they enjoy rigorous out-of-sample and asymptotic consistency guarantees. We will also show that Wasserstein distributionally robust optimization has interesting ramifications for statistical learning and motivates new approaches for fundamental learning tasks such as classification, regression, maximum likelihood estimation or minimum mean square error estimation, among others.
We study the performance of federated learning algorithms and their variants in an asymptotic framework. Our starting point is the formulation of federated learning as a multi-criterion objective, where the goal is to minimize each clients loss using information from all of the clients. We propose a linear regression model, where, for a given client, we theoretically compare the performance of various algorithms in the high-dimensional asymptotic limit. This asymptotic multi-criterion approach naturally models the high-dimensional, many-device nature of federated learning and suggests that personalization is central to federated learning. Our theory suggests that Fine-tuned Federated Averaging (FTFA), i.e., Federated Averaging followed by local training, and the ridge regularized variant Ridge-tuned Federated Averaging (RTFA) are competitive with more sophisticated meta-learning and proximal-regularized approaches. In addition to being conceptually simpler, FTFA and RTFA are computationally more efficient than its competitors. We corroborate our theoretical claims with extensive experiments on federat
Federated learning (FL) aims to train machine learning models in the decentralized system consisting of an enormous amount of smart edge devices. Federated averaging (FedAvg), the fundamental algorithm in FL settings, proposes on-device training and model aggregation to avoid the potential heavy communication costs and privacy concerns brought by transmitting raw data. However, through theoretical analysis we argue that 1) the multiple steps of local updating will result in gradient biases and 2) there is an inconsistency between the expected target distribution and the optimization objectives following the training paradigm in FedAvg. To tackle these problems, we first propose an unbiased gradient aggregation algorithm with the keep-trace gradient descent and the gradient evaluation strategy. Then we introduce an additional controllable meta updating procedure with a small set of data samples, indicating the expected target distribution, to provide a clear and consistent optimization objective. Both the two improvements are model- and task-agnostic and can be applied individually or together. Experimental results demonstrate that the proposed methods are faster in convergence and achieve higher accuracy with different network architectures in various FL settings.
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