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Adaptive Federated Optimization (2003.00295v5)

Published 29 Feb 2020 in cs.LG, cs.DC, math.OC, and stat.ML

Abstract: Federated learning is a distributed machine learning paradigm in which a large number of clients coordinate with a central server to learn a model without sharing their own training data. Standard federated optimization methods such as Federated Averaging (FedAvg) are often difficult to tune and exhibit unfavorable convergence behavior. In non-federated settings, adaptive optimization methods have had notable success in combating such issues. In this work, we propose federated versions of adaptive optimizers, including Adagrad, Adam, and Yogi, and analyze their convergence in the presence of heterogeneous data for general non-convex settings. Our results highlight the interplay between client heterogeneity and communication efficiency. We also perform extensive experiments on these methods and show that the use of adaptive optimizers can significantly improve the performance of federated learning.

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Authors (8)
  1. Sashank Reddi (10 papers)
  2. Zachary Charles (33 papers)
  3. Manzil Zaheer (89 papers)
  4. Zachary Garrett (12 papers)
  5. Keith Rush (17 papers)
  6. Jakub Konečný (28 papers)
  7. Sanjiv Kumar (123 papers)
  8. H. Brendan McMahan (49 papers)
Citations (1,245)

Summary

Adaptive Federated Optimization

Federated learning (FL) aims to enable collaborative modeling across a large array of clients, such as mobile devices or distributed data sources, while maintaining data privacy by keeping the data local to each client. The central server aggregates updates to build a global model without accessing the clients' raw data. Traditional federated optimization methods like Federated Averaging (FedAvg) often present tuning challenges, and their convergence can be suboptimal in the presence of client heterogeneity—clients having varying data distributions.

The paper "Adaptive Federated Optimization" by Reddi et al. proposes federated versions of widely-recognized adaptive optimization algorithms such as Adagrad, Adam, and Yogi. Adaptive optimization methods have shown considerable success in non-federated contexts, particularly for addressing issues related to learning rate tuning and convergence inefficiencies. This research extends these benefits to the federated learning landscape.

Key Contributions

  1. Federated Adaptive Optimizers: The authors introduce federated adaptations of Adagrad, Adam, and Yogi, specifically designed to account for non-convex settings and heterogeneous client data.
  2. Convergence Analysis: Comprehensive theoretical analysis is performed to understand the convergence behavior of these federated adaptive optimizers. This includes assessing the influence of client heterogeneity on communication efficiency and overall optimization performance.
  3. Empirical Validation: The paper includes extensive experiments demonstrating that adaptive optimizers like Federated Adam, Federated Adagrad, and Federated Yogi can significantly outperform FedAvg, especially in scenarios with high data heterogeneity among clients.

Theoretical and Practical Implications

Theoretical Implications:

  • Client Heterogeneity: The convergence properties for federated adaptive optimizers highlight the nuanced interplay between varying data distributions across clients and the optimization efficacy. The theoretical bounds provided offer insights into the potential communication savings and efficiency gains that can be achieved in practical scenarios.
  • Optimization Under Non-Convexity: Extending the analysis to non-convex settings, which are common in practical machine learning tasks, underscores the robustness and applicability of these adaptive methods beyond simple convex problems.

Practical Implications:

  • Performance Improvement: The empirical results strongly suggest that federated adaptive optimizers have the potential to outperform traditional FedAvg in real-world federated learning settings. Specifically, these methods can lead to faster convergence and better model accuracy, particularly in environments with non-uniform client data distributions.
  • Easier Tuning: By leveraging adaptive learning rates, these methods reduce the complexity and effort involved in hyperparameter tuning, which is a significant practical advantage for deploying federated learning on a large scale.

Future Developments

The promising findings of this work open several avenues for future research:

  • Scalability: Further research is needed to validate the scalability of federated adaptive optimizers in more extreme scenarios, involving hundreds of thousands to millions of clients.
  • Privacy and Security: Investigations into the impact of these optimization techniques on privacy-preserving mechanisms, such as differential privacy, could provide deeper insight into their applicability in privacy-critical applications.
  • Cross-Device FL: Extending the work in the context of cross-device federated learning will be vital, considering varying device capabilities and network conditions.

By systematically addressing the key challenges in federated optimization, this paper contributes substantial advancements to the field and paves the way for enhanced performance and efficiency in federated learning deployments.