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FedSplit: An algorithmic framework for fast federated optimization (2005.05238v1)

Published 11 May 2020 in cs.LG, math.OC, and stat.ML

Abstract: Motivated by federated learning, we consider the hub-and-spoke model of distributed optimization in which a central authority coordinates the computation of a solution among many agents while limiting communication. We first study some past procedures for federated optimization, and show that their fixed points need not correspond to stationary points of the original optimization problem, even in simple convex settings with deterministic updates. In order to remedy these issues, we introduce FedSplit, a class of algorithms based on operator splitting procedures for solving distributed convex minimization with additive structure. We prove that these procedures have the correct fixed points, corresponding to optima of the original optimization problem, and we characterize their convergence rates under different settings. Our theory shows that these methods are provably robust to inexact computation of intermediate local quantities. We complement our theory with some simple experiments that demonstrate the benefits of our methods in practice.

Citations (172)

Summary

An Analysis of FedSplit: An Algorithmic Framework for Federated Optimization

The paper under consideration analyzes a critical challenge in federated learning—how to effectively and efficiently perform distributed optimization under heterogeneous, large-scale, and communication-constrained settings. The paper proposes FedSplit, an algorithmic framework grounded in operator splitting theory, designed to ensure the accurate convergence to fixed points that represent the actual optima of the original federated optimization problem. The research critically examines the shortcomings of prior deterministic versions of federated algorithms, notably FedSGD and FedProx, in maintaining correct fixed-point relations.

A key contribution of the paper lies in identifying that typical federated optimization methods like FedSGD and FedProx can fail to converge to optimal solutions because their limiting solutions do not preserve the stationary points of the original problem. By leveraging concepts from operator splitting, FedSplit retains the solution correctness, ensuring that the central authority's computed solution via iterative optimization indeed corresponds to the global optima of the federated optimization framework being modeled.

The paper rigorously formulates FedSplit by exploiting the hub-and-spoke model, where a central server interacts with multiple decentralized agents (the spoke nodes) in a communication-limited regime. It provides comprehensive theoretical guarantees for the convergence of FedSplit, demonstrating that this approach is robust against inexact computations of local updates. Their theoretical analysis reveals a linear convergence rate for strongly convex and smooth losses, with robustness to errors, a feature pivotal for real-world deployments where exact computation may not be feasible due to resource constraints.

For practical implementation, the paper discusses utilizing proximal gradient techniques at client nodes, approximating the proximal operator evaluation through iterative gradient-based solvers. This framework flexibly accommodates real-world computational heterogeneities typical in federated systems, where clients might have variable capabilities. By carefully bounding the error in these approximate updates, the paper assures that convergence properties are preserved.

The implications of this work are multifold. Theoretically, the paper bridges a vital gap by introducing a federated learning method that unwaveringly preserves the solution correctness without unrealistic assumptions on data or computational fidelity. Practically, it delineates an approach that offers scalability and robustness to computational inexactness, making it directly applicable to industries involved in mobile and decentralized AI solutions, such as federated smartphone application models.

Speculating on future developments, this framework may be extended to accommodate more complex non-convex and non-differentiable loss landscapes prevalent in modern deep learning models. Moreover, the integration of asynchronous updates and privacy-preserving mechanisms within the FedSplit framework offers a rich domain for further exploration, to ensure its adaptability to varying client synchronization states and stringent privacy needs.

In summary, the paper makes a significant contribution to the field of distributed optimization algorithms, particularly under federated settings, by ensuring that convergence criteria are met under more realistic conditions. FedSplit stands as a robust solution for decentralized model training challenges, providing researchers and practitioners with a reliable toolset for scalable AI developments.