论文标题

关于FEDPROX的收敛:局部差异不变界限,非平滑度及以后

On Convergence of FedProx: Local Dissimilarity Invariant Bounds, Non-smoothness and Beyond

论文作者

Yuan, Xiao-Tong, Li, Ping

论文摘要

FEDPROX算法是一种简单但功能强大的分布式近端优化方法,广泛用于联合学习(FL)而不是异质数据。尽管在实践中获得了知名度和杰出的成功,但对FEDPROX的理论理解在很大程度上被评估不足:FedProx的吸引力融合行为迄今在某些非标准和不切实际的地方功能的差异假设下的特征是,结果限于优化问题。为了解决这些缺陷,我们通过算法稳定性的镜头开发了FedProx及其Minibatch随机扩展的新型局部差异不变理论。结果,我们有助于得出对FedProx的几个新的和更深入的见解,以实现联合优化的非凸面,包括:1)收敛确保独立于局部差异类型条件; 2)融合保证非平滑FL问题; 3)关于Minibatch的尺寸和采样设备的数量,线性加速。我们的理论首次揭示了局部差异和平稳性对于FedProx获得有利的复杂性界限并不是必备的。据报道,一系列基准FL数据集的初步实验结果证明了小匹配方面提高FEDPROX的样品效率的好处。

The FedProx algorithm is a simple yet powerful distributed proximal point optimization method widely used for federated learning (FL) over heterogeneous data. Despite its popularity and remarkable success witnessed in practice, the theoretical understanding of FedProx is largely underinvestigated: the appealing convergence behavior of FedProx is so far characterized under certain non-standard and unrealistic dissimilarity assumptions of local functions, and the results are limited to smooth optimization problems. In order to remedy these deficiencies, we develop a novel local dissimilarity invariant convergence theory for FedProx and its minibatch stochastic extension through the lens of algorithmic stability. As a result, we contribute to derive several new and deeper insights into FedProx for non-convex federated optimization including: 1) convergence guarantees independent on local dissimilarity type conditions; 2) convergence guarantees for non-smooth FL problems; and 3) linear speedup with respect to size of minibatch and number of sampled devices. Our theory for the first time reveals that local dissimilarity and smoothness are not must-have for FedProx to get favorable complexity bounds. Preliminary experimental results on a series of benchmark FL datasets are reported to demonstrate the benefit of minibatching for improving the sample efficiency of FedProx.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源