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arXiv 2302.04249cs.LGcs.DCmath.OCstat.ML
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具有客户端异构性的联邦极大极小优化

Federated Minimax Optimization with Client Heterogeneity

Carnegie Mellon University(卡内基梅隆大学)

Pranay Sharma, Rohan Panda, Gauri Joshi

摘要:

随着GANs等现代应用的出现,极大极小优化的兴趣激增,它本质上比简单的最小化更具挑战性。驻留在多个边缘设备或\textit{clients}上的训练数据加剧了这种困难,特别是当这些客户端可以具有异构数据集和本地计算能力时。我们提出了一个通用的联邦极大极小优化框架,它包含了这样的设置和几个现有的方法,如本地SGDA。我们表明,天真的聚集异构本地进展的结果优化不匹配的目标函数-以前在标准联邦最小化观察到的现象。为了解决这个问题,我们建议通过连续通信回合之间进行的本地步骤的数量来规范化客户端更新。我们分析了所提出的算法的收敛性的非凸-凹和非凸-非凹函数的类和特征的异构客户端数据,部分客户端的参与,和异构本地计算的影响。我们的分析工作在更一般的假设下,客户端内的噪音和客户端间的异质性比迄今为止考虑在文献中。对于所有考虑的函数类,我们显着改善现有的计算和通信复杂性的结果。实验结果支持我们的理论主张。

英文摘要:

Minimax optimization has seen a surge in interest with the advent of modern applications such as GANs, and it is inherently more challenging than simple minimization. The difficulty is exacerbated by the training data residing at multiple edge devices or \textit{clients}, especially when these clients can have heterogeneous datasets and local computation capabilities. We propose a general federated minimax optimization framework that subsumes such settings and several existing methods like Local SGDA. We show that naive aggregation of heterogeneous local progress results in optimizing a mismatched objective function -- a phenomenon previously observed in standard federated minimization. To fix this problem, we propose normalizing the client updates by the number of local steps undertaken between successive communication rounds. We analyze the convergence of the proposed algorithm for classes of nonconvex-concave and nonconvex-nonconcave functions and characterize the impact of heterogeneous client data, partial client participation, and heterogeneous local computations. Our analysis works under more general assumptions on the intra-client noise and inter-client heterogeneity than so far considered in the literature. For all the function classes considered, we significantly improve the existing computation and communication complexity results. Experimental results support our theoretical claims.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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