论文标题

在二阶相似性下更快的联合优化速度

Faster federated optimization under second-order similarity

论文作者

Khaled, Ahmed, Jin, Chi

论文摘要

联合学习(FL)是机器学习的子场,多个客户试图在通信约束下通过网络协作学习模型。我们考虑在二阶功能相似性条件和强凸度下联合优化的有限和联合优化,并提出了两种新算法:SVRP和催化的SVRP。二阶相似性条件最近变得流行,并且在包括分布式统计学习和差异性经验风险最小化的许多应用中得到满足。第一种算法SVRP结合了近似随机点评估,客户采样和降低方差。我们表明,当功能相似性足够高时,SVRP是沟通有效的,并且在许多现有算法上都能达到许多现有算法。我们的第二种算法,催化的SVRP,是SVRP的催化剂加速变体,在二阶相似性和强凸度下,现有的联合优化算法可实现更好的性能,并均匀地改善了现有的算法。在分析这些算法的过程中,我们提供了可能具有独立关注的随机近端方法(SPPM)的新分析。我们对SPPM的分析很简单,允许进行近似近端评估,不需要任何平滑度假设,并且与普通分布式随机梯度下降相比,通信复杂性具有明显的好处。

Federated learning (FL) is a subfield of machine learning where multiple clients try to collaboratively learn a model over a network under communication constraints. We consider finite-sum federated optimization under a second-order function similarity condition and strong convexity, and propose two new algorithms: SVRP and Catalyzed SVRP. This second-order similarity condition has grown popular recently, and is satisfied in many applications including distributed statistical learning and differentially private empirical risk minimization. The first algorithm, SVRP, combines approximate stochastic proximal point evaluations, client sampling, and variance reduction. We show that SVRP is communication efficient and achieves superior performance to many existing algorithms when function similarity is high enough. Our second algorithm, Catalyzed SVRP, is a Catalyst-accelerated variant of SVRP that achieves even better performance and uniformly improves upon existing algorithms for federated optimization under second-order similarity and strong convexity. In the course of analyzing these algorithms, we provide a new analysis of the Stochastic Proximal Point Method (SPPM) that might be of independent interest. Our analysis of SPPM is simple, allows for approximate proximal point evaluations, does not require any smoothness assumptions, and shows a clear benefit in communication complexity over ordinary distributed stochastic gradient descent.

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