Publication Type
Conference Proceeding Article
Version
publishedVersion
Publication Date
5-2024
Abstract
We consider the problem of finding second-order stationary points in the optimization of heterogeneous federated learning (FL). Previous works in FL mostly focus on first-order convergence guarantees, which do not rule out the scenario of unstable saddle points. Meanwhile, it is a key bottleneck of FL to achieve communication efficiency without compensating the learning accuracy, especially when local data are highly heterogeneous across different clients. Given this, we propose a novel algorithm PowerEF-SGD that only communicates compressed information via a novel error-feedback scheme. To our knowledge, PowerEF-SGD is the first distributed and compressed SGD algorithm that provably escapes saddle points in heterogeneous FL without any data homogeneity assumptions. In particular, PowerEF-SGD improves to second-order stationary points after visiting first-order (possibly saddle) points, using additional gradient queries and communication rounds only of almost the same order required by first-order convergence, and the convergence rate shows a linear-speedup pattern in terms of the number of workers. Our theory improves/recovers previous results, while extending to much more tolerant settings on the local data. Numerical experiments are provided to complement the theory.
Keywords
Federated learning, Machine learning, Communication compression
Discipline
Artificial Intelligence and Robotics
Research Areas
Data Science and Engineering; Intelligent Systems and Optimization
Publication
Proceedings of the 27th International Conference on Artificial Intelligence and Statistics PMLR
Volume
238
First Page
1
Last Page
26
Identifier
https://proceedings.mlr.press/v238/chen24d.html
Publisher
Proceedings of Machine Learning Research
City or Country
Valencia
Citation
CHEN, Sijin; LI, Zhize; and CHI, Yuejie.
Escaping saddle points in heterogeneous federated learning via distributed SGD with communication compression. (2024). Proceedings of the 27th International Conference on Artificial Intelligence and Statistics PMLR. 238, 1-26.
Available at: https://ink.library.smu.edu.sg/sis_research/9493
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.