We study the generalization error of statistical learning models in a Federated Learning (FL) setting. Specifically, there are $K$ devices or clients, each holding an independent own dataset of size $n$. Individual models, learned locally via Stochastic Gradient Descent, are aggregated (averaged) by a central server into a global model and then sent back to the devices. We consider multiple (say $R \in \mathbb N^*$) rounds of model aggregation and study the effect of $R$ on the generalization error of the final aggregated model. We establish an upper bound on the generalization error that accounts explicitly for the effect of $R$ (in addition to the number of participating devices $K$ and dataset size $n$). It is observed that, for fixed $(n, K)$, the bound increases with $R$, suggesting that the generalization of such learning algorithms is negatively affected by more frequent communication with the parameter server. Combined with the fact that the empirical risk, however, generally decreases for larger values of $R$, this indicates that $R$ might be a parameter to optimize to reduce the population risk of FL algorithms. The results of this paper, which extend straightforwardly to the heterogeneous data setting, are also illustrated through numerical examples.
相關內容
We consider the federated submodel learning (FSL) problem in a distributed storage system. In the FSL framework, the full learning model at the server side is divided into multiple submodels such that each selected client needs to download only the required submodel(s) and upload the corresponding update(s) in accordance with its local training data. The server comprises multiple independent databases and the full model is stored across these databases. An eavesdropper passively observes all the storage and listens to all the communicated data, of its controlled databases, to gain knowledge about the remote client data and the submodel information. In addition, a subset of databases may fail, negatively affecting the FSL process, as FSL process may take a non-negligible amount of time for large models. To resolve these two issues together (i.e., security and database repair), we propose a novel coding mechanism coined ramp secure regenerating coding (RSRC), to store the full model in a distributed manner. Using our new RSRC method, the eavesdropper is permitted to learn a controllable amount of submodel information for the sake of reducing the communication and storage costs. Further, during the database repair process, in the construction of the replacement database, the submodels to be updated are stored in the form of their latest version from updating clients, while the remaining submodels are obtained from the previous version in other databases through routing clients. Our new RSRC-based distributed FSL approach is constructed on top of our earlier two-database FSL scheme which uses private set union (PSU). A complete one-round FSL process consists of FSL-PSU phase, FSL-write phase and additional auxiliary phases. Our proposed FSL scheme is also robust against database drop-outs, client drop-outs, client late-arrivals and an active adversary controlling databases.
This paper addresses intra-client and inter-client covariate shifts in federated learning (FL) with a focus on the overall generalization performance. To handle covariate shifts, we formulate a new global model training paradigm and propose Federated Importance-Weighted Empirical Risk Minimization (FTW-ERM) along with improving density ratio matching methods without requiring perfect knowledge of the supremum over true ratios. We also propose the communication-efficient variant FITW-ERM with the same level of privacy guarantees as those of classical ERM in FL. We theoretically show that FTW-ERM achieves smaller generalization error than classical ERM under certain settings. Experimental results demonstrate the superiority of FTW-ERM over existing FL baselines in challenging imbalanced federated settings in terms of data distribution shifts across clients.
Federated Learning (FL) is a machine learning framework where many clients collaboratively train models while keeping the training data decentralized. Despite recent advances in FL, the uncertainty quantification topic (UQ) remains partially addressed. Among UQ methods, conformal prediction (CP) approaches provides distribution-free guarantees under minimal assumptions. We develop a new federated conformal prediction method based on quantile regression and take into account privacy constraints. This method takes advantage of importance weighting to effectively address the label shift between agents and provides theoretical guarantees for both valid coverage of the prediction sets and differential privacy. Extensive experimental studies demonstrate that this method outperforms current competitors.
With the arising concerns of privacy within machine learning, federated learning (FL) was invented in 2017, in which the clients, such as mobile devices, train a model and send the update to the centralized server. Choosing clients randomly for FL can harm learning performance due to different reasons. Many studies have proposed approaches to address the challenges of client selection of FL. However, no systematic literature review (SLR) on this topic existed. This SLR investigates the state of the art of client selection in FL and answers the challenges, solutions, and metrics to evaluate the solutions. We systematically reviewed 47 primary studies. The main challenges found in client selection are heterogeneity, resource allocation, communication costs, and fairness. The client selection schemes aim to improve the original random selection algorithm by focusing on one or several of the aforementioned challenges. The most common metric used is testing accuracy versus communication rounds, as testing accuracy measures the successfulness of the learning and preferably in as few communication rounds as possible, as they are very expensive. Although several possible improvements can be made with the current state of client selection, the most beneficial ones are evaluating the impact of unsuccessful clients and gaining a more theoretical understanding of the impact of fairness in FL.
Federated Learning (FL), a privacy-oriented distributed ML paradigm, is being gaining great interest in Internet of Things because of its capability to protect participants data privacy. Studies have been conducted to address challenges existing in standard FL, including communication efficiency and privacy-preserving. But they cannot achieve the goal of making a tradeoff between communication efficiency and model accuracy while guaranteeing privacy. This paper proposes a Conditional Random Sampling (CRS) method and implements it into the standard FL settings (CRS-FL) to tackle the above-mentioned challenges. CRS explores a stochastic coefficient based on Poisson sampling to achieve a higher probability of obtaining zero-gradient unbiasedly, and then decreases the communication overhead effectively without model accuracy degradation. Moreover, we dig out the relaxation Local Differential Privacy (LDP) guarantee conditions of CRS theoretically. Extensive experiment results indicate that (1) in communication efficiency, CRS-FL performs better than the existing methods in metric accuracy per transmission byte without model accuracy reduction in more than 7% sampling ratio (# sampling size / # model size); (2) in privacy-preserving, CRS-FL achieves no accuracy reduction compared with LDP baselines while holding the efficiency, even exceeding them in model accuracy under more sampling ratio conditions.
In this paper, we study a large-scale multi-agent minimax optimization problem, which models many interesting applications in statistical learning and game theory, including Generative Adversarial Networks (GANs). The overall objective is a sum of agents' private local objective functions. We first analyze an important special case, empirical minimax problem, where the overall objective approximates a true population minimax risk by statistical samples. We provide generalization bounds for learning with this objective through Rademacher complexity analysis. Then, we focus on the federated setting, where agents can perform local computation and communicate with a central server. Most existing federated minimax algorithms either require communication per iteration or lack performance guarantees with the exception of Local Stochastic Gradient Descent Ascent (SGDA), a multiple-local-update descent ascent algorithm which guarantees convergence under a diminishing stepsize. By analyzing Local SGDA under the ideal condition of no gradient noise, we show that generally it cannot guarantee exact convergence with constant stepsizes and thus suffers from slow rates of convergence. To tackle this issue, we propose FedGDA-GT, an improved Federated (Fed) Gradient Descent Ascent (GDA) method based on Gradient Tracking (GT). When local objectives are Lipschitz smooth and strongly-convex-strongly-concave, we prove that FedGDA-GT converges linearly with a constant stepsize to global $\epsilon$-approximation solution with $\mathcal{O}(\log (1/\epsilon))$ rounds of communication, which matches the time complexity of centralized GDA method. Finally, we numerically show that FedGDA-GT outperforms Local SGDA.
Generalization performance is a key metric in evaluating machine learning models when applied to real-world applications. Good generalization indicates the model can predict unseen data correctly when trained under a limited number of data. Federated learning (FL), which has emerged as a popular distributed learning framework, allows multiple devices or clients to train a shared model without violating privacy requirements. While the existing literature has studied extensively the generalization performances of centralized machine learning algorithms, similar analysis in the federated settings is either absent or with very restrictive assumptions on the loss functions. In this paper, we aim to analyze the generalization performances of federated learning by means of algorithmic stability, which measures the change of the output model of an algorithm when perturbing one data point. Three widely-used algorithms are studied, including FedAvg, SCAFFOLD, and FedProx, under convex and non-convex loss functions. Our analysis shows that the generalization performances of models trained by these three algorithms are closely related to the heterogeneity of clients' datasets as well as the convergence behaviors of the algorithms. Particularly, in the i.i.d. setting, our results recover the classical results of stochastic gradient descent (SGD).
In federated learning (FL), clients usually have diverse participation probabilities that are unknown a priori, which can significantly harm the performance of FL if not handled properly. Existing works aiming at addressing this problem are usually based on global variance reduction, which requires a substantial amount of additional memory in a multiplicative factor equal to the total number of clients. An important open problem is to find a lightweight method for FL in the presence of clients with unknown participation rates. In this paper, we address this problem by adapting the aggregation weights in federated averaging (FedAvg) based on the participation history of each client. We first show that, with heterogeneous participation probabilities, FedAvg with non-optimal aggregation weights can diverge from the optimal solution of the original FL objective, indicating the need of finding optimal aggregation weights. However, it is difficult to compute the optimal weights when the participation probabilities are unknown. To address this problem, we present a new algorithm called FedAU, which improves FedAvg by adaptively weighting the client updates based on online estimates of the optimal weights without knowing the probabilities of client participation. We provide a theoretical convergence analysis of FedAU using a novel methodology to connect the estimation error and convergence. Our theoretical results reveal important and interesting insights, while showing that FedAU converges to an optimal solution of the original objective and has desirable properties such as linear speedup. Our experimental results also verify the advantage of FedAU over baseline methods.
We consider the problem of online stochastic optimization in a distributed setting with $M$ clients connected through a central server. We develop a distributed online learning algorithm that achieves order-optimal cumulative regret with low communication cost measured in the total number of bits transmitted over the entire learning horizon. This is in contrast to existing studies which focus on the offline measure of simple regret for learning efficiency. The holistic measure for communication cost also departs from the prevailing approach that \emph{separately} tackles the communication frequency and the number of bits in each communication round.
Analyzing observational data from multiple sources can be useful for increasing statistical power to detect a treatment effect; however, practical constraints such as privacy considerations may restrict individual-level information sharing across data sets. This paper develops federated methods that only utilize summary-level information from heterogeneous data sets. Our federated methods provide doubly-robust point estimates of treatment effects as well as variance estimates. We derive the asymptotic distributions of our federated estimators, which are shown to be asymptotically equivalent to the corresponding estimators from the combined, individual-level data. We show that to achieve these properties, federated methods should be adjusted based on conditions such as whether models are correctly specified and stable across heterogeneous data sets.
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191