From Local SGD to Local Fixed-Point Methods for Federated Learning
- URL: http://arxiv.org/abs/2004.01442v2
- Date: Tue, 16 Jun 2020 17:42:08 GMT
- Title: From Local SGD to Local Fixed-Point Methods for Federated Learning
- Authors: Grigory Malinovsky, Dmitry Kovalev, Elnur Gasanov, Laurent Condat,
Peter Richt\'arik
- Abstract summary: We consider the generic problem of finding a fixed point of an average of operators, or an approximation thereof, in a distributed setting.
We investigate two strategies to achieve such a consensus: one based on a fixed number of local steps, and the other based on randomized computations.
- Score: 17.04886864943171
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Most algorithms for solving optimization problems or finding saddle points of
convex-concave functions are fixed-point algorithms. In this work we consider
the generic problem of finding a fixed point of an average of operators, or an
approximation thereof, in a distributed setting. Our work is motivated by the
needs of federated learning. In this context, each local operator models the
computations done locally on a mobile device. We investigate two strategies to
achieve such a consensus: one based on a fixed number of local steps, and the
other based on randomized computations. In both cases, the goal is to limit
communication of the locally-computed variables, which is often the bottleneck
in distributed frameworks. We perform convergence analysis of both methods and
conduct a number of experiments highlighting the benefits of our approach.
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