Federated Multi-Task Learning under a Mixture of Distributions
- URL: http://arxiv.org/abs/2108.10252v1
- Date: Mon, 23 Aug 2021 15:47:53 GMT
- Title: Federated Multi-Task Learning under a Mixture of Distributions
- Authors: Othmane Marfoq, Giovanni Neglia, Aur\'elien Bellet, Laetitia Kameni,
Richard Vidal
- Abstract summary: Federated Learning (FL) is a framework for on-device collaborative training of machine learning models.
First efforts in FL focused on learning a single global model with good average performance across clients, but the global model may be arbitrarily bad for a given client.
We study federated MTL under the flexible assumption that each local data distribution is a mixture of unknown underlying distributions.
- Score: 10.00087964926414
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The increasing size of data generated by smartphones and IoT devices
motivated the development of Federated Learning (FL), a framework for on-device
collaborative training of machine learning models. First efforts in FL focused
on learning a single global model with good average performance across clients,
but the global model may be arbitrarily bad for a given client, due to the
inherent heterogeneity of local data distributions. Federated multi-task
learning (MTL) approaches can learn personalized models by formulating an
opportune penalized optimization problem. The penalization term can capture
complex relations among personalized models, but eschews clear statistical
assumptions about local data distributions.
In this work, we propose to study federated MTL under the flexible assumption
that each local data distribution is a mixture of unknown underlying
distributions. This assumption encompasses most of the existing personalized FL
approaches and leads to federated EM-like algorithms for both client-server and
fully decentralized settings. Moreover, it provides a principled way to serve
personalized models to clients not seen at training time. The algorithms'
convergence is analyzed through a novel federated surrogate optimization
framework, which can be of general interest. Experimental results on FL
benchmarks show that in most cases our approach provides models with higher
accuracy and fairness than state-of-the-art methods.
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