FedDA: Faster Framework of Local Adaptive Gradient Methods via Restarted
Dual Averaging
- URL: http://arxiv.org/abs/2302.06103v1
- Date: Mon, 13 Feb 2023 05:10:30 GMT
- Title: FedDA: Faster Framework of Local Adaptive Gradient Methods via Restarted
Dual Averaging
- Authors: Junyi Li, Feihu Huang, Heng Huang
- Abstract summary: Federated learning (FL) is an emerging learning paradigm to tackle massively distributed data.
We propose textbfFedDA, a novel framework for local adaptive gradient methods.
We show that textbfFedDA-MVR is the first adaptive FL algorithm that achieves this rate.
- Score: 104.41634756395545
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Federated learning (FL) is an emerging learning paradigm to tackle massively
distributed data. In Federated Learning, a set of clients jointly perform a
machine learning task under the coordination of a server. The FedAvg algorithm
is one of the most widely used methods to solve Federated Learning problems. In
FedAvg, the learning rate is a constant rather than changing adaptively. The
adaptive gradient methods show superior performance over the constant learning
rate schedule; however, there is still no general framework to incorporate
adaptive gradient methods into the federated setting. In this paper, we propose
\textbf{FedDA}, a novel framework for local adaptive gradient methods. The
framework adopts a restarted dual averaging technique and is flexible with
various gradient estimation methods and adaptive learning rate formulations. In
particular, we analyze \textbf{FedDA-MVR}, an instantiation of our framework,
and show that it achieves gradient complexity $\tilde{O}(\epsilon^{-1.5})$ and
communication complexity $\tilde{O}(\epsilon^{-1})$ for finding a stationary
point $\epsilon$. This matches the best known rate for first-order FL
algorithms and \textbf{FedDA-MVR} is the first adaptive FL algorithm that
achieves this rate. We also perform extensive numerical experiments to verify
the efficacy of our method.
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