解决客户端随机在线的分布式优化问题,提升联邦学习稳定性。
Distributed Online Optimization with Stochastic Agent Availability
- 设计可应对随机活跃度的分布式FTRL算法
- 理论证明网络后悔上界为约(κ/p²)×√T量级
- 适用于客户端不总在线的现实联邦学习场景
受实际联邦学习中客户端可能随时离线的启发,本文研究一种分布式在线优化变体:每个时间步,各代理以已知概率 $p$ 活跃,仅当相邻双方均活跃时才能通信。我们提出一种分布式FTRL算法,并分析其网络后悔(定义为活跃代理瞬时后悔的平均值)。理论表明,对任意连通图 $G$(含 $N$ 个代理),经过 $T$ 步后,该算法的期望网络后悔不超过 $(κ/p^2) imesig\ig\{\sqrt{N},N^{1/4}/\sqrt{p}\big\} imes\sqrt{T}$,其中 $κ$ 为图 $G$ 拉普拉斯矩阵的条件数。进一步证明该边界在高概率下也成立。同时,我们证明所提平均意义下的后悔与标准最坏情况下的后悔本质上等价,说明当 $p=1$ 时无法显著改进。实验在合成数据集上验证了理论结果。
原文摘要 · Abstract (English)
Motivated by practical federated learning settings where clients may not be always available, we investigate a variant of distributed online optimization where agents are active with a known probability $p$ at each time step, and communication between neighboring agents can only take place if they are both active. We introduce a distributed variant of the FTRL algorithm and analyze its network regret, defined through the average of the instantaneous regret of the active agents. Our analysis shows that, for any connected communication graph $G$ over $N$ agents, the expected network regret of our FTRL variant after $T$ steps is at most of order $(κ/p^2)\min\big\{\sqrt{N},N^{1/4}/\sqrt{p}\big\}\sqrt{T}$, where $κ$ is the condition number of the Laplacian of $G$. We then show that similar regret bounds also hold with high probability. Moreover, we show that our notion of regret (average-case over the agents) is essentially equivalent to the standard notion of regret (worst-case over agents), implying that our bounds are not significantly improvable when $p=1$. Our theoretical results are supported by experiments on synthetic datasets.
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