arXiv:2412.01389stat.MLcs.LG2024-12

分析联邦平均算法的偏差来源,并提出新方法降低误差。

Refined Analysis of Federated Averaging and Federated Richardson-Romberg

  • 利用马尔可夫过程分析联邦平均收敛性,揭示偏差成因。
  • 发现偏差由随机梯度噪声和客户端异构性共同导致。
  • 基于理查森-罗姆伯格外推法,有效降低算法偏差,适合分布式学习研究者。

本文针对使用固定步长的联邦平均算法(FedAvg)提出一种新分析方法,基于底层过程的马尔可夫性质,证明全局迭代点收敛至稳态分布,并分析其相对于问题解的偏差与方差。在同质与异质设置下,首次给出一阶偏差展开式。有趣的是,该偏差可分解为两个独立成分:一个仅依赖于随机梯度噪声,另一个源于客户端异构性。最后,我们引入一种基于理查森-罗姆伯格外推技术的新算法,以缓解此偏差问题。

原文摘要 · Abstract (English)

In this paper, we present a novel analysis of \FedAvg with constant step size, relying on the Markov property of the underlying process. We demonstrate that the global iterates of the algorithm converge to a stationary distribution and analyze its resulting bias and variance relative to the problem's solution. We provide a first-order bias expansion in both homogeneous and heterogeneous settings. Interestingly, this bias decomposes into two distinct components: one that depends solely on stochastic gradient noise and another on client heterogeneity. Finally, we introduce a new algorithm based on the Richardson-Romberg extrapolation technique to mitigate this bias.

联邦学习偏差分析优化算法

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