提出隐私保护的联邦矩阵补全算法,提升推荐系统效率与准确率。
A Linearized Alternating Direction Multiplier Method for Federated Matrix Completion Problems
- 结合ADMM与随机坐标策略,解决多块非凸优化问题。
- 理论证明收敛速度为O(K^{-1/2}),通信复杂度O(ε^{-2})。
- 在真实数据集上优于现有方法,适合隐私敏感场景。
矩阵补全是预测缺失数据的基础,在个性化医疗、电商、推荐系统与社交网络分析中广泛应用。传统方法通常假设数据集中存储,面临计算效率、可扩展性及用户隐私挑战。本文研究联邦矩阵补全问题,针对用户数据分散于多个客户端且隐私要求严格的情形。联邦学习通过不共享原始数据实现跨分布式数据协作学习,具有前景。我们提出 exttt{FedMC-ADMM},一种结合交替方向乘子法、随机块坐标策略与交替近端梯度步的新型算法框架。该方法有效处理多块非凸、非光滑优化问题,实现高效计算并保障用户隐私。我们分析了算法的理论性质,证明其子序列收敛,并建立收敛率为$/mathcal{O}(K^{-1/2})$,达到ε-驻点的通信复杂度为$/mathcal{O}(ε^{-2})$。这是首个在多块变量条件下为联邦矩阵补全提供理论保证的工作。我们在MovieLens 1M、10M和Netflix等真实数据集上进行了广泛实验,结果表明 exttt{FedMC-ADMM}在收敛速度与测试精度方面均优于现有方法。
原文摘要 · Abstract (English)
Matrix completion is fundamental for predicting missing data with a wide range of applications in personalized healthcare, e-commerce, recommendation systems, and social network analysis. Traditional matrix completion approaches typically assume centralized data storage, which raises challenges in terms of computational efficiency, scalability, and user privacy. In this paper, we address the problem of federated matrix completion, focusing on scenarios where user-specific data is distributed across multiple clients, and privacy constraints are uncompromising. Federated learning provides a promising framework to address these challenges by enabling collaborative learning across distributed datasets without sharing raw data. We propose \texttt{FedMC-ADMM} for solving federated matrix completion problems, a novel algorithmic framework that combines the Alternating Direction Method of Multipliers with a randomized block-coordinate strategy and alternating proximal gradient steps. Unlike existing federated approaches, \texttt{FedMC-ADMM} effectively handles multi-block nonconvex and nonsmooth optimization problems, allowing efficient computation while preserving user privacy. We analyze the theoretical properties of our algorithm, demonstrating subsequential convergence and establishing a convergence rate of $\mathcal{O}(K^{-1/2})$, leading to a communication complexity of $\mathcal{O}(ε^{-2})$ for reaching an $ε$-stationary point. This work is the first to establish these theoretical guarantees for federated matrix completion in the presence of multi-block variables. To validate our approach, we conduct extensive experiments on real-world datasets, including MovieLens 1M, 10M, and Netflix. The results demonstrate that \texttt{FedMC-ADMM} outperforms existing methods in terms of convergence speed and testing accuracy.
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