arXiv:2601.16897cs.LGmath.OC2026-01被引 2

FedSGM统一解决联邦学习中的约束、通信压缩与局部更新难题。

FedSGM: A Unified Framework for Constraint Aware, Bidirectionally Compressed, Multi-Step Federated Optimization

  • 基于切换梯度法,无投影、仅用原始变量更新,避免复杂调参。
  • 在部分客户端参与下仍保持1/√T收敛率,且噪声与采样解耦。
  • 适用于需满足约束的联邦优化场景,如金融风控、医疗决策等。

我们提出FedSGM,一个统一的联邦约束优化框架,解决联邦学习中的四大挑战:函数约束、通信瓶颈、多步本地更新和部分客户端参与。基于切换梯度法,FedSGM实现无投影、仅原始变量的更新,无需昂贵的对偶变量调节或内层求解器。为应对通信限制,引入双向误差反馈,纠正压缩带来的偏差,并显式建模压缩噪声与多步本地更新的交互。理论证明平均迭代点达到标准的$oldsymbol{/mathcal{O}}(1/ ext{√}T)$收敛率,且高概率界将优化进展与因部分参与引发的采样噪声分离。此外,提出软切换版本以稳定靠近可行性边界时的更新。据我们所知,这是首个统一处理函数约束、压缩、多步本地更新与部分参与的框架,为约束联邦学习提供了理论基础。实验验证了其在奈曼-皮尔逊分类与约束马尔可夫决策过程(CMDP)任务中的理论有效性。

原文摘要 · Abstract (English)

We introduce FedSGM, a unified framework for federated constrained optimization that addresses four major challenges in federated learning (FL): functional constraints, communication bottlenecks, local updates, and partial client participation. Building on the switching gradient method, FedSGM provides projection-free, primal-only updates, avoiding expensive dual-variable tuning or inner solvers. To handle communication limits, FedSGM incorporates bi-directional error feedback, correcting the bias introduced by compression while explicitly understanding the interaction between compression noise and multi-step local updates. We derive convergence guarantees showing that the averaged iterate achieves the canonical $\boldsymbol{\mathcal{O}}(1/\sqrt{T})$ rate, with additional high-probability bounds that decouple optimization progress from sampling noise due to partial participation. Additionally, we introduce a soft switching version of FedSGM to stabilize updates near the feasibility boundary. To our knowledge, FedSGM is the first framework to unify functional constraints, compression, multiple local updates, and partial client participation, establishing a theoretically grounded foundation for constrained federated learning. Finally, we validate the theoretical guarantees of FedSGM via experimentation on Neyman-Pearson classification and constrained Markov decision process (CMDP) tasks.

联邦学习约束优化通信压缩多步更新

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