arXiv:2603.05774cs.LGcs.DC2026-03中稿 · the 42nd annual Co…

提出一种新型分布式优化方法,提升联邦学习中客户最坏情况下的性能稳定性。

First-Order Softmax Weighted Switching Gradient Method for Distributed Stochastic Minimax Optimization with Stochastic Constraints

  • 基于软最大值加权切换梯度,单循环仅更新主变量,避免传统双循环敏感问题。
  • 在全参与下达到最优阶 $ ilde{ m O}(ε^{-4})$ 的查询复杂度,满足精度与可行性统一要求。
  • 适用于部分客户端参与场景,理论保证高概率收敛,适合对鲁棒性要求高的联邦任务。

本文研究受随机约束的分布式随机极小极大优化问题。提出一种面向联邦学习的新型一阶软最大值加权切换梯度方法。在全客户端参与下,算法实现标准 $ ilde{ m O}(ε^{-4})$ 的查询复杂度,使最优性差距与可行性容差均满足统一 $ε$ 界。通过引入随机优势假设,将客户端采样噪声纳入理论分析,拓展至实际部分参与情形。进一步放宽目标函数有界性假设,推导出软最大值超参数的严格更紧下界。提供统一误差分解,并建立 $ m O( m ext{log} rac{1}{δ})$ 的高概率收敛保证。结果表明,单循环仅主变量切换机制可稳定优化最坏情况客户表现,有效规避传统原-对偶或惩罚法中的超参敏感与收敛振荡问题。实验验证了该方法在奈曼-皮尔逊分类、公平分类及联邦安全强化学习任务中的有效性。

原文摘要 · Abstract (English)

This paper addresses the distributed stochastic minimax optimization problem subject to stochastic constraints. We propose a novel first-order Softmax-Weighted Switching Gradient method tailored for federated learning. Under full client participation, our algorithm achieves the standard $\tilde{\mathcal{O}}(ε^{-4})$ oracle complexity to satisfy a unified bound $ε$ for both the optimality gap and feasibility tolerance. We extend our theoretical analysis to the practical partial participation regime by quantifying client sampling noise through a stochastic superiority assumption. Furthermore, by relaxing standard boundedness assumptions on the objective functions, we establish a strictly tighter lower bound for the softmax hyperparameter. We provide a unified error decomposition and establish a sharp $\mathcal{O}(\log\frac{1}δ)$ high-probability convergence guarantee. Ultimately, our framework demonstrates that a single-loop primal-only switching mechanism provides a stable alternative for optimizing worst-case client performance, effectively bypassing the hyperparameter sensitivity and convergence oscillations often encountered in traditional primal-dual or penalty-based approaches. We verify the efficacy of our algorithm via experiment on the Neyman-Pearson (NP) classification, fair classification, and federated safe reinforcement learning tasks.

联邦学习优化算法极小极大

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