发现联邦学习中边缘稳定现象导致SCAFFOLD梯度估计失效,解释其实际表现不如FedAvg的原因。
How Edge of Stability Hinders SCAFFOLD in Federated Optimization

- 在多种架构下发现边缘稳定动态,且尖锐度与学习率成反比
- 数据异构性影响尖锐度平衡值,但本地迭代步数无影响
- 在边缘稳定区,SCAFFOLD梯度估计误差显著增大,影响优化性能
在联邦学习中,数据异构性理论上会减缓优化进程,因此出现了如SCAFFOLD等对异构性不敏感的算法。然而,尽管有强理论保证,SCAFFOLD在实践中通常不及更简单的FedAvg。本文通过大量实证分析提出,这一差距源于联邦优化中的边缘稳定(Edge of Stability, EoS)和渐进尖锐化现象。我们发现,无论使用FedAvg还是SCAFFOLD,多种架构和超参数下均出现类似EoS的动力学行为。尖锐度的平衡值与学习率成反比(如在梯度下降中),且受数据异构性影响,但不受本地迭代步数影响。最重要的是,当系统处于边缘稳定状态时,SCAFFOLD对全局梯度的估计能力显著下降,表现为尖锐度与梯度估计误差之间的相关性减弱。这揭示了SCAFFOLD在深度学习中表现不佳的机制:高尖锐度下无法可靠估计全局梯度。
原文摘要 · Abstract (English)
In federated learning, it is well known that heterogeneous data can (in theory) slow down optimization, and much effort has been directed at designing optimization algorithms that are unaffected by data heterogeneity, such as the SCAFFOLD algorithm. Yet, despite strong theoretical guarantees, SCAFFOLD does not usually outperform the much simpler FedAvg in practice. In this work, we propose that this gap is due to the presence of Edge of Stability (EoS) and progressive sharpening in federated optimization, supported by extensive empirical probing. First, we find that EoS-like dynamics occur with both FedAvg and SCAFFOLD under a variety of architectures and hyperparameters. We observe that the equilibrium value of the sharpness is inversely proportional to the learning rate (as in GD), and interestingly, the degree of data heterogeneity (but not the number of local steps) also affects the equilibrium value. Most importantly, we observe that SCAFFOLD's ability to estimate the gradient of the global objective is severely degraded at the EoS, as measured by the correlation between sharpness and SCAFFOLD's error in estimating the global gradient along the optimization trajectory. This suggests a mechanism for SCAFFOLD's lackluster performance in deep learning: with high sharpness at the EoS, SCAFFOLD cannot reliably estimate the global gradient.
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