Distributionally Robust Federated Averaging
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Abstract (arXiv)
In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax structure of the underlying optimization problem, a key difficulty arises from the fact that the global parameter that controls the mixture of local losses can only be updated infrequently on the global stage. To compensate for this, we propose a Distributionally Robust Federated Averaging (DRFA) algorithm that employs a novel snapshotting scheme to approximate the accumulation of history gradients of the mixing parameter. We analyze the convergence rate of DRFA in both convex-linear and nonconvex-linear settings. We also generalize the proposed idea to objectives with regularization on the mixture parameter and propose a proximal variant, dubbed as DRFA-Prox, with provable convergence rates. We also analyze an alternative optimization method for regularized cases in strongly-convex-strongly-concave and non-convex (under PL condition)-strongly-concave settings. To the best of our knowledge, this paper is the first to solve distributionally robust federated learning with reduced communication, and to analyze the efficiency of local descent methods on distributed minimax problems. We give corroborating experimental evidence for our theoretical results in federated learning settings.
Key facts. Cited by 104 papers in the map (data through 7 Oct 2026). Builds on 33 of its 52 references that are in the map. First posted on arXiv 25 Feb 2021.
Builds on
33 of 52 references.
References · 33
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- 2019On the Convergence of FedAvg on Non-IID Datacited by 1,220
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- 2013Mini-batch Stochastic Approximation Methods for Nonconvex Stochastic Composite Optimizationcited by 142
- 2020Near-Optimal Algorithms for Minimax Optimizationcited by 119
- 2019Local SGD with Periodic Averaging: Tighter Analysis and Adaptive Synchronizationcited by 106
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- 2019Efficient Algorithms for Smooth Minimax Optimizationcited by 75
- 2018Interaction Matters: A Note on Non-asymptotic Local Convergence of Generative Adversarial Networkscited by 68
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Citing papers per year: 2021: 18; 2022: 27; 2023: 23; 2024: 16; 2025: 14; 2026: 6.
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