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On the Stability Analysis of Open Federated Learning Systems

arXiv 2209.12307 ↗First posted 25 Sep 2022cs.LG cs.SY eess.SYcited by 0

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Abstract (arXiv)

We consider the open federated learning (FL) systems, where clients may join and/or leave the system during the FL process. Given the variability of the number of present clients, convergence to a fixed model cannot be guaranteed in open systems. Instead, we resort to a new performance metric that we term the stability of open FL systems, which quantifies the magnitude of the learned model in open systems. Under the assumption that local clients' functions are strongly convex and smooth, we theoretically quantify the radius of stability for two FL algorithms, namely local SGD and local Adam. We observe that this radius relies on several key parameters, including the function condition number as well as the variance of the stochastic gradient. Our theoretical results are further verified by numerical simulations on both synthetic and real-world benchmark data-sets.

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29 of 43 references.

References · 29

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17 more
  1. 2019On the Linear Speedup Analysis of Communication Efficient Momentum SGD for Distributed Non-Convex Optimizationcited by 178
  2. 2019SCAFFOLD: Stochastic Controlled Averaging for Federated Learningcited by 174
  3. 2020Is Local SGD Better than Minibatch SGD?cited by 151
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  6. 2019SlowMo: Improving Communication-Efficient Distributed SGD with Slow Momentumcited by 121
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  11. 2019The Error-Feedback Framework: Better Rates for SGD with Delayed Gradients and Compressed Communicationcited by 12
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  16. 2021Optimization in Open Networks via Dual Averagingcited by 2
  17. 2019Equivalent Stability Notions, Lyapunov Inequality, and Its Application in Discrete-Time Linear Systems with Stochastic Dynamics Determined by an i.i.d. Processcited by 1

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