Federated Minimax Optimization with Client Heterogeneity
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Abstract (arXiv)
Minimax optimization has seen a surge in interest with the advent of modern applications such as GANs, and it is inherently more challenging than simple minimization. The difficulty is exacerbated by the training data residing at multiple edge devices or textitclients, especially when these clients can have heterogeneous datasets and local computation capabilities. We propose a general federated minimax optimization framework that subsumes such settings and several existing methods like Local SGDA. We show that naive aggregation of heterogeneous local progress results in optimizing a mismatched objective function -- a phenomenon previously observed in standard federated minimization. To fix this problem, we propose normalizing the client updates by the number of local steps undertaken between successive communication rounds. We analyze the convergence of the proposed algorithm for classes of nonconvex-concave and nonconvex-nonconcave functions and characterize the impact of heterogeneous client data, partial client participation, and heterogeneous local computations. Our analysis works under more general assumptions on the intra-client noise and inter-client heterogeneity than so far considered in the literature. For all the function classes considered, we significantly improve the existing computation and communication complexity results. Experimental results support our theoretical claims.
Key facts. Cited by 8 papers in the map (data through 7 Oct 2026). Builds on 67 of its 83 references that are in the map. First posted on arXiv 8 Feb 2023.
Builds on
67 of 83 references.
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38 more
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Citing papers per year: 2023: 5; 2024: 3.
8 papers.
- 2023SimFBO: Towards Simple, Flexible and Communication-efficient Federated Bilevel Learningcited by 14
- 2023Solving a Class of Non-Convex Minimax Optimization in Federated Learningcited by 10
- 2024Robust Decentralized Learning with Local Updates and Gradient Trackingcited by 8
- 2023Federated Distributionally Robust Optimization with Non-Convex Objectives: Algorithm and Analysiscited by 4
- 2023Stochastic Smoothed Gradient Descent Ascent for Federated Minimax Optimizationcited by 4
- 2024Achieving Near-Optimal Convergence for Distributed Minimax Optimization with Adaptive Stepsizescited by 1
- 2023Federated Multi-Sequence Stochastic Approximation with Local Hypergradient Estimationcited by 0
- 2024Fast Decentralized Gradient Tracking for Federated Minimax Optimization with Local Updatescited by 0
- 2024Achieving Near-Optimal Convergence for Distributed Minimax Optimization with Adaptive Stepsizes5 Jun 2024
- 2024Fast Decentralized Gradient Tracking for Federated Minimax Optimization with Local Updates7 May 2024
- 2024Robust Decentralized Learning with Local Updates and Gradient Tracking2 May 2024
- 2023Stochastic Smoothed Gradient Descent Ascent for Federated Minimax Optimization2 Nov 2023
- 2023Solving a Class of Non-Convex Minimax Optimization in Federated Learning5 Oct 2023
- 2023Federated Distributionally Robust Optimization with Non-Convex Objectives: Algorithm and Analysis25 Jul 2023
- 2023Federated Multi-Sequence Stochastic Approximation with Local Hypergradient Estimation2 Jun 2023
- 2023SimFBO: Towards Simple, Flexible and Communication-efficient Federated Bilevel Learning30 May 2023