Federated Conditional Stochastic Optimization
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Abstract (arXiv)
Conditional stochastic optimization has found applications in a wide range of machine learning tasks, such as invariant learning, AUPRC maximization, and meta-learning. As the demand for training models with large-scale distributed data grows in these applications, there is an increasing need for communication-efficient distributed optimization algorithms, such as federated learning algorithms. This paper considers the nonconvex conditional stochastic optimization in federated learning and proposes the first federated conditional stochastic optimization algorithm (FCSG) with a conditional stochastic gradient estimator and a momentum-based algorithm (FCSG-M). To match the lower bound complexity in the single-machine setting, we design an accelerated algorithm (Acc-FCSG-M) via the variance reduction to achieve the best sample and communication complexity. Compared with the existing optimization analysis for MAML in FL, federated conditional stochastic optimization considers the sample of tasks. Extensive experimental results on various tasks validate the efficiency of these algorithms.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 33 of its 53 references that are in the map. First posted on arXiv 4 Oct 2023.
Builds on
33 of 53 references.
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21 more
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Citing papers per year: 2023: 2; 2024: 2.
4 papers.
- 2023Every Parameter Matters: Ensuring the Convergence of Federated Learning with Dynamic Heterogeneous Models Reductioncited by 24
- 2023Solving a Class of Non-Convex Minimax Optimization in Federated Learningcited by 10
- 2024Bayesian Optimization through Gaussian Cox Process Models for Spatio-temporal Datacited by 5
- 2024Non-asymptotic Analysis of Biased Adaptive Stochastic Approximationcited by 4
- 2024Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation5 Feb 2024
- 2024Bayesian Optimization through Gaussian Cox Process Models for Spatio-temporal Data25 Jan 2024
- 2023Every Parameter Matters: Ensuring the Convergence of Federated Learning with Dynamic Heterogeneous Models Reduction12 Oct 2023
- 2023Solving a Class of Non-Convex Minimax Optimization in Federated Learning5 Oct 2023