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Fast Decentralized Gradient Tracking for Federated Minimax Optimization with Local Updates

arXiv 2405.04566 ↗First posted 7 May 2024cs.LG cs.DC stat.MLcited by 0

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Abstract (arXiv)

Federated learning (FL) for minimax optimization has emerged as a powerful paradigm for training models across distributed nodes/clients while preserving data privacy and model robustness on data heterogeneity. In this work, we delve into the decentralized implementation of federated minimax optimization by proposing textttK-GT-Minimax, a novel decentralized minimax optimization algorithm that combines local updates and gradient tracking techniques. Our analysis showcases the algorithm's communication efficiency and convergence rate for nonconvex-strongly-concave (NC-SC) minimax optimization, demonstrating a superior convergence rate compared to existing methods. textttK-GT-Minimax's ability to handle data heterogeneity and ensure robustness underscores its significance in advancing federated learning research and applications.

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References · 17

  1. 2022Generative Adversarial Networkscited by 5,603
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  5. 2019The Non-IID Data Quagmire of Decentralized Machine Learningcited by 303
  6. 2019On Gradient Descent Ascent for Nonconvex-Concave Minimax Problemscited by 266
  7. 2020Stochastic Recursive Gradient Descent Ascent for Stochastic Nonconvex-Strongly-Concave Minimax Problemscited by 75
  8. 2022An Improved Analysis of Gradient Tracking for Decentralized Machine Learningcited by 68
  9. 2022Federated Minimax Optimization: Improved Convergence Analyses and Algorithmscited by 37
  10. 2023Decentralized Gradient Tracking with Local Stepscited by 32
  11. 2022On the Performance of Gradient Tracking with Local Updatescited by 21
  12. 2021Decentralized Distributed Optimization for Saddle Point Problemscited by 10
5 more
  1. 2022A Communication-efficient Algorithm with Linear Convergence for Federated Minimax Learningcited by 9
  2. 2023Federated Minimax Optimization with Client Heterogeneitycited by 8
  3. 2022An Efficient Stochastic Algorithm for Decentralized Nonconvex-Strongly-Concave Minimax Optimizationcited by 6
  4. 2023Decentralized gradient descent maximization method for composite nonconvex strongly-concave minimax problemscited by 6
  5. 2023PRECISION: Decentralized Constrained Min-Max Learning with Low Communication and Sample Complexitiescited by 5

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