Decision-Focused Federated Learning Under Heterogeneous Objectives and Constraints
Not on the map. Why?
Abstract (arXiv)
We consider Decision-Focused Federated Learning (DFFL), a predict-then-optimize setting in which multiple clients collaboratively train predictive models for downstream linear optimization problems without exchanging raw data. Besides the data heterogeneity typical of standard federated learning, clients may also have different objective functions and feasible regions. Building on the SPO+ surrogate loss, we derive heterogeneity bounds that separate objective shift, measured through cost-vector distances, from feasible-set shift, measured through support-function and shape-distance terms. We show that, for general compact feasible sets, small objective perturbations can still induce nonvanishing decision-focused loss discrepancies, while strongly convex feasible regions yield sharper stability-based bounds. We then lift these pointwise bounds to a local-versus-federated excess-risk comparison, showing that federation is beneficial when the statistical advantage of pooling exceeds a client-specific heterogeneity penalty. Computational experiments on polyhedral and strongly convex problems confirm that federation is substantially more robust under strongly convex feasible regions. Finally, we evaluate a simple validation-based interpolation between local and federated DFFL models. This interpolation mitigates the theoretical tradeoff and reduces aggregate regret and worst-client harm in both synthetic experiments and a PJM energy-pricing case study.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 36 of its 63 references that are in the map. First posted on arXiv 21 Apr 2026.
Builds on
36 of 63 references.
References · 36
- 2016Communication-Efficient Learning of Deep Networks from Decentralized Datacited by 7,669
- 2018Federated Optimization in Heterogeneous Networkscited by 2,987
- 2021Convex optimizationcited by 2,515
- 2019On the Convergence of FedAvg on Non-IID Datacited by 1,229
- 2020Tackling the Objective Inconsistency Problem in Heterogeneous Federated Optimizationcited by 906
- 2017Federated Multi-Task Learningcited by 672
- 2020Ditto: Fair and Robust Federated Learning Through Personalizationcited by 672
- 2018Local SGD Converges Fast and Communicates Littlecited by 605
- 2017OptNet: Differentiable Optimization as a Layer in Neural Networkscited by 599
- 2019Clustered Federated Learning: Model-Agnostic Distributed Multi-Task Optimization under Privacy Constraintscited by 503
- 2020Adaptive Personalized Federated Learningcited by 358
- 2017Smart "Predict, then Optimize"cited by 339
24 more
- 2020Three Approaches for Personalization with Applications to Federated Learningcited by 325
- 2019Tighter Theory for Local SGD on Identical and Heterogeneous Datacited by 266
- 2023Heterogeneous Federated Learning: State-of-the-art and Research Challengescited by 161
- 2021End-to-End Constrained Optimization Learning: A Surveycited by 157
- 2014From Predictive to Prescriptive Analyticscited by 143
- 2023Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunitiescited by 130
- 2019Smart Predict-and-Optimize for Hard Combinatorial Optimization Problemscited by 89
- 2019Generative Models for Effective ML on Private, Decentralized Datasetscited by 85
- 2019A Differentiable Programming System to Bridge Machine Learning and Scientific Computingcited by 83
- 2023A Survey of Contextual Optimization Methods for Decision Making under Uncertaintycited by 82
- 2019Generalization Bounds in the Predict-then-Optimize Frameworkcited by 54
- 2020Decision Trees for Decision-Making under the Predict-then-Optimize Frameworkcited by 53
- 2022A Survey on Heterogeneous Federated Learningcited by 42
- 2021Federated Learning with Domain Generalizationcited by 41
- 2019Federated Deep Reinforcement Learningcited by 35
- 2021Risk Bounds and Calibration for a Smart Predict-then-Optimize Methodcited by 29
- 2020Federated Multi-view Matrix Factorization for Personalized Recommendationscited by 27
- 2021Integrated Conditional Estimation-Optimizationcited by 25
- 2020Risk Guarantees for End-to-End Prediction and Optimization Processescited by 20
- 2022Data-Driven Sample Average Approximation with Covariate Informationcited by 14
- 2021A Non-parametric View of FedAvg and FedProx: Beyond Stationary Pointscited by 13
- 2023CaVE: A Cone-Aligned Approach for Fast Predict-then-optimize with Binary Linear Programscited by 8
- 2024Personalized Federated Learning with Mixture of Models for Adaptive Prediction and Model Fine-Tuningcited by 8
- 2025From Centralized to Decentralized Federated Learning: Theoretical Insights, Privacy Preservation, and Robustness Challengescited by 4
Built on by
Citing papers per year: 2026: 1.
1 paper.