Communication-Efficient Federated Bilevel Optimization with Local and Global Lower Level Problems

Fuente: arXiv
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Autores principales: Li, Junyi, Huang, Feihu, Huang, Heng
Formato: Preprint
Publicado: 2023
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author Li, Junyi
Huang, Feihu
Huang, Heng
author_facet Li, Junyi
Huang, Feihu
Huang, Heng
contents Bilevel Optimization has witnessed notable progress recently with new emerging efficient algorithms. However, its application in the Federated Learning setting remains relatively underexplored, and the impact of Federated Learning's inherent challenges on the convergence of bilevel algorithms remain obscure. In this work, we investigate Federated Bilevel Optimization problems and propose a communication-efficient algorithm, named FedBiOAcc. The algorithm leverages an efficient estimation of the hyper-gradient in the distributed setting and utilizes the momentum-based variance-reduction acceleration. Remarkably, FedBiOAcc achieves a communication complexity $O(ε^{-1})$, a sample complexity $O(ε^{-1.5})$ and the linear speed up with respect to the number of clients. We also analyze a special case of the Federated Bilevel Optimization problems, where lower level problems are locally managed by clients. We prove that FedBiOAcc-Local, a modified version of FedBiOAcc, converges at the same rate for this type of problems. Finally, we validate the proposed algorithms through two real-world tasks: Federated Data-cleaning and Federated Hyper-representation Learning. Empirical results show superior performance of our algorithms.
format Preprint
id arxiv_https___arxiv_org_abs_2302_06701
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Communication-Efficient Federated Bilevel Optimization with Local and Global Lower Level Problems
Li, Junyi
Huang, Feihu
Huang, Heng
Machine Learning
Distributed, Parallel, and Cluster Computing
Optimization and Control
Bilevel Optimization has witnessed notable progress recently with new emerging efficient algorithms. However, its application in the Federated Learning setting remains relatively underexplored, and the impact of Federated Learning's inherent challenges on the convergence of bilevel algorithms remain obscure. In this work, we investigate Federated Bilevel Optimization problems and propose a communication-efficient algorithm, named FedBiOAcc. The algorithm leverages an efficient estimation of the hyper-gradient in the distributed setting and utilizes the momentum-based variance-reduction acceleration. Remarkably, FedBiOAcc achieves a communication complexity $O(ε^{-1})$, a sample complexity $O(ε^{-1.5})$ and the linear speed up with respect to the number of clients. We also analyze a special case of the Federated Bilevel Optimization problems, where lower level problems are locally managed by clients. We prove that FedBiOAcc-Local, a modified version of FedBiOAcc, converges at the same rate for this type of problems. Finally, we validate the proposed algorithms through two real-world tasks: Federated Data-cleaning and Federated Hyper-representation Learning. Empirical results show superior performance of our algorithms.
title Communication-Efficient Federated Bilevel Optimization with Local and Global Lower Level Problems
topic Machine Learning
Distributed, Parallel, and Cluster Computing
Optimization and Control
url https://arxiv.org/abs/2302.06701