Federated Multi-Objective Learning

Fuente: arXiv
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Autores principales: Yang, Haibo, Liu, Zhuqing, Liu, Jia, Dong, Chaosheng, Momma, Michinari
Formato: Preprint
Publicado: 2023
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author Yang, Haibo
Liu, Zhuqing
Liu, Jia
Dong, Chaosheng
Momma, Michinari
author_facet Yang, Haibo
Liu, Zhuqing
Liu, Jia
Dong, Chaosheng
Momma, Michinari
contents In recent years, multi-objective optimization (MOO) emerges as a foundational problem underpinning many multi-agent multi-task learning applications. However, existing algorithms in MOO literature remain limited to centralized learning settings, which do not satisfy the distributed nature and data privacy needs of such multi-agent multi-task learning applications. This motivates us to propose a new federated multi-objective learning (FMOL) framework with multiple clients distributively and collaboratively solving an MOO problem while keeping their training data private. Notably, our FMOL framework allows a different set of objective functions across different clients to support a wide range of applications, which advances and generalizes the MOO formulation to the federated learning paradigm for the first time. For this FMOL framework, we propose two new federated multi-objective optimization (FMOO) algorithms called federated multi-gradient descent averaging (FMGDA) and federated stochastic multi-gradient descent averaging (FSMGDA). Both algorithms allow local updates to significantly reduce communication costs, while achieving the {\em same} convergence rates as those of their algorithmic counterparts in the single-objective federated learning. Our extensive experiments also corroborate the efficacy of our proposed FMOO algorithms.
format Preprint
id arxiv_https___arxiv_org_abs_2310_09866
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Federated Multi-Objective Learning
Yang, Haibo
Liu, Zhuqing
Liu, Jia
Dong, Chaosheng
Momma, Michinari
Machine Learning
Artificial Intelligence
Distributed, Parallel, and Cluster Computing
In recent years, multi-objective optimization (MOO) emerges as a foundational problem underpinning many multi-agent multi-task learning applications. However, existing algorithms in MOO literature remain limited to centralized learning settings, which do not satisfy the distributed nature and data privacy needs of such multi-agent multi-task learning applications. This motivates us to propose a new federated multi-objective learning (FMOL) framework with multiple clients distributively and collaboratively solving an MOO problem while keeping their training data private. Notably, our FMOL framework allows a different set of objective functions across different clients to support a wide range of applications, which advances and generalizes the MOO formulation to the federated learning paradigm for the first time. For this FMOL framework, we propose two new federated multi-objective optimization (FMOO) algorithms called federated multi-gradient descent averaging (FMGDA) and federated stochastic multi-gradient descent averaging (FSMGDA). Both algorithms allow local updates to significantly reduce communication costs, while achieving the {\em same} convergence rates as those of their algorithmic counterparts in the single-objective federated learning. Our extensive experiments also corroborate the efficacy of our proposed FMOO algorithms.
title Federated Multi-Objective Learning
topic Machine Learning
Artificial Intelligence
Distributed, Parallel, and Cluster Computing
url https://arxiv.org/abs/2310.09866