Scaffold with Stochastic Gradients: New Analysis with Linear Speed-Up

Fuente: arXiv
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Autori principali: Mangold, Paul, Durmus, Alain, Dieuleveut, Aymeric, Moulines, Eric
Natura: Preprint
Pubblicazione: 2025
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author Mangold, Paul
Durmus, Alain
Dieuleveut, Aymeric
Moulines, Eric
author_facet Mangold, Paul
Durmus, Alain
Dieuleveut, Aymeric
Moulines, Eric
contents This paper proposes a novel analysis for the Scaffold algorithm, a popular method for dealing with data heterogeneity in federated learning. While its convergence in deterministic settings--where local control variates mitigate client drift--is well established, the impact of stochastic gradient updates on its performance is less understood. To address this problem, we first show that its global parameters and control variates define a Markov chain that converges to a stationary distribution in the Wasserstein distance. Leveraging this result, we prove that Scaffold achieves linear speed-up in the number of clients up to higher-order terms in the step size. Nevertheless, our analysis reveals that Scaffold retains a higher-order bias, similar to FedAvg, that does not decrease as the number of clients increases. This highlights opportunities for developing improved stochastic federated learning algorithms
format Preprint
id arxiv_https___arxiv_org_abs_2503_07594
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Scaffold with Stochastic Gradients: New Analysis with Linear Speed-Up
Mangold, Paul
Durmus, Alain
Dieuleveut, Aymeric
Moulines, Eric
Machine Learning
Optimization and Control
This paper proposes a novel analysis for the Scaffold algorithm, a popular method for dealing with data heterogeneity in federated learning. While its convergence in deterministic settings--where local control variates mitigate client drift--is well established, the impact of stochastic gradient updates on its performance is less understood. To address this problem, we first show that its global parameters and control variates define a Markov chain that converges to a stationary distribution in the Wasserstein distance. Leveraging this result, we prove that Scaffold achieves linear speed-up in the number of clients up to higher-order terms in the step size. Nevertheless, our analysis reveals that Scaffold retains a higher-order bias, similar to FedAvg, that does not decrease as the number of clients increases. This highlights opportunities for developing improved stochastic federated learning algorithms
title Scaffold with Stochastic Gradients: New Analysis with Linear Speed-Up
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2503.07594