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Standard federated optimization methods successfully apply to stochastic problems with singlelevel structure. However, many contemporary ML problems – including adversarial robustness, hyperparameter tuning, actor-critic – fall under nested bilevel programming that subsumes minimax and compositional optimization. In this work, we propose FEDNEST: A federated alternating stochastic gradient method to address general nested problems. We establish provable convergence rates for FEDNEST in the presence of heterogeneous data and introduce variations for bilevel, minimax, and compositional optimization. FEDNEST introduces multiple innovations including federated hypergradient computation and variance reduction to address inner-level heterogeneity. We complement our theory with experiments on hyperparameter & hyper-representation learning and minimax optimization that demonstrate the benefits of our method in practice.
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Federated Hyperparameter Tuning: Challenges, Baselines, and Connections to Weight-Sharing
Tuning hyperparameters is a crucial but arduous part of the machine learning pipeline. Hyperparameter optimization is even more challenging in federated learning, where models are learned over a distributed network of heterogeneous devices; here, the need to keep data on device and perform local training makes it difficult to efficiently train and evaluate configurations. In this work, we investigate the problem of federated hyperparameter tuning. We first identify key challenges and show how standard approaches may be adapted to form baselines for the federated setting. Then, by making a novel connection to the neural architecture search technique of weight-sharing, we introduce a new method, FedEx, to accelerate federated hyperparameter tuning that is applicable to widely-used federated optimization methods such as FedAvg and recent variants. Theoretically, we show that a FedEx variant correctly tunes the on-device learning rate in the setting of online convex optimization across devices. Empirically, we show that FedEx can outperform natural baselines for federated hyperparameter tuning by several percentage points on the Shakespeare, FEMNIST, and CIFAR-10 benchmarks, obtaining higher accuracy using the same training budget.
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- PAR ID:
- 10311644
- Date Published:
- Journal Name:
- Advances in neural information processing systems
- ISSN:
- 1049-5258
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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