Federated Composite Optimization

17 Nov 2020  ·  Honglin Yuan, Manzil Zaheer, Sashank Reddi ·

Federated Learning (FL) is a distributed learning paradigm that scales on-device learning collaboratively and privately. Standard FL algorithms such as FedAvg are primarily geared towards smooth unconstrained settings. In this paper, we study the Federated Composite Optimization (FCO) problem, in which the loss function contains a non-smooth regularizer. Such problems arise naturally in FL applications that involve sparsity, low-rank, monotonicity, or more general constraints. We first show that straightforward extensions of primal algorithms such as FedAvg are not well-suited for FCO since they suffer from the "curse of primal averaging," resulting in poor convergence. As a solution, we propose a new primal-dual algorithm, Federated Dual Averaging (FedDualAvg), which by employing a novel server dual averaging procedure circumvents the curse of primal averaging. Our theoretical analysis and empirical experiments demonstrate that FedDualAvg outperforms the other baselines.

PDF Abstract


  Add Datasets introduced or used in this paper

Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.


No methods listed for this paper. Add relevant methods here