Towards Computation- and Communication-Efficient Distributed Learning
1
Pranay Sharma
ECE, CMU
Big Data
2
Introduction
Data is Naturally Distributed!
3
Introduction
Liu, et al. "Privacy-preserving traffic flow prediction: A federated learning approach." IEEE IoT Journal 2020.
Li, et al. "Federated learning: Challenges, methods, and future directions." IEEE SPMag, 2020.
Hard, et al. "Federated learning for mobile keyboard prediction." arXiv:1811.03604.
Image curtsey: https://envuetelematics.com/
4
Introduction
Image Classification
Next-word Prediction
Autonomous Driving
5
Introduction
Model
Image Classification
Privacy
6
Individual user data should not be leaked
Introduction
Network constraints
Image from www.ookla.com
7
Server
Introduction
Communication is expensive
8
Introduction
Intermittent Availability
Devices are available when
Federated Learning�(FL)
Kairouz, et al. "Advances and open problems in federated learning." Foundations and Trends® in Machine Learning (2021).
9
Distributed learning under
(partial participation)
My work
Introduction
Theoretically study convergence of FL algorithms
Propose better FL algorithms
Optimization Theory, Machine Learning, Statistics
Devices don’t send raw data*
Infrequent communication with server
10
Server
Introduction
Data heterogeneity
System heterogeneity
11
Server
Clients
Introduction
Partial Client Participation
Small fraction of clients available
12
Server
Clients
Introduction
Network constraints
Infrequent
Communication Efficiency
13
Server
Clients
Introduction
Low-power devices
First-order methods
Computation Efficiency
14
Server
Clients
Introduction
Network constraints
Infrequent
Communication Efficiency
15
Server
Clients
Introduction
16
Server
Introduction
Clients
Partial Client Participation
Small fraction of clients available
17
Server
Clients
Introduction
18
| Federated Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
Contributions
19
| Federated Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
Contributions
Autonomous Driving
Robust Learning
Image Classification
20
| Federated Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
Contributions
[KS+21]: NeurIPS
Optimal complexity guarantees under full-participation
[JSJ23]: NeurIPS
Distributed Mean Estimation
[CS+23]: ICML
Study cyclic client participation
[JSNJ22]: UAI
Study partial participation error
Our scheme eliminates this error
21
| Federated Problems Considered | |||
| Min-max | | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
Contributions
[SPJV22]: ICML
Nonconvex min-max in FL
Optimal/SOTA complexity
[SPJ23]: TMLR
FL with heterogeneous devices
Improved communication
22
| Federated Problems Considered | |||
| Reinforcement Learning | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
Contributions
[KSJM22]: ICML (Long)
FL with stochastic approx.
First to prove linear speedup with Markov noise
23
| Federated Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
Contributions
[KSJM22]: ICML (Long)
FL with stochastic approx.
First to prove linear speedup with Markov noise
[SPJV22]: ICML
Nonconvex min-max in FL
Optimal/SOTA complexity
[KS+21]: NeurIPS
Optimal complexity guarantees under full-participation
[SPJ23]: TMLR
FL with heterogeneous devices
Improved communication
[JSJ23]: NeurIPS
Distributed Mean Estimation
Correlation-aware sparsification
[CS+23]: ICML
Study cyclic client participation
[JSNJ22]: UAI
Study partial participation error
Our scheme eliminates this error
24
| Federated Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
[KSJM22]: ICML (Long)
FL with stochastic approx.
First to prove linear speedup with Markov noise
[SPJV22]: ICML
Nonconvex min-max in FL
Optimal/SOTA complexity
[SPJ23]: TMLR
FL with heterogeneous devices
Improved communication
[CS+23]: ICML
Study cyclic client participation
[JSNJ22]: UAI
Study partial participation error
FedVARP eliminates this error
Clustering improves memory cost
Min-max in FL
[KS+21]: NeurIPS
Optimal complexity guarantees under full-participation
[JSJ23]: NeurIPS
Distributed Mean Estimation
Correlation-aware sparsification
25
| Federated Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
[KSJM22]: ICML (Long)
FL with stochastic approx.
First to prove linear speedup with Markov noise
[SPJV22]: ICML
Nonconvex min-max in FL
Optimal/SOTA complexity
[SPJ23]: TMLR
FL with heterogeneous devices
Improved communication
[CS+23]: ICML
Study cyclic client participation
[JSNJ22]: UAI
Study partial participation error
FedVARP eliminates this error
Clustering improves memory cost
Min-max in FL
[KS+21]: NeurIPS
Optimal complexity guarantees under full-participation
[JSJ23]: NeurIPS
Distributed Mean Estimation
Correlation-aware sparsification
26
Min-max in FL
[SPJV22]: ICML
Nonconvex min-max in FL
Optimal/SOTA complexity
Rohan Panda
Pramod K. Varshney
Gauri Joshi
[SPJ23]: TMLR
FL with device heterogeneity
Improved communication
Sharma, Panda, and Joshi.
“Federated Minimax Optimization with Client Heterogeneity.” TMLR, 2023.
Sharma, Panda, Joshi, and Varshney.
“Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
NIH Chest X-ray Dataset of 14 Common Thorax Diseases
Naghsh, et al. "Max–min fairness design for MIMO interference channels: A minorization–maximization approach." IEEE TSP 2019.
27
Minimization: not enough!
Min-max in FL
Robust Learning
Data Imbalance
Power Allocation in MIMO channels
Artificial Data Generation
GANs
Min-max
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GANs
Generator Model
Discriminator Model
Real/Fake
Min-max in FL
Artificial
Real
Naghsh, et al. "Max–min fairness design for MIMO interference channels: A minorization–maximization approach." IEEE TSP, 2019.
29
Min-max
Min-max in FL
Robust Learning
Data Imbalance
Power Allocation in MIMO channels
Artificial Data Generation
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Min-max in FL
Min-max in FL
No. of clients
Local data
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(Stochastic) Gradient Descent Ascent
Min-max in FL
Ascent
Descent
Step-sizes
First proposed in Deng and Mahdavi, "Local stochastic gradient descent ascent: Convergence analysis and communication efficiency." AISTATS, 2021.
32
Local SGDA (FedAvg)
Min-max in FL
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Local SGDA
Min-max in FL
Local stochastic
gradients
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Local SGDA
Min-max in FL
Communication
Client Computation
1 round
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Assumptions - I
Min-max in FL
smooth
Client drift
Nouiehed, et al. "Solving a class of non-convex min-max games using iterative first order methods." NeurIPS 2019.
Guo, et al. “Communication-Efficient Distributed Stochastic AUC Maximization with Deep Neural Networks.” ICML, 2020.
36
Assumptions – II.A
Min-max in FL
smooth
Imbalanced Classification
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Stationarity
smooth
Min-max in FL
Lin, et al. “On Gradient Descent Ascent for Nonconvex-Concave Minimax Problems. " ICML, 2020.
Deng and Mahdavi, "Local stochastic gradient descent ascent: Convergence analysis and communication efficiency." AISTATS, 2021.
38
Existing Results
smooth
Work | Computation | Communication |
| | |
Min-max in FL
Lin, et al. “On Gradient Descent Ascent for Nonconvex-Concave Minimax Problems. " ICML, 2020.
Deng and Mahdavi, "Local stochastic gradient descent ascent: Convergence analysis and communication efficiency." AISTATS, 2021.
39
Existing Results
smooth
Work | Computation | Communication |
| | |
| | - |
Min-max in FL
[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
[SPJ23]: Sharma, et al. “Federated Minimax Optimization with Client Heterogeneity.” TMLR, 2023.
40
Our Results
smooth
Work | Computation | Communication |
| | |
| | - |
| | |
Min-max in FL
[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
[SPJ23]: Sharma, et al. “Federated Minimax Optimization with Client Heterogeneity.” TMLR, 2023.
41
Our Results
Work | Computation | Communication |
| | |
| | - |
| | |
| | |
smooth
Min-max in FL
[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
42
Proof Intuition
smooth
Client drift error
Similar to minimization
Min-max in FL
Lin, et al. “On Gradient Descent Ascent for Nonconvex-Concave Minimax Problems. " ICML, 2020.
[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
43
Proof Intuition
smooth
Min-max in FL
Stronger contraction
Worse error
Weaker contraction
Better error
[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
[SPJ23]: Sharma, et al. “Federated Minimax Optimization with Client Heterogeneity.” TMLR, 2023.
44
Our Results
Work | Computation | Communication |
| | |
| | - |
| | |
| | |
smooth
Min-max in FL
45
Generalizing Local SGDA - I
Min-max in FL
Partial client participation
[SPJ23]: Sharma, et al. “Federated Minimax Optimization with Client Heterogeneity.” TMLR, 2023.
46
Min-max in FL
Effect of Partial Participation
Dashed – small data heterogeneity
Solid – large heterogeneity
[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
47
Local SGDA: Full Participation
Min-max in FL
smooth
Dominates
Work | Convergence Rate | |
Full Participation | | Yes |
[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
48
Local SGDA: Partial Participation
Min-max in FL
smooth
Work | Convergence Rate | |
Full Participation | | Yes |
| | No |
[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
49
Local SGDA: Partial Participation
Min-max in FL
smooth
Work | Convergence Rate | |
Full Participation | | Yes |
| | No |
Dominates
[SPJ23]: Sharma, et al. “Federated Minimax Optimization with Client Heterogeneity.” TMLR, 2023.
50
Our Results
smooth
Min-max in FL
Setting | Computation | Communication | |
Full Participation | | | |
| | | |
| | | |
[SPJ23]: Sharma, et al. “Federated Minimax Optimization with Client Heterogeneity.” TMLR, 2023.
FedVARP [JSNJ22]: UAI, 2022.
51
Our Results
smooth
Min-max in FL
Setting | Computation | Communication | |
Full Participation | | | |
| | | |
| | | |
52
Generalizing Local SGDA - II
Min-max in FL
Partial client participation
Unequal no. of local updates
Wang, et al. "Tackling the objective inconsistency problem in heterogeneous federated optimization." NeurIPS 2020.
Li, et al. "Federated optimization in heterogeneous networks." MLSys 2020.
53
Generalizing Local SGDA - III
Min-max in FL
Partial client participation
Unequal no. of local updates
Different local optimizers
Momentum-based, FedProx, etc.
Average
“Cleverly” aggregate
Nouiehed, et al. "Solving a class of non-convex min-max games using iterative first order methods." NeurIPS 2019.
Naghsh, et al. "Max–min fairness design for MIMO interference channels: A minorization–maximization approach." IEEE TSP, 2019.
54
smooth
Assumptions – II.B
Min-max in FL
Power Allocation in MIMO channels
55
Stationarity
smooth
Min-max in FL
[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.
[SPJ23]: Sharma, et al. “Federated Minimax Optimization with Client Heterogeneity.” TMLR, 2023.
56
Our Results
Work | Computation | Communication |
| | - |
| | |
| | |
| | |
smooth
Min-max in FL
Guo, et al. “Communication-Efficient Distributed Stochastic AUC Maximization with Deep Neural Networks.” ICML, 2020.
Reisizadeh, et al. "Robust federated learning: The case of affine distribution shifts." NeurIPS, 2020.
57
Assumptions – II.C
smooth
Min-max in FL
GANs
Data Imbalance
58
| Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
[SPJ23]: TMLR
Improved communication
Partial Client Participation
Device heterogeneity
[KSJM22]: ICML (Long)
Study Federated RL
First to prove linear speedup with Markov noise
[CS+23]: ICML
Study cyclic client participation
[JSNJ22]: UAI
Study partial participation error
FedVARP eliminates this error
Clustering improves memory cost
Min-max in FL
[KS+21]: NeurIPS
Optimal complexity guarantees under full-participation
[JSJ23]: NeurIPS
Distributed Mean Estimation
Correlation-aware sparsification
59
| Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
[KSJM22]: ICML (Long)
FL with stochastic approx.
First to prove linear speedup with Markov noise
[CS+23]: ICML
Study cyclic client participation
[JSNJ22]: UAI
Study partial participation error
FedVARP eliminates this error
Clustering improves memory cost
Reinforcement Learning
[KS+21]: NeurIPS
Optimal complexity guarantees under full-participation
[JSJ23]: NeurIPS
Distributed Mean Estimation
Correlation-aware sparsification
[SPJ23]: TMLR
Improved communication
Partial Client Participation
Device heterogeneity
Khodadadian, Sharma, Joshi, and Maguluri
“Federated Reinforcement Learning: Linear Speedup Under Markovian Sampling”
60
Reinforcement Learning
[KSJM22]: ICML (Long)
Study Federated Reinforcement Learning
Prove linear speedup with Markov noise
Sajad Khodadadian
Siva Theja Maguluri
Gauri Joshi
61
Reinforcement Learning
Image curtsey: https://www.wired.com and
62
Distributed RL
Reinforcement Learning
63
Distributed RL
Reinforcement Learning
64
Reinforcement Learning
Markov data
65
Quick Tutorial in RL
Reinforcement Learning
Policy
Initial state-action pair
Reward
Value function
66
Quick Tutorial in RL
Reinforcement Learning
Policy
Initial state-action pair
Reward
Value function
67
Stochastic Approximation
Reinforcement Learning
Noise
Step-size
Our work: [ICML'22: KSJM]
68
Reinforcement Learning
Our work: [ICML'22: KSJM]
69
Reinforcement Learning
Step-size
Our work: [ICML'22: KSJM]
70
Reinforcement Learning
Modified from Shen, et al. “Towards Understanding Asynchronous advantage actor critic: Convergence and linear speedup." arXiv:2012.15511.
71
Linear Speedup
Reinforcement Learning
Khaled, et al. "Tighter theory for local SGD on identical and heterogeneous data." AISTATS, 2020.
72
Reinforcement Learning
Setting | Computation | Communication |
| | - |
Our work: [KSJM22]
73
Setting | Computation | Communication |
| | - |
| | |
Reinforcement Learning
Linear Speedup
Chen, et al. "Finite-sample analysis of stochastic approximation using smooth convex envelopes." NeurIPS, 2020.
74
Federated Stochastic Approximation
Reinforcement Learning
Our work: [KSJM22]
75
Federated Stochastic Approximation
Setting | Computation | Communication |
| | - |
| | |
| | |
Reinforcement Learning
Linear Speedup
Chen, et al. "Finite-sample analysis of stochastic approximation using smooth convex envelopes." NeurIPS, 2020.
Khaled, et al. "Tighter theory for local SGD on identical and heterogeneous data." AISTATS, 2020.
Heterogeneous environment?
76
Intuition
Reinforcement Learning
Linear Speedup
variance
77
Intuition
Reinforcement Learning
No Linear Speedup
variance
Crude Bound
78
Intuition
Reinforcement Learning
Linear Speedup
variance
Refined Bound
79
| Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
[KSJM22]: ICML (Long)
FL with stochastic approx.
First to prove linear speedup with Markov noise
[CS+23]: ICML
Study cyclic client participation
[JSNJ22]: UAI
Study partial participation error
FedVARP eliminates this error
Clustering improves memory cost
Reinforcement Learning
[KS+21]: NeurIPS
Optimal complexity guarantees under full-participation
[JSJ23]: NeurIPS
Distributed Mean Estimation
Correlation-aware sparsification
[SPJ23]: TMLR
Improved communication
Partial Client Participation
Device heterogeneity
80
| Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
Contributions
[KSJM22]: ICML (Long)
FL with stochastic approx.
First to prove linear speedup with Markov noise
[CS+23]: ICML
Study cyclic client participation
[JSNJ22]: UAI
Study partial participation error
FedVARP eliminates this error
Clustering improves memory cost
[KS+21]: NeurIPS
Optimal complexity guarantees under full-participation
[JSJ23]: NeurIPS
Distributed Mean Estimation
Correlation-aware sparsification
[SPJ23]: TMLR
Improved communication
Partial Client Participation
Device heterogeneity
Ghosh, et al. "Robust Federated Learning in a Heterogeneous Environment." ICML Privacy and Security Workshop, 2019.
81
So far: Distributed Learning
Future Directions
Fixed
Zhang, et al. "Multi-agent reinforcement learning: A selective overview of theories and algorithms." 2021.
Ozdaglar, et al. "Independent learning in stochastic games." arXiv:2111.11743.
Foster, et al. "On the complexity of multi-agent decision making: From learning in games to partial monitoring." COLT, 2023.
82
Future Directions
Future Directions
Padakandla, et al. "Reinforcement learning algorithm for non-stationary environments." Applied Intelligence 2020.
Drusvyatskiy and Xiao. "Stochastic optimization with decision-dependent distributions." Math. OR 2023.
Narang, et al. "Multiplayer performative prediction: Learning in decision-dependent games." JMLR 2023.
83
Future Directions
Future Directions
Donahue and Kleinberg. "Models of fairness in federated learning." arXiv:2112.00818.
Karimireddy, et al. "Mechanisms that incentivize data sharing in federated learning." arXiv:2207.04557.
Huang, et al. "Evaluating and Incentivizing Diverse Data Contributions in Collaborative Learning." arXiv:2306.05592.
Dorner, et al. “Incentivizing Honesty among Competitors in Collaborative Learning and Optimization.” NeurIPS 2023.
84
Future Directions
Future Directions
Ganesh, et al. "Why Is Public Pretraining Necessary for Private Model Training?" ICML’23.
Xu, et al. "Machine unlearning: A survey." ACM Computing Surveys 2023.
[1] Jia, et al. Model Sparsity Can Simplify Machine Unlearning. NeurIPS 2023.
85
Future Directions
Future Directions
86
Future Directions
Future Directions
Courses I can teach
Additional courses
87
Teaching
New Courses
88
Acknowledgements
Future Directions
OPAL Lab (CMU)
CMU
Georgia Tech
Sajad
Siva-Theja
Google Research
Satyen Kale
Zheng Xu
Tong Zhang
Syracuse University: Pramod Varshney, Prashant, Swatantra, Sai
Ohio State: Kevin Liu
UMinnesota: Mingyi Hong
IITK: Ketan Rajawat
Carlee
Soummya
Aleks
Yae-Jee, Divyansh, Shuli, Baris, Neharika
Aushim, Rohan, Jiarui
89
| Federated Problems Considered | |||
| Minimization | Min-max | Reinforcement Learning | |
Communication& Computation Efficiency | | | | |
Data and System Heterogeneity | | | | |
Partial Client Participation | | | | |
System Constraints
Contributions
[KSJM22]: ICML (Long)
FL with stochastic approx.
First to prove linear speedup with Markov noise
[CS+23]: ICML
Study cyclic client participation
[JSNJ22]: UAI
Study partial participation error
FedVARP eliminates this error
Clustering improves memory cost
[KS+21]: NeurIPS
Optimal complexity guarantees under full-participation
[JSJ23]: NeurIPS
Distributed Mean Estimation
Correlation-aware sparsification
[SPJ23]: TMLR
Improved communication
Partial Client Participation
Device heterogeneity
90
Actively Working on
91
Beyond Local SGDA
92
Normalized Updates
Beyond Local SGDA
Our work: [JSNJ22]: UAI
93
ClusterFedVARP
Partial Participation
Server
server
memory
Our work: [JSNJ22]: UAI
94
ClusterFedVARP
Server
Partial Participation
server
memory
Intra-cluster models aggregated
Our work: [JSNJ22]: UAI
95
ClusterFedVARP
Server
Partial Participation
server
memory
Memory updated for each selected cluster
Updated global model
aggregate
96
smooth
Robust Learning
Min-max in FL
Probability simplex
Liu, et al. "Max-min fairness linear transceiver design for a multi-user MIMO interference channel." ICC, 2011.
97
Min-max in Wireless
Future Directions
98
Stationarity
smooth
99
Stationarity
smooth
Davis and Drusvyatskiy. "Stochastic model-based minimization of weakly convex functions." SIAM Opt, 2019.
100
Min-max in FL