1 of 100

Towards Computation- and Communication-Efficient Distributed Learning

1

Pranay Sharma

ECE, CMU

2 of 100

Big Data

2

  • Need lots of data

Introduction

3 of 100

Data is Naturally Distributed!

3

  • Edge-devices collect data

  • This data is used to train ML models

Introduction

4 of 100

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 of 100

5

Introduction

 

Model

Image Classification

6 of 100

Privacy

6

Individual user data should not be leaked

Introduction

7 of 100

Network constraints

Image from www.ookla.com

7

Server

Introduction

Communication is expensive

8 of 100

8

Introduction

Intermittent Availability

Devices are available when

  • Idle, plugged-in and on wifi

9 of 100

Federated Learning�(FL)

Kairouz, et al. "Advances and open problems in federated learning." Foundations and Trends® in Machine Learning (2021).

9

Distributed learning under

  • Privacy concerns
  • Network constraints
  • Intermittent client availability

(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 of 100

10

Server

Introduction

 

 

 

 

Data heterogeneity

System heterogeneity

 

11 of 100

11

Server

Clients

Introduction

 

 

 

 

 

Partial Client Participation

Small fraction of clients available

12 of 100

12

Server

Clients

Introduction

 

Network constraints

Infrequent

Communication Efficiency

13 of 100

13

Server

Clients

Introduction

 

 

 

 

 

 

 

 

 

 

Low-power devices

First-order methods

Computation Efficiency

14 of 100

14

Server

Clients

Introduction

 

Network constraints

Infrequent

Communication Efficiency

15 of 100

15

Server

Clients

 

Introduction

 

 

 

 

 

16 of 100

16

Server

Introduction

Clients

 

 

 

 

 

Partial Client Participation

Small fraction of clients available

17 of 100

17

Server

Clients

Introduction

 

18 of 100

18

Federated Problems Considered

Minimization

Min-max

Reinforcement Learning

Communication& Computation Efficiency

Data and System Heterogeneity

Partial Client Participation

System Constraints

Contributions

19 of 100

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 of 100

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

 

 

  • Full client participation
  • Near-optimal computation/communication
  • Client- AND server-side variance reduction
  • Study partial client participation in FedAvg
  • Most significant source of error
  • Propose FedVARP to eliminate this error
  • Clients are partitioned into groups
  • Groups become available in cyclic manner
  • Partial participation within each group
  • Privacy and convergence benefits

21 of 100

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

  • Full client participation
  • Concave/Nonconcave in max
  • Optimal/SOTA computation complexity
  • Even improved existing centralized results
  • Partial participation
  • System heterogeneity across clients
    • Different no. of local steps
    • Different local optimizers
  • SOTA communication cost

22 of 100

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 of 100

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 of 100

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 of 100

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 of 100

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.

27 of 100

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

28 of 100

28

GANs

 

Generator Model

 

Discriminator Model

 

Real/Fake

Min-max in FL

 

Artificial

Real

29 of 100

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

30 of 100

30

Min-max in FL

 

Min-max in FL

No. of clients

Local data

31 of 100

31

(Stochastic) Gradient Descent Ascent

 

Min-max in FL

 

 

 

Ascent

Descent

 

Step-sizes

32 of 100

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

 

 

 

 

33 of 100

33

Local SGDA

 

Min-max in FL

Local stochastic

gradients

 

 

 

 

34 of 100

34

Local SGDA

 

Min-max in FL

Communication

Client Computation

 

 

 

1 round

35 of 100

35

Assumptions - I

 

Min-max in FL

 

 

smooth

 

Client drift

36 of 100

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

 

 

37 of 100

37

 

Stationarity

smooth

 

 

 

Min-max in FL

38 of 100

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

 

 

39 of 100

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

 

 

 

40 of 100

[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

 

41 of 100

[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

 

 

 

42 of 100

  •  

[SPJV22]: Sharma, et al. “Federated Minimax Optimization: Improved Convergence Analyses and Algorithms.” ICML, 2022.

42

Proof Intuition

 

smooth

Client drift error

 

Similar to minimization

 

  • Local noise variance
  • Client-drift

 

Min-max in FL

 

 

43 of 100

  •  

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

44 of 100

[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 of 100

45

Generalizing Local SGDA - I

 

Min-max in FL

 

Partial client participation

46 of 100

[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

47 of 100

[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

48 of 100

[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

49 of 100

[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

 

50 of 100

[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

51 of 100

[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

  • No benefit of local steps!
  • Can be solved with Server Memory: FedVARP

 

52 of 100

52

Generalizing Local SGDA - II

 

Min-max in FL

 

Partial client participation

Unequal no. of local updates

53 of 100

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

54 of 100

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 of 100

55

 

Stationarity

smooth

 

Min-max in FL

 

56 of 100

[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

 

 

57 of 100

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 of 100

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 of 100

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

 

60 of 100

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 of 100

61

Reinforcement Learning

62 of 100

62

Distributed RL

  • RL is data-hungry!
  • Employ multiple agents in parallel to collect data

Reinforcement Learning

63 of 100

63

Distributed RL

  • Agents cannot always send their raw data
  • Communication is expensive
  • Need to preserve privacy!
  • Federated Learning
    • But RL has Markov noise!

Reinforcement Learning

64 of 100

64

Reinforcement Learning

 

 

Markov data

 

 

 

 

 

65 of 100

65

Quick Tutorial in RL

 

Reinforcement Learning

 

Policy

Initial state-action pair

Reward

Value function

66 of 100

66

Quick Tutorial in RL

 

Reinforcement Learning

Policy

Initial state-action pair

Reward

Value function

 

 

 

 

 

67 of 100

67

Stochastic Approximation

 

Reinforcement Learning

Noise

Step-size

68 of 100

Our work: [ICML'22: KSJM]

68

 

 

Reinforcement Learning

 

69 of 100

Our work: [ICML'22: KSJM]

69

 

Reinforcement Learning

Step-size

 

 

 

 

 

 

70 of 100

Our work: [ICML'22: KSJM]

70

 

Reinforcement Learning

 

 

 

 

 

 

71 of 100

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 of 100

 

72

 

Reinforcement Learning

Setting

Computation

Communication

-

 

73 of 100

Our work: [KSJM22]

73

 

Setting

Computation

Communication

-

Reinforcement Learning

Linear Speedup

 

 

74 of 100

Chen, et al. "Finite-sample analysis of stochastic approximation using smooth convex envelopes." NeurIPS, 2020.

74

Federated Stochastic Approximation

 

Reinforcement Learning

75 of 100

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 of 100

  •  

76

Intuition

Reinforcement Learning

 

 

Linear Speedup

variance

77 of 100

  •  

77

Intuition

Reinforcement Learning

 

No Linear Speedup

variance

Crude Bound

78 of 100

  •  

78

Intuition

Reinforcement Learning

 

Linear Speedup

variance

Refined Bound

 

79 of 100

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 of 100

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

81 of 100

Ghosh, et al. "Robust Federated Learning in a Heterogeneous Environment." ICML Privacy and Security Workshop, 2019.

81

So far: Distributed Learning

Future Directions

  • Clients have aligned interests
  • Learning in fixed environment
  • Client participation is taken for granted*

 

 

 

Fixed

82 of 100

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

  • Clients have aligned interests
  • Learning in fixed environment
  • Client participation is taken for granted
  • Agents can have conflicting goals
  • Cooperative or competitive
  • Equilibrium concepts
  • Game-theory/Economics/MARL

83 of 100

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

  • Clients have aligned interests
  • Learning in fixed environment
  • Client participation is taken for granted
  • Agents with conflicting goals
  • Non-stationary environment
  • Cooperative or competitive
  • Equilibrium concepts
  • Game-theory/Economics/MARL
  • Opponent/environment-induced
  • Decision-dependent data
  • RL/Performative-prediction

84 of 100

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

  • Opponent/environment-induced
  • Decision-dependent data
  • RL/Performative-prediction
  • Cooperative or competitive
  • Equilibrium concepts
  • Game-theory/Economics/MARL

Future Directions

Future Directions

  • Clients have aligned interests
  • Learning in fixed environment
  • Client participation is taken for granted
  • Agents with conflicting goals
  • Non-stationary environment
  • Clients need incentives
  • Incentivizing collaboration
  • Measure & encourage diversity
  • Eliciting honest behavior

85 of 100

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

  • Opponent/environment-induced
  • Decision-dependent data
  • RL/Performative-prediction

Future Directions

Future Directions

  • Agents with conflicting goals
  • Non-stationary environment
  • Clients need incentives
  • Privacy
  • Cooperative or competitive
  • Equilibrium concepts
  • Game-theory/Economics/MARL
  • Incentivizing collaboration
  • Measure & encourage diversity
  • Eliciting honest behavior
  • Efficient secure/private schemes
  • Competitive with non-private
  • Machine Unlearning[1]/LLMs

86 of 100

86

Future Directions

Future Directions

  • Agents with conflicting goals
  • Non-stationary environment
  • Clients need incentives
  • Privacy
  • Cooperative or competitive
  • Equilibrium concepts
  • Game-theory/Economics/MARL
  • Opponent/environment-induced
  • Decision-dependent data
  • RL/Performative-prediction
  • Incentivizing collaboration
  • Measure & encourage diversity
  • Eliciting honest behavior

  • Efficient secure/private schemes
  • Competitive with non-private
  • Machine Unlearning/LLMs

87 of 100

Courses I can teach

  • SI423 - Linear algebra and applications
  • SC607 - Optimization
  • SC629 - Introduction to Probability and Random Processes
  • IE601 - Optimization Techniques
  • IE609 - Mathematical Optimization Techniques
  • SC653 - Optimization for Large Scale Machine Learning
  • EE659 - A First Course in Optimization
  • EE736 - Introduction to Stochastic Optimization
  • CS419 - Introducing to Machine Learning
  • CS605 - Probability and Statistics for Computer Science
  • CS709 - Convex Optimization
  • CS725 - Foundations of Machine Learning
  • EE6106 – Online Learning and Optimization

Additional courses

  • EE636 – Matrix Computations
  • EE635 - Applied Linear Algebra in EE
  • EE768 – Introduction to Machine Learning
  • IE613 - Online Machine Learning

87

Teaching

New Courses

  • Theory of Large-scale Optimization Methods
  • Recent Advances in Distributed Opt. and Learning
  • Short Courses on:
    • Differential Privacy
    • Deep Learning Theory
    • Monotone Operators
    • Multi-agent Reinforcement Learning
    • Stochastic Approximations

88 of 100

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 of 100

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

pranaysh@andrew.cmu.edu

Thank You!

Questions?

 

[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 of 100

90

Actively Working on

  • FL Algorithms and Theory
  • Stochastic Optimization
    • Conv. in high-prob.[1]
    • Min-max and multi-level problems
    • Non-smooth problems
  • Reinforcement Learning
  • Differential Privacy

91 of 100

91

 

 

 

 

 

 

 

Beyond Local SGDA

 

92 of 100

92

 

 

 

 

 

 

Normalized Updates

Beyond Local SGDA

 

93 of 100

Our work: [JSNJ22]: UAI

93

ClusterFedVARP

 

Partial Participation

 

Server

server

memory

94 of 100

Our work: [JSNJ22]: UAI

94

ClusterFedVARP

 

Server

Partial Participation

server

memory

 

Intra-cluster models aggregated

95 of 100

Our work: [JSNJ22]: UAI

95

ClusterFedVARP

 

Server

Partial Participation

server

memory

Memory updated for each selected cluster

 

Updated global model

aggregate

 

96 of 100

96

 

smooth

 

Robust Learning

Min-max in FL

 

 

Probability simplex

 

97 of 100

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 of 100

98

Stationarity

 

smooth

 

99 of 100

99

Stationarity

 

smooth

 

 

100 of 100

Davis and Drusvyatskiy. "Stochastic model-based minimization of weakly convex functions." SIAM Opt, 2019.

100

 

Min-max in FL