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STEM: AStochastic Two-Sided Momentum Algorithm Achieving Near-Optimal Sample and Communication Complexities for Federated Learning

Neural Information Processing Systems

Federated Learning (FL) refers to the paradigm where multiple worker nodes (WNs) build a joint model by using local data. Despite extensive research, for a generic non-convex FL problem, it is not clear, how to choose the WNs' and the server's update directions, the minibatch sizes, and the number of local updates, so that the WNs use the minimum number of samples and communication rounds to achieve the desired solution. This work addresses the above question and considers a class of stochastic algorithms where the WNs perform a few local updates before communication. We show that when both the WN's and the server's directions are chosen based on certain stochastic momentum estimator, the algorithm requires O( 3/2) samples and O( 1) communication rounds to compute an -stationary solution. To the best of our knowledge, this is the first FL algorithm that achieves such near-optimal sample and communication complexities simultaneously. Further, we show that there is a trade-off curve between the number of local updates and the minibatch sizes, on which the above sample and communication complexities can be maintained. Finally, we show that for the classical FedAvg (a.k.a. Local SGD, which is a momentum-less special case of the STEM), a similar trade-off curve exists, albeit with worse sample and communication complexities. Our insights on this trade-off provides guidelines for choosing the four important design elements for FL algorithms, the number of local updates, WNs' and server's update directions, and minibatch sizes to achieve the best performance.


STEM: AStochastic Two-Sided Momentum Algorithm Achieving Near-Optimal Sample and Communication Complexities for Federated Learning

Neural Information Processing Systems

Federated Learning (FL) refers to the paradigm where multiple worker nodes (WNs) build a joint model by using local data. Despite extensive research, for a generic non-convex FL problem, it is not clear, how to choose the WNs' and the server's update directions, the minibatch sizes, and the number of local updates, so that the WNs use the minimum number of samples and communication rounds to achieve the desired solution. This work addresses the above question and considers a class of stochastic algorithms where the WNs perform a few local updates before communication. We show that when both the WN's and the server's directions are chosen based on certain stochastic momentum estimator, the algorithm requires O( 3/2) samples and O( 1) communication rounds to compute an -stationary solution. To the best of our knowledge, this is the first FL algorithm that achieves such near-optimal sample and communication complexities simultaneously. Further, we show that there is a trade-off curve between the number of local updates and the minibatch sizes, on which the above sample and communication complexities can be maintained. Finally, we show that for the classical FedAvg (a.k.a. Local SGD, which is a momentum-less special case of the STEM), a similar trade-off curve exists, albeit with worse sample and communication complexities. Our insights on this trade-off provides guidelines for choosing the four important design elements for FL algorithms, the number of local updates, WNs' and server's update directions, and minibatch sizes to achieve the best performance.


Outlier-Robust Sparse Estimation via Non-Convex Optimization

Neural Information Processing Systems

We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA. We develop novel and simple optimization formulations for these problems such that any approximate stationary point of the associated optimization problem yields a near-optimal solution for the underlying robust estimation task. As a corollary, we obtain that any first-order method that efficiently converges to stationarity yields an efficient algorithm for these tasks.1 The obtained algorithms are simple, practical, and succeed under broader distributional assumptions compared to prior work.



2f3c6a4cd8af177f6456e7e51a916ff3-Supplemental.pdf

Neural Information Processing Systems

"Name" is the name of the operation in our search space. "TFFunction" is the TensorFlow function that the name is mapped to when a DNA instruction is being converted to a line of TensorFlow code. "Argument Mapping" describes how the values in a DNA's argument set are mapped to the corresponding TensorFlow function arguments. This vocabulary is largely constructed from the lowest level TF operations needed to create Transformers (see Appendix A.5). We also add commonly used math primitives such as SIN and ABS. Here we provide additional implementation details. Relative Dimensions: We use relative dimensions [13] instead of absolute dimensions for each instruction's "dimension size" argument. This allows us to resize the models to fit within our parameter limits (32M to 38M parameters). The vocabulary for these relative dimensions is [1, 2, 4, 8, 12, 16, 24, 32, 48, 64].


AKernelised Stein Statistic for Assessing Implicit Generative Models

Neural Information Processing Systems

Synthetic data generation has become a key ingredient for training machine learning procedures, addressing tasks such as data augmentation, analysing privacy-sensitive data, or visualising representative samples. Assessing the quality of such synthetic data generators hence has to be addressed. As (deep) generative models for synthetic data often do not admit explicit probability distributions, classical statistical procedures for assessing model goodness-of-fit may not be applicable. In this paper, we propose a principled procedure to assess the quality of a synthetic data generator. The procedure is a kernelised Stein discrepancy (KSD)-type test which is based on a non-parametric Stein operator for the synthetic data generator of interest. This operator is estimated from samples which are obtained from the synthetic data generator and hence can be applied even when the model is only implicit. In contrast to classical testing, the sample size from the synthetic data generator can be as large as desired, while the size of the observed data which the generator aims to emulate is fixed. Experimental results on synthetic distributions and trained generative models on synthetic and real datasets illustrate that the method shows improved power performance compared to existing approaches.


Appendix: Improving Contrastive Learning on Imbalanced Seed Data via Open-World Sampling

Neural Information Processing Systems

This appendix contains the following details that we could not include in the main paper due to space restrictions. B) Details of the employed hyperparameters. Our codes are based on Pytorch [1], and all models are trained with NVIDIAA100 Tensor Core GPU. B.1 Pre-training We identically follow [2] for pre-training settings except the epochs number: we pre-train for 1000 epochs for all our experiments following [3] (Including the feature extractor). B.2 Fine-tuning For all fine-tuning, the optimizer is set as SGD with momentum of 0.9 and initial learning rate of 30 following [4].