Optimization
A Newton-type algorithm for federated learning based on incremental Hessian eigenvector sharing
Fabbro, Nicolò Dal, Dey, Subhrakanti, Rossi, Michele, Schenato, Luca
There is a growing interest in the decentralized optimization framework that goes under the name of Federated Learning (FL). In particular, much attention is being turned to FL scenarios where the network is strongly heterogeneous in terms of communication resources (e.g., bandwidth) and data distribution. In these cases, communication between local machines (agents) and the central server (Master) is a main consideration. In this work, we present an original communication-constrained Newton-type (NT) algorithm designed to accelerate FL in such heterogeneous scenarios. The algorithm is by design robust to non i.i.d. data distributions, handles heterogeneity of agents' communication resources (CRs), only requires sporadic Hessian computations, and achieves super-linear convergence. This is possible thanks to an incremental strategy, based on a singular value decomposition (SVD) of the local Hessian matrices, which exploits (possibly) outdated second-order information. The proposed solution is thoroughly validated on real datasets by assessing (i) the number of communication rounds required for convergence, (ii) the overall amount of data transmitted and (iii) the number of local Hessian computations required. For all these metrics, the proposed approach shows superior performance against state-of-the art techniques like GIANT and FedNL.
Constrained Optimization with Dynamic Bound-scaling for Effective NLPBackdoor Defense
Shen, Guangyu, Liu, Yingqi, Tao, Guanhong, Xu, Qiuling, Zhang, Zhuo, An, Shengwei, Ma, Shiqing, Zhang, Xiangyu
We develop a novel optimization method for NLP backdoor inversion. We leverage a dynamically reducing temperature coefficient in the softmax function to provide changing loss landscapes to the optimizer such that the process gradually focuses on the ground truth trigger, which is denoted as a one-hot value in a convex hull. Our method also features a temperature rollback mechanism to step away from local optimals, exploiting the observation that local optimals can be easily determined in NLP trigger inversion (while not in general optimization). We evaluate the technique on over 1600 models (with roughly half of them having injected backdoors) on 3 prevailing NLP tasks, Figure 1: Difficult loss landscape with a low temperature with 4 different backdoor attacks and 7 architectures. Our results show that the technique is able simply extended to NLP models due to the discrete nature of to effectively and efficiently detect and remove these models.
Parallel Successive Learning for Dynamic Distributed Model Training over Heterogeneous Wireless Networks
Hosseinalipour, Seyyedali, Wang, Su, Michelusi, Nicolo, Aggarwal, Vaneet, Brinton, Christopher G., Love, David J., Chiang, Mung
Federated learning (FedL) has emerged as a popular technique for distributing model training over a set of wireless devices, via iterative local updates (at devices) and global aggregations (at the server). In this paper, we develop parallel successive learning (PSL), which expands the FedL architecture along three dimensions: (i) Network, allowing decentralized cooperation among the devices via device-to-device (D2D) communications. (ii) Heterogeneity, interpreted at three levels: (ii-a) Learning: PSL considers heterogeneous number of stochastic gradient descent iterations with different mini-batch sizes at the devices; (ii-b) Data: PSL presumes a dynamic environment with data arrival and departure, where the distributions of local datasets evolve over time, captured via a new metric for model/concept drift. (ii-c) Device: PSL considers devices with different computation and communication capabilities. (iii) Proximity, where devices have different distances to each other and the access point. PSL considers the realistic scenario where global aggregations are conducted with idle times in-between them for resource efficiency improvements, and incorporates data dispersion and model dispersion with local model condensation into FedL. Our analysis sheds light on the notion of cold vs. warmed up models, and model inertia in distributed machine learning. We then propose network-aware dynamic model tracking to optimize the model learning vs. resource efficiency tradeoff, which we show is an NP-hard signomial programming problem. We finally solve this problem through proposing a general optimization solver. Our numerical results reveal new findings on the interdependencies between the idle times in-between the global aggregations, model/concept drift, and D2D cooperation configuration.
Distributed saddle point problems for strongly concave-convex functions
Qureshi, Muhammad I., Khan, Usman A.
In this paper, we propose GT-GDA, a distributed optimization method to solve saddle point problems of the form: $\min_{\mathbf{x}} \max_{\mathbf{y}} \{F(\mathbf{x},\mathbf{y}) :=G(\mathbf{x}) + \langle \mathbf{y}, \overline{P} \mathbf{x} \rangle - H(\mathbf{y})\}$, where the functions $G(\cdot)$, $H(\cdot)$, and the the coupling matrix $\overline{P}$ are distributed over a strongly connected network of nodes. GT-GDA is a first-order method that uses gradient tracking to eliminate the dissimilarity caused by heterogeneous data distribution among the nodes. In the most general form, GT-GDA includes a consensus over the local coupling matrices to achieve the optimal (unique) saddle point, however, at the expense of increased communication. To avoid this, we propose a more efficient variant GT-GDA-Lite that does not incur the additional communication and analyze its convergence in various scenarios. We show that GT-GDA converges linearly to the unique saddle point solution when $G(\cdot)$ is smooth and convex, $H(\cdot)$ is smooth and strongly convex, and the global coupling matrix $\overline{P}$ has full column rank. We further characterize the regime under which GT-GDA exhibits a network topology-independent convergence behavior. We next show the linear convergence of GT-GDA to an error around the unique saddle point, which goes to zero when the coupling cost ${\langle \mathbf y, \overline{P} \mathbf x \rangle}$ is common to all nodes, or when $G(\cdot)$ and $H(\cdot)$ are quadratic. Numerical experiments illustrate the convergence properties and importance of GT-GDA and GT-GDA-Lite for several applications.
Continuous-time Distributed Heavy-ball Algorithm for Distributed Convex Optimization over Undirected and Directed Graphs - Machine Intelligence Research
This paper proposes second-order distributed algorithms over multi-agent networks to solve the convex optimization problem by utilizing the gradient tracking strategy, with convergence acceleration being achieved. Both the undirected and unbalanced directed graphs are considered, extending existing algorithms that primarily focus on undirected or balanced directed graphs. Our algorithms also have the advantage of abandoning the diminishing step-size strategy so that slow convergence can be avoided. Furthermore, the exact convergence to the optimal solution can be realized even under the constant step size adopted in this paper. Finally, two numerical examples are presented to show the convergence performance of our algorithms.
FedFog: Network-Aware Optimization of Federated Learning over Wireless Fog-Cloud Systems
Nguyen, Van-Dinh, Chatzinotas, Symeon, Ottersten, Bjorn, Duong, Trung Q.
Federated learning (FL) is capable of performing large distributed machine learning tasks across multiple edge users by periodically aggregating trained local parameters. To address key challenges of enabling FL over a wireless fog-cloud system (e.g., non-i.i.d. data, users' heterogeneity), we first propose an efficient FL algorithm based on Federated Averaging (called FedFog) to perform the local aggregation of gradient parameters at fog servers and global training update at the cloud. Next, we employ FedFog in wireless fog-cloud systems by investigating a novel network-aware FL optimization problem that strikes the balance between the global loss and completion time. An iterative algorithm is then developed to obtain a precise measurement of the system performance, which helps design an efficient stopping criteria to output an appropriate number of global rounds. To mitigate the straggler effect, we propose a flexible user aggregation strategy that trains fast users first to obtain a certain level of accuracy before allowing slow users to join the global training updates. Extensive numerical results using several real-world FL tasks are provided to verify the theoretical convergence of FedFog. We also show that the proposed co-design of FL and communication is essential to substantially improve resource utilization while achieving comparable accuracy of the learning model.
D2A-BSP: Distilled Data Association Belief Space Planning with Performance Guarantees Under Budget Constraints
Shienman, Moshe, Indelman, Vadim
Unresolved data association in ambiguous and perceptually aliased environments leads to multi-modal hypotheses on both the robot's and the environment state. To avoid catastrophic results, when operating in such ambiguous environments, it is crucial to reason about data association within Belief Space Planning (BSP). However, explicitly considering all possible data associations, the number of hypotheses grows exponentially with the planning horizon and determining the optimal action sequence quickly becomes intractable. Moreover, with hard budget constraints where some non-negligible hypotheses must be pruned, achieving performance guarantees is crucial. In this work we present a computationally efficient novel approach that utilizes only a distilled subset of hypotheses to solve BSP problems while reasoning about data association. Furthermore, to provide performance guarantees, we derive error bounds with respect to the optimal solution. We then demonstrate our approach in an extremely aliased environment, where we manage to significantly reduce computation time without compromising on the quality of the solution.
Personalization Improves Privacy-Accuracy Tradeoffs in Federated Optimization
Bietti, Alberto, Wei, Chen-Yu, Dudik, Miroslav, Langford, John, Wu, Zhiwei Steven
Large-scale machine learning systems often involve data distributed across a collection of users. Federated optimization algorithms leverage this structure by communicating model updates to a central server, rather than entire datasets. In this paper, we study stochastic optimization algorithms for a personalized federated learning setting involving local and global models subject to user-level (joint) differential privacy. While learning a private global model induces a cost of privacy, local learning is perfectly private. We show that coordinating local learning with private centralized learning yields a generically useful and improved tradeoff between accuracy and privacy. We illustrate our theoretical results with experiments on synthetic and real-world datasets.
Adapting to Mixing Time in Stochastic Optimization with Markovian Data
We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose the first optimization method that does not require the knowledge of the mixing time, yet obtains the optimal asymptotic convergence rate when applied to convex problems. We further show that our approach can be extended to: (i) finding stationary points in non-convex optimization with Markovian data, and (ii) obtaining better dependence on the mixing time in temporal difference (TD) learning; in both cases, our method is completely oblivious to the mixing time. Our method relies on a novel combination of multi-level Monte Carlo (MLMC) gradient estimation together with an adaptive learning method.
Reproducibility in Optimization: Theoretical Framework and Limits
Ahn, Kwangjun, Jain, Prateek, Ji, Ziwei, Kale, Satyen, Netrapalli, Praneeth, Shamir, Gil I.
Machine learned models are increasingly entering wider ranges of domains in our lives, driving a constantly increasing number of important systems. Large scale systems can be trained in highly parallel and distributed training environments, with a large amount of randomness in training the models. While some systems may tolerate such randomness leading to models that differ from one another every time a model retrains, for many applications, reproducible models are required, where slight changes in training do not lead to drastic differences in the model learned. Beyond practical deployments of machine learned models, the reproducibility crisis in the machine learning academic world has also been well-documented: see [Pineau et al., 2021] and the references therein for an excellent discussion of the reasons for irreproducibility (insufficient exploration of hyperparameters and experimental setups, lack of sufficient documentation, inaccessible code, and different computational hardware) and for mitigation recommendations. However, recent papers [Chen et al., 2020, D'Amour et al., 2020, Dusenberry et al., 2020, Snapp and Shamir, 2021, Summers and Dinneen, 2021, Yu et al., 2021] have also demonstrated that even when models Part of this work was done when Kwangjun Ahn and Ziwei Ji were interns at Google Research.