A Proof of Theorem

A.1 Proof Sketch We first introduce the following lemma: Lemma 1. In general, it is hard to develop a convergence rate for objective values. By Theorem 5, we can also show the superiority of FedSubAvg over FedAvg. We then assume that FedSubAvg always activates all the clients at the beginning of each communication round and then uses the parameters maintained by a few selected clients to generate the next-round parameter. It is clear that this update scheme is equivalent to the original.