Federated learning is a distributed paradigm that aims at training models using samples distributed across multiple users in a network while keeping the samples on users' devices with the aim of efficiency and protecting users privacy. In such settings, the training data is often statistically heterogeneous and manifests various distribution shifts across users, which degrades the performance of the learnt model. The primary goal of this paper is to develop a robust federated learning algorithm that achieves satisfactory performance against distribution shifts in users' samples. To achieve this goal, we first consider a structured affine distribution shift in users' data that captures the device-dependent data heterogeneity in federated settings. This perturbation model is applicable to various federated learning problems such as image classification where the images undergo device-dependent imperfections, e.g.

Clarity: The paper is generally well-written. The authors do a very good job of discussing federated learning, robust optimization, and the interplay between the two. They also spend a lot of time in helping the reader understand the exact robust optimization setting being considered, which can be immensely helpful to the layman trying to understand the paper. The authors also do a good job of discussing many separate important theoretical areas, including minimax optimization, generalization, and distributional robustness. However, I wish that there was a bit more of a coherent flow as to why all three of these aspects are considered.

All the reviewers agree that the paper has novel and interesting result. For camera ready, please take reviewers' feedback into account. In particular, a key weakness of the work is it's restriction to the affine setting. Comments on why the setting is interesting and if/how the result can be extended to more general setting would be useful.

Federated learning is a distributed paradigm that aims at training models using samples distributed across multiple users in a network while keeping the samples on users' devices with the aim of efficiency and protecting users privacy. In such settings, the training data is often statistically heterogeneous and manifests various distribution shifts across users, which degrades the performance of the learnt model. The primary goal of this paper is to develop a robust federated learning algorithm that achieves satisfactory performance against distribution shifts in users' samples. To achieve this goal, we first consider a structured affine distribution shift in users' data that captures the device-dependent data heterogeneity in federated settings. This perturbation model is applicable to various federated learning problems such as image classification where the images undergo device-dependent imperfections, e.g.

Federated learning is a distributed paradigm that aims at training models using samples distributed across multiple users in a network while keeping the samples on users' devices with the aim of efficiency and protecting users privacy. In such settings, the training data is often statistically heterogeneous and manifests various distribution shifts across users, which degrades the performance of the learnt model. The primary goal of this paper is to develop a robust federated learning algorithm that achieves satisfactory performance against distribution shifts in users' samples. To achieve this goal, we first consider a structured affine distribution shift in users' data that captures the device-dependent data heterogeneity in federated settings. This perturbation model is applicable to various federated learning problems such as image classification where the images undergo device-dependent imperfections, e.g. different intensity, contrast, and brightness. To address affine distribution shifts across users, we propose a Federated Learning framework Robust to Affine distribution shifts (FLRA) that is provably robust against affine Wasserstein shifts to the distribution of observed samples. To solve the FLRA's distributed minimax problem, we propose a fast and efficient optimization method and provide convergence guarantees via a gradient Descent Ascent (GDA) method. We further prove generalization error bounds for the learnt classifier to show proper generalization from empirical distribution of samples to the true underlying distribution. We perform several numerical experiments to empirically support FLRA. We show that an affine distribution shift indeed suffices to significantly decrease the performance of the learnt classifier in a new test user, and our proposed algorithm achieves a significant gain in comparison to standard federated learning and adversarial training methods.