In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax structure of the underlying optimization problem, a key difficulty arises from the fact that the global parameter that controls the mixture of local losses can only be updated infrequently on the global stage. To compensate for this, we propose a Distributionally Robust Federated Averaging (DRFA) algorithm that employs a novel snapshotting scheme to approximate the accumulation of history gradients of the mixing parameter. We analyze the convergence rate of DRFA in both convex-linear and nonconvex-linear settings. We also generalize the proposed idea to objectives with regularization on the mixture parameter and propose a proximal variant, dubbed as DRFA-Prox, with provable convergence rates.

Federated learning (FL) faces critical challenges, particularly in heterogeneous environments where non-independent and identically distributed data across clients can lead to unfair and inefficient model performance. In this work, we introduce \textit{DRDM}, a novel algorithm that addresses these issues by combining a distributionally robust optimization (DRO) framework with dynamic regularization to mitigate client drift. \textit{DRDM} frames the training as a min-max optimization problem aimed at maximizing performance for the worst-case client, thereby promoting robustness and fairness. This robust objective is optimized through an algorithm leveraging dynamic regularization and efficient local updates, which significantly reduces the required number of communication rounds. Moreover, we provide a theoretical convergence analysis for convex smooth objectives under partial participation. Extensive experiments on three benchmark datasets, covering various model architectures and data heterogeneity levels, demonstrate that \textit{DRDM} significantly improves worst-case test accuracy while requiring fewer communication rounds than existing state-of-the-art baselines. Furthermore, we analyze the impact of signal-to-noise ratio (SNR) and bandwidth on the energy consumption of participating clients, demonstrating that the number of local update steps can be adaptively selected to achieve a target worst-case test accuracy with minimal total energy cost across diverse communication environments.

Federated learning (FL) aims to train machine learning (ML) models collaboratively using decentralized data, bypassing the need for centralized data aggregation. Standard FL models often assume that all data come from the same unknown distribution. However, in practical situations, decentralized data frequently exhibit heterogeneity. We propose a novel FL model, Distributionally Robust Federated Learning (DRFL), that applies distributionally robust optimization to overcome the challenges posed by data heterogeneity and distributional ambiguity. We derive a tractable reformulation for DRFL and develop a novel solution method based on the alternating direction method of multipliers (ADMM) algorithm to solve this problem. Our experimental results demonstrate that DRFL outperforms standard FL models under data heterogeneity and ambiguity.

In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax structure of the underlying optimization problem, a key difficulty arises from the fact that the global parameter that controls the mixture of local losses can only be updated infrequently on the global stage. To compensate for this, we propose a Distributionally Robust Federated Averaging (DRFA) algorithm that employs a novel snapshotting scheme to approximate the accumulation of history gradients of the mixing parameter. We analyze the convergence rate of DRFA in both convex-linear and nonconvex-linear settings. We also generalize the proposed idea to objectives with regularization on the mixture parameter and propose a proximal variant, dubbed as DRFA-Prox, with provable convergence rates.

Recently, federated learning has emerged as a promising approach for training a global model using data from multiple organizations without leaking their raw data. Nevertheless, directly applying federated learning to real-world tasks faces two challenges: (1) heterogeneity in the data among different organizations; and (2) data noises inside individual organizations. In this paper, we propose a general framework to solve the above two challenges simultaneously. Specifically, we propose using distributionally robust optimization to mitigate the negative effects caused by data heterogeneity paradigm to sample clients based on a learnable distribution at each iteration. Additionally, we observe that this optimization paradigm is easily affected by data noises inside local clients, which has a significant performance degradation in terms of global model prediction accuracy. To solve this problem, we propose to incorporate mixup techniques into the local training process of federated learning. We further provide comprehensive theoretical analysis including robustness analysis, convergence analysis, and generalization ability. Furthermore, we conduct empirical studies across different drug discovery tasks, such as ADMET property prediction and drug-target affinity prediction.