Tuning hyperparameters is a crucial but arduous part of the machine learning pipeline. Hyperparameter optimization is even more challenging in federated learning, where models are learned over a distributed network of heterogeneous devices; here, the need to keep data on device and perform local training makes it difficult to efficiently train and evaluate configurations. In this work, we investigate the problem of federated hyperparameter tuning. We first identify key challenges and show how standard approaches may be adapted to form baselines for the federated setting. Then, by making a novel connection to the neural architecture search technique of weight-sharing, we introduce a new method, FedEx, to accelerate federated hyperparameter tuning that is applicable to widely-used federated optimization methods such as FedAvg and recent variants.

Tuning hyperparameters is a crucial but arduous part of the machine learning pipeline. Hyperparameter optimization is even more challenging in federated learning, where models are learned over a distributed network of heterogeneous devices; here, the need to keep data on device and perform local training makes it difficult to efficiently train and evaluate configurations. In this work, we investigate the problem of federated hyperparameter tuning. We first identify key challenges and show how standard approaches may be adapted to form baselines for the federated setting. Then, by making a novel connection to the neural architecture search technique of weight-sharing, we introduce a new method, FedEx, to accelerate federated hyperparameter tuning that is applicable to widely-used federated optimization methods such as FedAvg and recent variants.