This paper advocates a new paradigm Personalized Empirical Risk Minimization (PERM) to facilitate learning from heterogeneous data sources without imposing stringent constraints on computational resources shared by participating devices. In PERM, we aim to learn a distinct model for each client by learning who to learn with and personalizing the aggregation of local empirical losses by effectively estimating the statistical discrepancy among data distributions, which entails optimal statistical accuracy for all local distributions and overcomes the data heterogeneity issue. To learn personalized models at scale, we propose a distributed algorithm that replaces the standard model averaging with model shuffling to simultaneously optimize PERM objectives for all devices. This also allows us to learn distinct model architectures (e.g., neural networks with different numbers of parameters) for different clients, thus confining underlying memory and compute resources of individual clients. We rigorously analyze the convergence of the proposed algorithm and conduct experiments that corroborate the effectiveness of the proposed paradigm.

We consider the problem of learning a model from multiple heterogeneous sources with the goal of performing well on a new target distribution. The goal of learner is to mix these data sources in a target-distribution aware way and simultaneously minimize the empirical risk on the mixed source. The literature has made some tangible advancements in establishing theory of learning on mixture domain. However, there are still two unsolved problems. Firstly, how to estimate the optimal mixture of sources, given a target domain; Secondly, when there are numerous target domains, how to solve empirical risk minimization (ERM) for each target using possibly unique mixture of data sources in a computationally efficient manner.

To mitigate the negative effect of data heterogeneity (non-IIDness), two common approaches are clustering and personalization.

However, there are still two unsolved problems.

Greedy search methods like Greedy Best-First Search (GBFS) and Enforced Hill-Climbing (EHC) often struggle when faced with Uninformed Heuristic Regions (UHRs) like heuristic local minima or plateaus. In this work, we theoretically and empirically compare two popular methods for escaping UHRs in breadth-first search (BrFS) and restarting random walks (RRWs). We first derive the expected runtime of escaping a UHR using BrFS and RRWs, based on properties of the UHR and the random walk procedure, and then use these results to identify when RRWs will be faster in expectation than BrFS. We then evaluate these methods for escaping UHRs by comparing standard EHC, which uses BrFS to escape UHRs, to variants of EHC called EHC-RRW, which use RRWs for that purpose. EHC-RRW is shown to have strong expected runtime guarantees in cases where EHC has previously been shown to be effective. We also run experiments with these approaches on PDDL planning benchmarks to better understand their relative effectiveness for escaping UHRs.