Adaptive Federated Minimax Optimization with Lower Complexities

Feihu Huang, Xinrui Wang, Junyi Li, Songcan Chen
Proceedings of The 27th International Conference on Artificial Intelligence and Statistics, PMLR 238:4663-4671, 2024.

Abstract

Federated learning is a popular distributed and privacy-preserving learning paradigm in machine learning. Recently, some federated learning algorithms have been proposed to solve the distributed minimax problems. However, these federated minimax algorithms still suffer from high gradient or communication complexity. Meanwhile, few algorithm focuses on using adaptive learning rate to accelerate these algorithms. To fill this gap, in the paper, we study a class of nonconvex minimax optimization, and propose an efficient adaptive federated minimax optimization algorithm (i.e., AdaFGDA) to solve these distributed minimax problems. Specifically, our AdaFGDA builds on the momentum-based variance reduced and local-SGD techniques, and it can flexibly incorporate various adaptive learning rates by using the unified adaptive matrices. Theoretically, we provide a solid convergence analysis framework for our AdaFGDA algorithm under non-i.i.d. setting. Moreover, we prove our AdaFGDA algorithm obtains a lower gradient (i.e., stochastic first-order oracle, SFO) complexity of $\tilde{O}(\epsilon^{-3})$ with lower communication complexity of $\tilde{O}(\epsilon^{-2})$ in finding $\epsilon$-stationary point of the nonconvex minimax problems. Experimentally, we conduct some experiments on the deep AUC maximization and robust neural network training tasks to verify efficiency of our algorithms.

Cite this Paper

BibTeX
@InProceedings{pmlr-v238-huang24c, title = {Adaptive Federated Minimax Optimization with Lower Complexities}, author = {Huang, Feihu and Wang, Xinrui and Li, Junyi and Chen, Songcan}, booktitle = {Proceedings of The 27th International Conference on Artificial Intelligence and Statistics}, pages = {4663--4671}, year = {2024}, editor = {Dasgupta, Sanjoy and Mandt, Stephan and Li, Yingzhen}, volume = {238}, series = {Proceedings of Machine Learning Research}, month = {02--04 May}, publisher = {PMLR}, pdf = {https://proceedings.mlr.press/v238/huang24c/huang24c.pdf}, url = {https://proceedings.mlr.press/v238/huang24c.html}, abstract = {Federated learning is a popular distributed and privacy-preserving learning paradigm in machine learning. Recently, some federated learning algorithms have been proposed to solve the distributed minimax problems. However, these federated minimax algorithms still suffer from high gradient or communication complexity. Meanwhile, few algorithm focuses on using adaptive learning rate to accelerate these algorithms. To fill this gap, in the paper, we study a class of nonconvex minimax optimization, and propose an efficient adaptive federated minimax optimization algorithm (i.e., AdaFGDA) to solve these distributed minimax problems. Specifically, our AdaFGDA builds on the momentum-based variance reduced and local-SGD techniques, and it can flexibly incorporate various adaptive learning rates by using the unified adaptive matrices. Theoretically, we provide a solid convergence analysis framework for our AdaFGDA algorithm under non-i.i.d. setting. Moreover, we prove our AdaFGDA algorithm obtains a lower gradient (i.e., stochastic first-order oracle, SFO) complexity of $\tilde{O}(\epsilon^{-3})$ with lower communication complexity of $\tilde{O}(\epsilon^{-2})$ in finding $\epsilon$-stationary point of the nonconvex minimax problems. Experimentally, we conduct some experiments on the deep AUC maximization and robust neural network training tasks to verify efficiency of our algorithms.} }
Endnote
%0 Conference Paper %T Adaptive Federated Minimax Optimization with Lower Complexities %A Feihu Huang %A Xinrui Wang %A Junyi Li %A Songcan Chen %B Proceedings of The 27th International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2024 %E Sanjoy Dasgupta %E Stephan Mandt %E Yingzhen Li %F pmlr-v238-huang24c %I PMLR %P 4663--4671 %U https://proceedings.mlr.press/v238/huang24c.html %V 238 %X Federated learning is a popular distributed and privacy-preserving learning paradigm in machine learning. Recently, some federated learning algorithms have been proposed to solve the distributed minimax problems. However, these federated minimax algorithms still suffer from high gradient or communication complexity. Meanwhile, few algorithm focuses on using adaptive learning rate to accelerate these algorithms. To fill this gap, in the paper, we study a class of nonconvex minimax optimization, and propose an efficient adaptive federated minimax optimization algorithm (i.e., AdaFGDA) to solve these distributed minimax problems. Specifically, our AdaFGDA builds on the momentum-based variance reduced and local-SGD techniques, and it can flexibly incorporate various adaptive learning rates by using the unified adaptive matrices. Theoretically, we provide a solid convergence analysis framework for our AdaFGDA algorithm under non-i.i.d. setting. Moreover, we prove our AdaFGDA algorithm obtains a lower gradient (i.e., stochastic first-order oracle, SFO) complexity of $\tilde{O}(\epsilon^{-3})$ with lower communication complexity of $\tilde{O}(\epsilon^{-2})$ in finding $\epsilon$-stationary point of the nonconvex minimax problems. Experimentally, we conduct some experiments on the deep AUC maximization and robust neural network training tasks to verify efficiency of our algorithms.
APA
Huang, F., Wang, X., Li, J. & Chen, S.. (2024). Adaptive Federated Minimax Optimization with Lower Complexities. Proceedings of The 27th International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 238:4663-4671 Available from https://proceedings.mlr.press/v238/huang24c.html.

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