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Escaping Saddle Points in Heterogeneous Federated Learning via Distributed SGD with Communication Compression

2023/10/29 by Sijin Chen, Chen, Sijin, Zhize Li +3 · 2 citations
Computer Science · Engineering · #Distributed #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Parallel #Privacy-Preserving Technologies in Data #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques #and Cluster Computing (cs.DC)

paper · pdf · doi:10.48550/arxiv.2310.19059

openalex publication_date 2023/10/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

We consider the problem of finding second-order stationary points of heterogeneous federated learning (FL). Previous works in FL mostly focus on first-order convergence guarantees, which do not rule out the scenario of unstable saddle points. Meanwhile, it is a key bottleneck of FL to achieve communication efficiency without compensating the learning accuracy, especially when local data are highly heterogeneous across different clients. Given this, we propose a novel algorithm Power-EF that only communicates compressed information via a novel error-feedback scheme. To our knowledge, Power-EF is the first distributed and compressed SGD algorithm that provably escapes saddle points in heterogeneous FL without any data homogeneity assumptions. In particular, Power-EF improves to second-order stationary points after visiting first-order (possibly saddle) points, using additional gradient queries and communication rounds only of almost the same order required by first-order convergence, and the convergence rate exhibits a linear speedup in terms of the number of workers. Our theory improves/recovers previous results, while extending to much more tolerant settings on the local data. Numerical experiments are provided to complement the theory.

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