Hao Di

Hao Di, Yi Yang, Haishan Ye et al.

Personalization aims to characterize individual preferences and is widely applied across many fields. However, conventional personalized methods operate in a centralized manner, potentially exposing raw data when pooling individual information. In this paper, with privacy considerations, we develop a flexible and interpretable personalized framework within the paradigm of federated learning, called \texttt{PPFL} (Population Personalized Federated Learning). By leveraging ``canonical models" to capture fundamental characteristics of a heterogeneous population and employing ``membership vectors" to reveal clients' preferences, \texttt{PPFL} models heterogeneity as clients' varying preferences for these characteristics. This approach provides substantial insights into client characteristics, which are lacking in existing Personalized Federated Learning (PFL) methods. Furthermore, we explore the relationship between \texttt{PPFL} and three main branches of PFL methods: clustered FL, multi-task PFL, and decoupling PFL, and demonstrate the advantages of \texttt{PPFL}. To solve \texttt{PPFL} (a non-convex optimization problem with linear constraints), we propose a novel random block coordinate descent algorithm and establish its convergence properties. We conduct experiments on both pathological and practical data sets, and the results validate the effectiveness of \texttt{PPFL}.

Haishan Ye, Yinghui Huang, Hao Di et al.

We propose an enhanced zeroth-order stochastic Frank-Wolfe framework to address constrained finite-sum optimization problems, a structure prevalent in large-scale machine-learning applications. Our method introduces a novel double variance reduction framework that effectively reduces the gradient approximation variance induced by zeroth-order oracles and the stochastic sampling variance from finite-sum objectives. By leveraging this framework, our algorithm achieves significant improvements in query efficiency, making it particularly well-suited for high-dimensional optimization tasks. Specifically, for convex objectives, the algorithm achieves a query complexity of O(d \sqrt{n}/ε) to find an epsilon-suboptimal solution, where d is the dimensionality and n is the number of functions in the finite-sum objective. For non-convex objectives, it achieves a query complexity of O(d^{3/2}\sqrt{n}/ε^2 ) without requiring the computation ofd partial derivatives at each iteration. These complexities are the best known among zeroth-order stochastic Frank-Wolfe algorithms that avoid explicit gradient calculations. Empirical experiments on convex and non-convex machine learning tasks, including sparse logistic regression, robust classification, and adversarial attacks on deep networks, validate the computational efficiency and scalability of our approach. Our algorithm demonstrates superior performance in both convergence rate and query complexity compared to existing methods.