Rong‐Rong Chen

Jiayi Wang, Shiqiang Wang, Rong-Rong Chen et al.

In federated learning (FL), data heterogeneity is the main reason that existing theoretical analyses are pessimistic about the convergence rate. In particular, for many FL algorithms, the convergence rate grows dramatically when the number of local updates becomes large, especially when the product of the gradient divergence and local Lipschitz constant is large. However, empirical studies can show that more local updates can improve the convergence rate even when these two parameters are large, which is inconsistent with the theoretical findings. This paper aims to bridge this gap between theoretical understanding and practical performance by providing a theoretical analysis from a new perspective on data heterogeneity. In particular, we propose a new and weaker assumption compared to the local Lipschitz gradient assumption, named the heterogeneity-driven pseudo-Lipschitz assumption. We show that this and the gradient divergence assumptions can jointly characterize the effect of data heterogeneity. By deriving a convergence upper bound for FedAvg and its extensions, we show that, compared to the existing works, local Lipschitz constant is replaced by the much smaller heterogeneity-driven pseudo-Lipschitz constant and the corresponding convergence upper bound can be significantly reduced for the same number of local updates, although its order stays the same. In addition, when the local objective function is quadratic, more insights on the impact of data heterogeneity can be obtained using the heterogeneity-driven pseudo-Lipschitz constant. For example, we can identify a region where FedAvg can outperform mini-batch SGD even when the gradient divergence can be arbitrarily large. Our findings are validated using experiments.

Ziyi Chen, Yi Zhou, Rongrong Chen et al.

Actor-critic (AC) algorithms have been widely adopted in decentralized multi-agent systems to learn the optimal joint control policy. However, existing decentralized AC algorithms either do not preserve the privacy of agents or are not sample and communication-efficient. In this work, we develop two decentralized AC and natural AC (NAC) algorithms that are private, and sample and communication-efficient. In both algorithms, agents share noisy information to preserve privacy and adopt mini-batch updates to improve sample and communication efficiency. Particularly for decentralized NAC, we develop a decentralized Markovian SGD algorithm with an adaptive mini-batch size to efficiently compute the natural policy gradient. Under Markovian sampling and linear function approximation, we prove the proposed decentralized AC and NAC algorithms achieve the state-of-the-art sample complexities $\mathcal{O}\big(ε^{-2}\ln(ε^{-1})\big)$ and $\mathcal{O}\big(ε^{-3}\ln(ε^{-1})\big)$, respectively, and the same small communication complexity $\mathcal{O}\big(ε^{-1}\ln(ε^{-1})\big)$. Numerical experiments demonstrate that the proposed algorithms achieve lower sample and communication complexities than the existing decentralized AC algorithm.

Jiayi Wang, Shiqiang Wang, Rong-Rong Chen et al.

Hierarchical SGD (H-SGD) has emerged as a new distributed SGD algorithm for multi-level communication networks. In H-SGD, before each global aggregation, workers send their updated local models to local servers for aggregations. Despite recent research efforts, the effect of local aggregation on global convergence still lacks theoretical understanding. In this work, we first introduce a new notion of "upward" and "downward" divergences. We then use it to conduct a novel analysis to obtain a worst-case convergence upper bound for two-level H-SGD with non-IID data, non-convex objective function, and stochastic gradient. By extending this result to the case with random grouping, we observe that this convergence upper bound of H-SGD is between the upper bounds of two single-level local SGD settings, with the number of local iterations equal to the local and global update periods in H-SGD, respectively. We refer to this as the "sandwich behavior". Furthermore, we extend our analytical approach based on "upward" and "downward" divergences to study the convergence for the general case of H-SGD with more than two levels, where the "sandwich behavior" still holds. Our theoretical results provide key insights of why local aggregation can be beneficial in improving the convergence of H-SGD.