FedDR – Randomized Douglas-Rachford Splitting Algorithms for Nonconvex Federated Composite Optimization

Part of Advances in Neural Information Processing Systems 34 pre-proceedings (NeurIPS 2021)

Paper Supplemental

Bibtek download is not available in the pre-proceeding


Authors

Quoc Tran Dinh, Nhan Pham, Dzung Phan, Lam Nguyen

Abstract

We develop two new algorithms, called, FedDR and asyncFedDR, for solving a fundamental nonconvex composite optimization problem in federated learning. Our algorithms rely on a novel combination between a nonconvex Douglas-Rachford splitting method, randomized block-coordinate strategies, and asynchronous im- plementation. They can also handle convex regularizers. Unlike recent methods in the literature, e.g., FedSplit and FedPD, our algorithms update only a subset of users at each communication round, and possibly in an asynchronous manner, making them more practical. These new algorithms can handle statistical and sys- tem heterogeneity, which are the two main challenges in federated learning, while achieving the best known communication complexity. In fact, our new algorithms match the communication complexity lower bound up to a constant factor under standard assumptions. Our numerical experiments illustrate the advantages of our methods over existing algorithms on synthetic and real datasets.