我们研究了在$ n $工人上的分布式培训的异步随机梯度下降算法，随着时间的推移，计算和通信频率变化。在此算法中，工人按照自己的步调并行计算随机梯度，并在没有任何同步的情况下将其返回服务器。该算法的现有收敛速率对于非凸平的光滑目标取决于最大梯度延迟$ \ tau _ {\ max} $，并表明$ \ epsilon $ stationary点在$ \ mathcal {o} \！\左后达到（\ sigma^2 \ epsilon^{ - 2}+ \ tau _ {\ max} \ epsilon^{ - 1} \ right）$ iterations，其中$ \ sigma $表示随机梯度的方差。在这项工作（i）中，我们获得了$ \ Mathcal {o} \！\ left（\ sigma^2 \ epsilon^{ - 2}+ sqrt {\ tau _ {\ max} \ max} \ tau_ {avg} {avg} } \ epsilon^{ - 1} \ right）$，没有任何更改的算法，其中$ \ tau_ {avg} $是平均延迟，可以大大小于$ \ tau _ {\ max} $。我们还提供（ii）一个简单的延迟自适应学习率方案，在该方案下，异步SGD的收敛速率为$ \ Mathcal {o} \！\ left（\ sigma^2 \ epsilon^{ - 2} { - 2}+ \ tau_ {-2 avg} \ epsilon^{ - 1} \ right）$，并且不需要任何额外的高参数调整或额外的通信。我们的结果首次显示异步SGD总是比迷你批次SGD快。此外，（iii）我们考虑了由联邦学习应用激发的异质功能的情况，并通过证明与先前的作品相比对最大延迟的依赖性较弱，并提高收敛率。特别是，我们表明，收敛率的异质性项仅受每个工人内平均延迟的影响。

当任何延迟较大时，异步随机梯度下降（SGD）的现有分析显着降低，给人的印象是性能主要取决于延迟。相反，无论梯度中的延迟如何，我们都证明，我们可以更好地保证相同的异步SGD算法，而不是仅取决于用于实现算法的平行设备的数量。我们的保证严格比现有分析要好，我们还认为，异步SGD在我们考虑的设置中优于同步Minibatch SGD。为了进行分析，我们介绍了基于“虚拟迭代”和延迟自适应步骤的新颖递归，这使我们能够为凸面和非凸面目标得出最先进的保证。

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often suffers from large network delays and bandwidth limits. To overcome this communication bottleneck recent works propose to reduce the communication frequency. An algorithm of this type is local SGD that runs SGD independently in parallel on different workers and averages the sequences only once in a while. This scheme shows promising results in practice, but eluded thorough theoretical analysis.We prove concise convergence rates for local SGD on convex problems and show that it converges at the same rate as mini-batch SGD in terms of number of evaluated gradients, that is, the scheme achieves linear speedup in the number of workers and mini-batch size. The number of communication rounds can be reduced up to a factor of T 1/2 -where T denotes the number of total steps-compared to mini-batch SGD. This also holds for asynchronous implementations.Local SGD can also be used for large scale training of deep learning models. The results shown here aim serving as a guideline to further explore the theoretical and practical aspects of local SGD in these applications.

Federated Averaging (FEDAVG) has emerged as the algorithm of choice for federated learning due to its simplicity and low communication cost. However, in spite of recent research efforts, its performance is not fully understood. We obtain tight convergence rates for FEDAVG and prove that it suffers from 'client-drift' when the data is heterogeneous (non-iid), resulting in unstable and slow convergence.As a solution, we propose a new algorithm (SCAFFOLD) which uses control variates (variance reduction) to correct for the 'client-drift' in its local updates. We prove that SCAFFOLD requires significantly fewer communication rounds and is not affected by data heterogeneity or client sampling. Further, we show that (for quadratics) SCAFFOLD can take advantage of similarity in the client's data yielding even faster convergence. The latter is the first result to quantify the usefulness of local-steps in distributed optimization.

梯度压缩是一种流行的技术，可改善机器学习模型分布式培训中随机一阶方法的沟通复杂性。但是，现有作品仅考虑随机梯度的替换采样。相比之下，在实践中众所周知，最近从理论上证实，基于没有替代抽样的随机方法，例如随机改组方法（RR）方法，其性能要比用更换梯度进行梯度的方法更好。在这项工作中，我们在文献中缩小了这一差距，并通过梯度压缩和没有替代抽样的方法提供了第一次分析方法。我们首先使用梯度压缩（Q-RR）开发一个随机重新填充的分布式变体，并展示如何通过使用控制迭代来减少梯度量化的方差。接下来，为了更好地适合联合学习应用程序，我们结合了本地计算，并提出了一种称为Q-Nastya的Q-RR的变体。 Q-Nastya使用本地梯度步骤以及不同的本地和全球步骤。接下来，我们还展示了如何在此设置中减少压缩差异。最后，我们证明了所提出的方法的收敛结果，并概述了它们在现有算法上改进的几种设置。

In distributed training of deep neural networks, parallel minibatch SGD is widely used to speed up the training process by using multiple workers. It uses multiple workers to sample local stochastic gradient in parallel, aggregates all gradients in a single server to obtain the average, and update each worker's local model using a SGD update with the averaged gradient. Ideally, parallel mini-batch SGD can achieve a linear speed-up of the training time (with respect to the number of workers) compared with SGD over a single worker. However, such linear scalability in practice is significantly limited by the growing demand for gradient communication as more workers are involved. Model averaging, which periodically averages individual models trained over parallel workers, is another common practice used for distributed training of deep neural networks since (Zinkevich et al. 2010) (McDonald, Hall, andMann 2010). Compared with parallel mini-batch SGD, the communication overhead of model averaging is significantly reduced. Impressively, tremendous experimental works have verified that model averaging can still achieve a good speed-up of the training time as long as the averaging interval is carefully controlled. However, it remains a mystery in theory why such a simple heuristic works so well. This paper provides a thorough and rigorous theoretical study on why model averaging can work as well as parallel mini-batch SGD with significantly less communication overhead.

从经验上证明，在跨客户聚集之前应用多个本地更新的实践是克服联合学习（FL）中的通信瓶颈的成功方法。在这项工作中，我们提出了一种通用食谱，即FedShuffle，可以更好地利用FL中的本地更新，尤其是在异质性方面。与许多先前的作品不同，FedShuffle在每个设备的更新数量上没有任何统一性。我们的FedShuffle食谱包括四种简单的功能成分：1）数据的本地改组，2）调整本地学习率，3）更新加权，4）减少动量方差（Cutkosky and Orabona，2019年）。我们对FedShuffle进行了全面的理论分析，并表明从理论和经验上讲，我们的方法都不遭受FL方法中存在的目标功能不匹配的障碍，这些方法假设在异质FL设置中，例如FedAvg（McMahan等人，McMahan等， 2017）。此外，通过将上面的成分结合起来，FedShuffle在Fednova上改善（Wang等，2020），以前提议解决此不匹配。我们还表明，在Hessian相似性假设下，通过降低动量方差的FedShuffle可以改善非本地方法。最后，通过对合成和现实世界数据集的实验，我们说明了FedShuffle中使用的四种成分中的每种如何有助于改善FL中局部更新的使用。

In federated optimization, heterogeneity in the clients' local datasets and computation speeds results in large variations in the number of local updates performed by each client in each communication round. Naive weighted aggregation of such models causes objective inconsistency, that is, the global model converges to a stationary point of a mismatched objective function which can be arbitrarily different from the true objective. This paper provides a general framework to analyze the convergence of federated heterogeneous optimization algorithms. It subsumes previously proposed methods such as FedAvg and FedProx and provides the first principled understanding of the solution bias and the convergence slowdown due to objective inconsistency. Using insights from this analysis, we propose Fed-Nova, a normalized averaging method that eliminates objective inconsistency while preserving fast error convergence.

当今部署在边缘网络上的联合学习（FL）系统由大量在数据和/或计算能力中具有高度异质性的工人组成，这些工人要求在时间，努力，数据异质性等方面参加灵活的工作者参与为了满足灵活的工人参与的需求，我们考虑了一种新的FL范式，称为“无政府状态联邦学习”（AFL）（AFL）。与常规FL模型形成鲜明对比的是，AFL中的每个工人都可以自由选择i）何时参加FL，ii）根据当前情况（例如，电池，通信，电池级别，通信渠道，隐私问题）。但是，AFL中这种混乱的工人行为在算法设计中引发了许多新的开放问题。特别是，尚不清楚是否可以开发收敛的AFL训练算法，如果是的，则在什么条件下以及可实现的收敛速度的速度下。为此，我们提出了两种无政府状态的联合平均（AFA）算法，分别命名为AFA-CD和AFA-CS的跨设备和跨核心设置的双向学习率。令人惊讶的是，我们表明，在轻度的无政府状态假设下，这两种AFL算法都达到了最著名的收敛速率，作为常规FL的最新算法。此外，它们保留了新的AFL范式中的工人数量和本地步骤，保留了高度可取的{\ em线性加速效应}。我们通过对现实世界数据集进行广泛的实验来验证提出的算法。

使用多个计算节点通常可以加速在大型数据集上的深度神经网络。这种方法称为分布式训练，可以通过专门的消息传递协议，例如环形全部减少。但是，以比例运行这些协议需要可靠的高速网络，其仅在专用集群中可用。相比之下，许多现实世界应用程序，例如联合学习和基于云的分布式训练，在具有不稳定的网络带宽的不可靠的设备上运行。因此，这些应用程序仅限于使用参数服务器或基于Gossip的平均协议。在这项工作中，我们通过提出MOSHPIT全部减少的迭代平均协议来提升该限制，该协议指数地收敛于全局平均值。我们展示了我们对具有强烈理论保证的分布式优化方案的效率。该实验显示了与使用抢占从头开始训练的竞争性八卦的策略和1.5倍的加速，显示了1.3倍的Imagenet培训的加速。

我们开发了一种新方法来解决中央服务器中分布式学习问题中的通信约束。我们提出和分析了一种执行双向压缩的新算法，并仅使用uplink（从本地工人到中央服务器）压缩达到与算法相同的收敛速率。为了获得此改进，我们设计了MCM，一种算法，使下行链路压缩仅影响本地模型，而整体模型则保留。结果，与以前的工作相反，本地服务器上的梯度是在干扰模型上计算的。因此，融合证明更具挑战性，需要精确控制这种扰动。为了确保它，MCM还将模型压缩与存储机制相结合。该分析打开了新的门，例如纳入依赖工人的随机模型和部分参与。

联邦平均（FedAVG），也称为本地SGD，是联邦学习中最受欢迎的算法之一（FL）。尽管其简单和普及，但到目前为止，FADVG的收敛速率尚未确定。即使在最简单的假设（凸，平滑，均匀和有界协方差）下，最着名的上限和下限也不匹配，目前尚不清楚现有分析是否捕获算法的容量。在这项工作中，我们首先通过为FedAVG提供与现有的上限相匹配的下限来解决这个问题，这表明现有的FADVG上限分析不可易于解决。另外，我们在异构环境中建立一个下限，几乎与现有的上限相匹配。虽然我们的下限显示了FEDAVG的局限性，但在额外的三阶平滑度下，我们证明了更乐观的最先进的收敛导致凸和非凸面设置。我们的分析源于我们呼叫迭代偏置的概念，这由SGD轨迹的期望从具有相同初始化的无噪声梯度下降轨迹的偏差来定义。我们在此数量上证明了新颖的尖锐边界，并直观地显示了如何从随机微分方程（SDE）的角度来分析该数量。

Federated learning is a distributed framework according to which a model is trained over a set of devices, while keeping data localized. This framework faces several systemsoriented challenges which include (i) communication bottleneck since a large number of devices upload their local updates to a parameter server, and (ii) scalability as the federated network consists of millions of devices. Due to these systems challenges as well as issues related to statistical heterogeneity of data and privacy concerns, designing a provably efficient federated learning method is of significant importance yet it remains challenging. In this paper, we present FedPAQ, a communication-efficient Federated Learning method with Periodic Averaging and Quantization. FedPAQ relies on three key features: (1) periodic averaging where models are updated locally at devices and only periodically averaged at the server; (2) partial device participation where only a fraction of devices participate in each round of the training; and (3) quantized messagepassing where the edge nodes quantize their updates before uploading to the parameter server. These features address the communications and scalability challenges in federated learning. We also show that FedPAQ achieves near-optimal theoretical guarantees for strongly convex and non-convex loss functions and empirically demonstrate the communication-computation tradeoff provided by our method.

联合学习（FL）是机器学习的一个子领域，在该子机学习中，多个客户试图在通信约束下通过网络进行协作学习模型。我们考虑在二阶功能相似性条件和强凸度下联合优化的有限和联合优化，并提出了两种新算法：SVRP和催化的SVRP。这种二阶相似性条件最近越来越流行，并且在包括分布式统计学习和差异性经验风险最小化在内的许多应用中得到满足。第一种算法SVRP结合了近似随机点评估，客户采样和降低方差。我们表明，当功能相似性足够高时，SVRP是沟通有效的，并且在许多现有算法上取得了卓越的性能。我们的第二个算法，催化的SVRP，是SVRP的催化剂加速变体，在二阶相似性和强凸度下，现有的联合优化算法可实现更好的性能，并均匀地改善了现有的算法。在分析这些算法的过程中，我们提供了可能具有独立关注的随机近端方法（SPPM）的新分析。我们对SPPM的分析很简单，允许进行近似近端评估，不需要任何平滑度假设，并且在通信复杂性上比普通分布式随机梯度下降显示出明显的好处。

To lower the communication complexity of federated min-max learning, a natural approach is to utilize the idea of infrequent communications (through multiple local updates) same as in conventional federated learning. However, due to the more complicated inter-outer problem structure in federated min-max learning, theoretical understandings of communication complexity for federated min-max learning with infrequent communications remain very limited in the literature. This is particularly true for settings with non-i.i.d. datasets and partial client participation. To address this challenge, in this paper, we propose a new algorithmic framework called stochastic sampling averaging gradient descent ascent (SAGDA), which i) assembles stochastic gradient estimators from randomly sampled clients as control variates and ii) leverages two learning rates on both server and client sides. We show that SAGDA achieves a linear speedup in terms of both the number of clients and local update steps, which yields an $\mathcal{O}(\epsilon^{-2})$ communication complexity that is orders of magnitude lower than the state of the art. Interestingly, by noting that the standard federated stochastic gradient descent ascent (FSGDA) is in fact a control-variate-free special version of SAGDA, we immediately arrive at an $\mathcal{O}(\epsilon^{-2})$ communication complexity result for FSGDA. Therefore, through the lens of SAGDA, we also advance the current understanding on communication complexity of the standard FSGDA method for federated min-max learning.

我们考虑随着延迟梯度的随机优化，在每次步骤$ $，该算法使用步骤$ t-d_t $的陈旧随机梯度进行更新，从而为某些任意延迟$ d_t $。此设置摘要异步分布式优化，其中中央服务器接收由工作人员计算的渐变更新。这些机器可以体验可能随时间变化而变化的计算和通信负载。在一般的非凸平滑优化设置中，我们提供了一种简单且高效的算法，需要$ o（\ sigma ^ 2 / \ epsilon ^ 4 + \ tau / epsilon ^ 2）$步骤查找$ \ epsilon $ - 静止点$ x $，其中$ \ tau $是\ emph {平均}延迟$ \ smash {\ frac {1} {t} \ sum_ {t = 1} ^ t d_t} $和$ \ sigma ^ 2 $是随机梯度的方差。这改善了以前的工作，这表明随机梯度体面可以实现相同的速率，而是相对于\ emph {maximal}延迟$ \ max_ {t} d_t $，这可以显着大于平均延迟，特别是在异构分布式系统中。我们的实验证明了我们算法在延迟分布歪斜或重尾的情况下的效力和稳健性。

我们介绍了一个框架 - Artemis-，以解决分布式或联合设置中的学习问题，并具有通信约束和设备部分参与。几位工人（随机抽样）使用中央服务器执行优化过程来汇总其计算。为了减轻通信成本，Artemis允许在两个方向上（从工人到服务器，相反）将发送的信息与内存机制相结合。它改进了仅考虑单向压缩（对服务器）的现有算法，或在压缩操作员上使用非常强大的假设，并且通常不考虑设备的部分参与。我们在非I.I.D中的随机梯度（仅在最佳点界定的噪声方差）提供了快速的收敛速率（线性最高到阈值）。设置，突出显示内存对单向和双向压缩的影响，分析Polyak-Ruppert平均。我们在分布中使用收敛性，以获得渐近方差的下限，该方差突出了实际的压缩极限。我们提出了两种方法，以解决设备部分参与的具有挑战性的案例，并提供实验结果以证明我们的分析有效性。

联邦学习（FL）是一种越来越受欢迎的机器学习范式，其中多个节点在隐私，通信和多个异质性约束下尝试协同学习。联邦学习中的持续存在问题是，不清楚优化目标应该：监督学习的标准平均风险最小化在处理联合学习的几个主要限制方面是不充分的，例如沟通适应性和个性化控制。我们在联合学习的框架中识别几个关键的Desiderata，并介绍了一个新的框架，Flix，考虑到联合学习所带来的独特挑战。 Flix具有标准的有限和形式，使从业者能够利用分布式优化的现有（潜在非本地）方法的巨大财富。通过不需要任何通信的智能初始化，Flix不需要使用本地步骤，但仍然可以通过本地方法执行不一致的正则化。我们提供了几种用于在通信约束下有效解决FLIX制剂的算法。最后，我们通过广泛的实验证实了我们的理论结果。

A key assumption in most existing works on FL algorithms' convergence analysis is that the noise in stochastic first-order information has a finite variance. Although this assumption covers all light-tailed (i.e., sub-exponential) and some heavy-tailed noise distributions (e.g., log-normal, Weibull, and some Pareto distributions), it fails for many fat-tailed noise distributions (i.e., ``heavier-tailed'' with potentially infinite variance) that have been empirically observed in the FL literature. To date, it remains unclear whether one can design convergent algorithms for FL systems that experience fat-tailed noise. This motivates us to fill this gap in this paper by proposing an algorithmic framework called FAT-Clipping (\ul{f}ederated \ul{a}veraging with \ul{t}wo-sided learning rates and \ul{clipping}), which contains two variants: FAT-Clipping per-round (FAT-Clipping-PR) and FAT-Clipping per-iteration (FAT-Clipping-PI). Specifically, for the largest $\alpha \in (1,2]$ such that the fat-tailed noise in FL still has a bounded $\alpha$-moment, we show that both variants achieve $\mathcal{O}((mT)^{\frac{2-\alpha}{\alpha}})$ and $\mathcal{O}((mT)^{\frac{1-\alpha}{3\alpha-2}})$ convergence rates in the strongly-convex and general non-convex settings, respectively, where $m$ and $T$ are the numbers of clients and communication rounds. Moreover, at the expense of more clipping operations compared to FAT-Clipping-PR, FAT-Clipping-PI further enjoys a linear speedup effect with respect to the number of local updates at each client and being lower-bound-matching (i.e., order-optimal). Collectively, our results advance the understanding of designing efficient algorithms for FL systems that exhibit fat-tailed first-order oracle information.

可扩展性和隐私是交叉设备联合学习（FL）系统的两个关键问题。在这项工作中，我们确定了FL中的客户端更新的同步流动聚合不能高效地缩放到几百个并行培训之外。它导致ModelPerforce和训练速度的回报递减，Ampanysto大批量培训。另一方面，FL（即异步FL）中的客户端更新的异步聚合减轻了可扩展性问题。但是，聚合个性链子更新与安全聚合不兼容，这可能导致系统的不良隐私水平。为了解决这些问题，我们提出了一种新颖的缓冲异步聚合方法FedBuff，这是不可知的优化器的选择，并结合了同步和异步FL的最佳特性。我们经验证明FEDBuff比同步FL更有效，比异步FL效率更高3.3倍，同时兼容保留保护技术，如安全聚合和差异隐私。我们在平滑的非凸设置中提供理论融合保证。最后，我们显示在差异私有培训下，FedBuff可以在低隐私设置下占FEDAVGM并实现更高隐私设置的相同实用程序。