Keywords: Federated Learning, Decentralized CASH, Auto-ML
TL;DR: We are proposing a method (FLASH), which solves the CASH problem for an FL setting in a decentralized way and do not need any FL training in the solution of CASH
Abstract: In this paper, we present FLASH, a framework which addresses for the first time the central AutoML problem of Combined Algorithm Selection and HyperParameter (HP) Optimization (CASH) in the context of Federated Learning (FL). To limit training cost, FLASH incrementally adapts the set of algorithms to train based on their projected loss rates, while supporting decentralized (federated) implementation of the embedded hyperparameter optimization (HPO), model selection and loss calculation problems. We provide a theoretical analysis of the training and validation loss under FLASH, and their tradeoff with the training cost measured as the data wasted in training sub-optimal algorithms. The bounds depend on the degree of dissimilarity between the datasets of the clients, a result of FL restriction that client datasets remain private. Through extensive experimental investigation on several datasets, we evaluate three variants of FLASH, and show that FLASH performs close to centralized CASH methods.
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