Federated Learning under Covariate Shifts with Generalization Guarantees

Published: 03 Jun 2023, Last Modified: 03 Jun 2023Accepted by TMLREveryoneRevisionsBibTeX
Abstract: This paper addresses intra-client and inter-client covariate shifts in federated learning (FL) with a focus on the overall generalization performance. To handle covariate shifts, we formulate a new global model training paradigm and propose Federated Importance-Weighted Empirical Risk Minimization (FTW-ERM) along with improving density ratio matching methods without requiring perfect knowledge of the supremum over true ratios. We also propose the communication-efficient variant FITW-ERM with the same level of privacy guarantees as those of classical ERM in FL. We theoretically show that FTW-ERM achieves smaller generalization error than classical ERM under certain settings. Experimental results demonstrate the superiority of FTW-ERM over existing FL baselines in challenging imbalanced federated settings in terms of data distribution shifts across clients.
Submission Length: Regular submission (no more than 12 pages of main content)
Code: https://github.com/LIONS-EPFL/Federated_Learning_Covariate_Shift_Code
Assigned Action Editor: ~Yaoliang_Yu1
License: Creative Commons Attribution 4.0 International (CC BY 4.0)
Submission Number: 840