Linear Convergence in Federated Learning: Tackling Client Heterogeneity and Sparse Gradients

Aritra Mitra, Rayana Jaafar, George J. Pappas, Hamed Hassani

Keywords: Federated Learning, Distributed Optimization, Compression, Heterogeneity, Linear Convergence

Abstract: We consider a standard federated learning (FL) setup where a group of clients periodically coordinate with a central server to train a statistical model. We develop a general algorithmic framework called FedLin to tackle some of the key challenges intrinsic to FL, namely objective heterogeneity, systems heterogeneity, and infrequent and imprecise communication. Our framework is motivated by the observation that under these challenges, various existing FL algorithms suffer from a fundamental speed-accuracy conflict: they either guarantee linear convergence but to an incorrect point, or convergence to the global minimum but at a sub-linear rate, i.e., fast convergence comes at the expense of accuracy. In contrast, when the clients' local loss functions are smooth and strongly convex, we show that FedLin guarantees linear convergence to the global minimum, despite arbitrary objective and systems heterogeneity. We then establish matching upper and lower bounds on the convergence rate of FedLin that highlight the effects of infrequent, periodic communication. Finally, we show that FedLin preserves linear convergence rates under aggressive gradient sparsification, and quantify the effect of the compression level on the convergence rate. Notably, our work is the first to provide tight linear convergence rate guarantees, and constitutes the first comprehensive analysis of gradient sparsification in FL.

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TL;DR: We develop a novel federated learning algorithm that guarantees linear convergence under client heterogeneity and aggressive gradient sparsification, and provide a tight linear convergence rate analysis.