Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updates
Code Of Ethics: I acknowledge that I and all co-authors of this work have read and commit to adhering to the ICLR Code of Ethics.
Keywords: Federated Learning, Variational Inequality, Minimax Optimization, Communication Complexity
Submission Guidelines: I certify that this submission complies with the submission instructions as described on https://iclr.cc/Conferences/2024/AuthorGuide.
TL;DR: We present the first local gradient descent-accent algorithms with provable improved communication complexity for solving distributed variational inequalities on heterogeneous data.
Abstract: Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of designing efficient distributed/federated learning approaches for these problems is becoming more apparent. In this paper, we provide a unified convergence analysis of communication-efficient local training methods for distributed variational inequality problems (VIPs). Our approach is based on a general key assumption on the stochastic estimates that allows us to propose and analyze several novel local training algorithms under a single framework for solving a class of structured non-monotone VIPs. We present the first local gradient descent-accent algorithms with provable improved communication complexity for solving distributed variational inequalities on heterogeneous data. The general algorithmic framework recovers state-of-the-art algorithms and their sharp convergence guarantees when the setting is specialized to minimization or minimax optimization problems. Finally, we demonstrate the strong performance of the proposed algorithms compared to state-of-the-art methods when solving federated minimax optimization problems.
Anonymous Url: I certify that there is no URL (e.g., github page) that could be used to find authors' identity.
No Acknowledgement Section: I certify that there is no acknowledgement section in this submission for double blind review.
Primary Area: optimization
Submission Number: 1325
Loading