On the Outsized Importance of Learning Rates in Local Update Methods

arXiv2007.00878MaRDI QIDQ6344251

Author name not available (Why is that?)

Publication date: 2 July 2020

Abstract: We study a family of algorithms, which we refer to as local update methods, that generalize many federated learning and meta-learning algorithms. We prove that for quadratic objectives, local update methods perform stochastic gradient descent on a surrogate loss function which we exactly characterize. We show that the choice of client learning rate controls the condition number of that surrogate loss, as well as the distance between the minimizers of the surrogate and true loss functions. We use this theory to derive novel convergence rates for federated averaging that showcase this trade-off between the condition number of the surrogate loss and its alignment with the true loss function. We validate our results empirically, showing that in communication-limited settings, proper learning rate tuning is often sufficient to reach near-optimal behavior. We also present a practical method for automatic learning rate decay in local update methods that helps reduce the need for learning rate tuning, and highlight its empirical performance on a variety of tasks and datasets.

Has companion code repository: https://github.com/google-research/federated/tree/master/adaptive_lr_decay

This page was built for publication: On the Outsized Importance of Learning Rates in Local Update Methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6344251)