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Nonconvex Federated Learning on Compact Smooth Submanifolds With Heterogeneous Data
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Proposes a federated algorithm for nonconvex optimization over compact smooth submanifolds with heterogeneous client data, using Riemannian stochastic gradients, projection onto the manifold, local updates and client-drift correction terms, with sublinear convergence to a neighborhood of a first-order optimal point.
Problem
Federated nonconvex optimization over compact smooth submanifolds (e.g., Stiefel manifold) where averaging local models leaves the manifold and existing manifold FL methods rely on costly exponential/inverse-exponential maps and parallel transport, with heterogeneous client data.
Approach
Replace exponential-map-based averaging and parallel transport with a projection operator onto the manifold, compute correction terms locally (no extra communication), and use proximal smoothness of the manifold to prove Lipschitz-like properties of the projection and convergence with multiple local updates and full participation.
Key results
- Theorem gives (1/R) sum E||G||^2 <= 8Omega/(sqrt(n) eta tau R) + 64 sigma^2/(n tau b), i.e., O(1/(sqrt(n) tau R)) rate for tau>1 with full participation.
- On kPCA with MNIST, the proposed method reaches high accuracy with much lower communication quantity and running time than RFedavg, RFedprox and RFedSVRG; RFedavg and RFedprox suffer from client drift.
- On LRMC, the method matches RFedSVRG per communication round and is faster in communication quantity and running time.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the proposed algorithm instead of RFedavg or RFedprox | kPCA on MNIST · kPCA on MNIST | accuracy | Helped |
| Use the proposed algorithm instead of RFedSVRG | kPCA on MNIST · kPCA on MNIST | communication quantity | Helped |
| Use the proposed algorithm instead of RFedSVRG | kPCA on MNIST · kPCA on MNIST | running time | Helped |
| Use the proposed algorithm instead of RFedavg, RFedprox, and RFedSVRG | kPCA on MNIST · kPCA on MNIST; τ ∈ {10,15,20} | convergence | Helped |
| Use the proposed algorithm instead of RFedavg, RFedprox, and RFedSVRG | kPCA on MNIST · kPCA on MNIST; τ ∈ {10,15,20} | communication quantity | Helped |
| Use the proposed algorithm instead of RFedSVRG | Low-rank matrix completion · LRMC | communication quantity | Helped |
| Use the proposed algorithm instead of RFedSVRG | Low-rank matrix completion · LRMC | running time | Helped |
| Increase the stochastic-gradient batch size (ablation) | Proposed algorithm · kPCA on MNIST | convergence speed | Helped |
Limitations
- Projection onto some manifolds has no closed form, requiring approximate projections.
- Step size depends on the proximal smoothness constant, which is hard to compute for general manifolds.
- Only full client participation is analyzed; partial participation remains open.
Experimental setup
Datasets: MNIST
Benchmarks: MNIST kPCA low-rank matrix completion synthetic setting
Metrics: gradient norm ||grad f|| communication quantity running time
Baselines: RFedavg RFedprox RFedSVRG
Builds on: FedAvg FedProx SCAFFOLD-style correction RFedSVRG
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