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Streaming Federated Learning with Markovian Data

NeurIPS 2025 · Federated learning and privacy › Communication-efficient FL · approach: Local drift correction · 0 citations (OpenAlex)

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Analyzes federated learning (Minibatch SGD, Local SGD, Local SGD-M) when each client streams non-stationary Markovian data, proving linear speed-up in sample complexity with M clients for smooth non-convex objectives, and validates on Beijing multi-site air-quality PM2.5 data.

Problem

Federated learning with clients that continuously collect temporally dependent, non-stationary Markovian data streams, where prior theory assumed i.i.d. or pre-collected data and Markovian FL work was limited to convex federated RL.

Approach

Extends FL convergence analysis to Markovian client streams with smooth non-convex objectives using a change-of-measure argument instead of uniform geometric ergodicity, and shows a momentum-based Local SGD (Local SGD-M) removes the need for bounded heterogeneity while matching the communication complexity of i.i.d. lower bounds.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Local SGD-M instead of Local SGDFederated learning with Markovian data streams · Smooth non-convex objectives with heterogeneous clientscommunication complexityHelped
Increase local steps KMinibatch SGD · Beijing Multi-Site Air-Quality datasetgradient normHelped
Increase local steps KLocal SGD-M · Beijing Multi-Site Air-Quality datasetgradient normHelped
Increase local steps KLocal SGD · Beijing Multi-Site Air-Quality datasetgradient normNo clear effect
Increase local steps KSCAFFOLD · Beijing Multi-Site Air-Quality datasetgradient normNo clear effect
Increase the number of clientsMinibatch SGD, Local SGD, and Local SGD-M · Beijing Multi-Site Air-Quality datasetgradient normHelped

Surprising findings

Limitations

Experimental setup

Datasets: Beijing Multi-Site Air-Quality dataset

Benchmarks: Beijing Multi-Site Air-Quality dataset

Metrics: gradient norm

Baselines: Minibatch SGD Local SGD SCAFFOLD

Builds on: Local SGD Minibatch SGD FedAvg SCAFFOLD

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