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Streaming Federated Learning with Markovian Data
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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
- Minibatch SGD and Local SGD-M improve as local steps K increase, while Local SGD and SCAFFOLD show little to no improvement under heterogeneity.
- Sample complexity of all three algorithms scales with 1/M, and gradient norm decreases as the number of clients grows on the pollution data.
- Local SGD-M achieves communication complexity O(LΔ0/(β ε^2)) without bounded heterogeneity assumptions, matching the i.i.d. lower bound up to constant 1/β.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use Local SGD-M instead of Local SGD | Federated learning with Markovian data streams · Smooth non-convex objectives with heterogeneous clients | communication complexity | Helped |
| Increase local steps K | Minibatch SGD · Beijing Multi-Site Air-Quality dataset | gradient norm | Helped |
| Increase local steps K | Local SGD-M · Beijing Multi-Site Air-Quality dataset | gradient norm | Helped |
| Increase local steps K | Local SGD · Beijing Multi-Site Air-Quality dataset | gradient norm | No clear effect |
| Increase local steps K | SCAFFOLD · Beijing Multi-Site Air-Quality dataset | gradient norm | No clear effect |
| Increase the number of clients | Minibatch SGD, Local SGD, and Local SGD-M · Beijing Multi-Site Air-Quality dataset | gradient norm | Helped |
Surprising findings
- Local SGD and SCAFFOLD show little to no improvement as the number of local samples K increases, unlike Minibatch SGD and Local SGD-M.
- Bias from Markovian sampling cannot be controlled by a decaying step size, so the number of local steps K must be sufficiently large.
Limitations
- Sample complexity with Markovian data remains higher (order 1/(Mε^4)) than with i.i.d. sampling.
- Local SGD requires bounded gradient dissimilarity heterogeneity assumption; experiments use full participation only.
- Experiments are limited to a single real dataset with a linear regression model with non-convex regularizer.
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
Closest papers by meaning
- Federated Learning under Periodic Client Participation and Heterogeneous Data: A New Communication-Efficient Algorithm and Analysis (NeurIPS 2024 · similarity 0.88)
- Improving Generalization in Federated Learning with Model-Data Mutual Information Regularization: A Posterior Inference Approach (NeurIPS 2024 · similarity 0.87)
- Exact and Linear Convergence for Federated Learning under Arbitrary Client Participation is Attainable (NeurIPS 2025 · similarity 0.87)
- Improved Modelling of Federated Datasets using Mixtures-of-Dirichlet-Multinomials (ICML 2024 · similarity 0.87)
- Adaptive Federated Learning with Auto-Tuned Clients (ICLR 2024 · similarity 0.87)
- FLHetBench: Benchmarking Device and State Heterogeneity in Federated Learning (CVPR 2024 · similarity 0.86)
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