[NeurIPS 2020] Federated Accelerated Stochastic Gradient Descent
Channel: Honglin Yuan
Date: 2021-06-07

NeurIPS 2020 paper: Federated Accelerated Stochastic Gradient Descent (best paper in International Workshop on Federated Learning for User Privacy and Data Confidentiality in Conjunction with ICML 2020 (FL-ICML'20))

ArXiv link: https://arxiv.org/abs/2006.08950
Code repository: https://github.com/hongliny/FedAc-NeurIPS20

Abstract: We propose Federated Accelerated Stochastic Gradient Descent (FedAc), a principled acceleration of Federated Averaging (FedAvg, also known as Local SGD) for distributed optimization. FedAc is the first provable acceleration of FedAvg that improves convergence speed and communication efficiency on various types of convex functions. For example, for strongly convex and smooth functions, when using M workers, the previous state-of-the-art FedAvg analysis can achieve a linear speedup in M if given M rounds of synchronization, whereas FedAc only requires M^⅓ rounds. Moreover, we prove stronger guarantees for FedAc when the objectives are third-order smooth. Our technique is based on a potential-based perturbed iterate analysis, a novel stability analysis of generalized accelerated SGD, and a strategic tradeoff between acceleration and stability.