On the Impact of Client Sampling on Federated Learning Convergence

1 INTRODUCTION . Federated Learning ( FL ) has gained popularity in the last years as it enables different clients to jointly learn a global model without sharing their respective data . Among the different FL approaches , federated averaging ( FedAvg ) has emerged as the most popular optimization scheme ( McMahan et al. , 2017 ) . An optimization round of FedAvg requires data owners , also called clients , to receive from the server the current global model which they update on a fixed amount of Stochastic Gradient Descent ( SGD ) steps before sending it back to the server . The new global model is then created as the weighted average of the client updates , according to their data ratio . FedAvg was first proven to converge experimentally ( McMahan et al. , 2017 ) , before theoretical guarantees were provided for any non-iid federated dataset ( Wang et al. , 2020a ; Karimireddy et al. , 2020 ; Haddadpour & Mahdavi , 2019 ; Khaled et al. , 2020 ) . A drawback of naive implementations of FedAvg consists in requiring the participation of all the clients at every optimization round . As a consequence , the efficiency of the optimization is limited by the communication speed of the slowest client , as well as by the server communication capabilities . To mitigate this issue , the original FedAvg algorithm already contemplated the possibility of considering a random subset of m clients at each FL round . It has been subsequently shown that , to ensure the convergence of FL to its optimum , clients must be sampled such that in expectation the resulting global model is identical to the one obtained when considering all the clients ( Wang et al. , 2020a ; Cho et al. , 2020 ) . Clients sampling schemes compliant with this requirement are thus called unbiased . Due to its simplicity and flexibility , the current default unbiased sampling scheme consists in sampling m clients according to a Multinomial Distribution ( MD ) , where the sampling probability depends on the respective data ratio ( Li et al. , 2020a ; Wang et al. , 2020a ; Li et al. , 2020c ; Haddadpour & Mahdavi , 2019 ; Li et al. , 2020b ; Wang & Joshi , 2018 ; Fraboni et al. , 2021 ) . Nevertheless , when clients have identical amount of data , clients can also be sampled uniformly without replacement ( Li et al. , 2020c ; Karimireddy et al. , 2020 ; Reddi et al. , 2021 ; Rizk et al. , 2020 ) . In this case , Uniform sampling has been experimentally shown to yield better results than MD sampling ( Li et al. , 2020c ) . In spite of the practical usage of sampling in FL , the impact of different unbiased client sampling schemes on the convergence and speed of FL remains to date under-investigated . In ( Fraboni et al. , 2021 ) , MD sampling was extended to account for collections of sampling distributions with varying client sampling probability , to define clustered sampling . From a theoretical perspective , this approach was proven to have identical convergence guarantees of MD sampling , with albeit experimental improvement justified by lower variance of the clients ’ aggregation weights . Another study investigated the convergence guarantees of FedAvg under different sampling schemes , through a penalized optimization framework ( Li et al. , 2020c ) . These studies reflect the ongoing interest and need for a theoretical framework to elucidate the impact of client sampling on FL convergence . The main contribution of this work consists in deriving a decomposition theorem for the convergence of FL , allowing to clearly quantify the impact of client sampling on the global model update at any FL round . This contribution has important theoretical and practical implications . First , we demonstrate the dependence of FL convergence on the variance of the aggregation weights . Second , we prove for the first time that the convergence speed is also impacted through sampling by the resulting covariance between aggregation weights . Contrarily to the convergence bound illustrated in ( Li et al. , 2020c ) , our theorem provides the exact decomposition of a given convergence step , thus enabling accurate quantification of the role of client sampling and heterogeneity in FL . From a practical point of view , we establish both theoretically and experimentally that client sampling schemes based on aggregation weights with sum different than 1 are less efficient . We also prove that MD sampling is outperformed by Uniform sampling only when clients have identical data ratio . Finally , we show that the comparison between different client sampling schemes is appropriate only when considering a small number of clients . Our theory ultimately shows that MD sampling should be used as default sampling scheme , due to the favorable statistical properties and to the resilience to FL applications with varying data ratio and heterogeneity . Our work is structured as follows . In Section 2 , we provide formal definitions for FL , unbiased client sampling , and for the server aggregation scheme . In Section 3 , we introduce our decomposition theorem ( Theorem 1 ) relating the convergence of FL to the aggregation weight variance of the client sampling scheme . Consistently with our theory , in Section 4 , we experimentally demonstrate the importance of the clients aggregation weights variance and covariance on the convergence speed , and conclude by recommending Uniform sampling for FL applications with identical client ratio , and MD sampling otherwise . 2 BACKGROUND . Before investigating in Section 3 the impact of client sampling on FL convergence , we recapitulate in Section 2 the current theory behind FL aggregation schemes for clients local updates . We then introduce a formalization for unbiased client sampling . 2.1 AGGREGATING CLIENTS LOCAL UPDATES . In FL , we consider a set I of n clients each respectively owning a dataset Di composed of ni samples . FL aims at optimizing the average of each clients local loss function weighted by pi such that ∑n i=1 pi = 1 , i.e . L ( θ ) = n∑ i=1 piLi ( θ ) , ( 1 ) where θ represents the model parameters . The weight pi can be interpreted as the importance given by the server to client i in the federated optimization problem . While any combination of { pi } is possible , we note that in practice , either ( a ) every device has equal importance , i.e . pi = 1/n , or ( b ) every data point is equally important , i.e . pi = ni/M with M = ∑n i=1 ni . Unless stated otherwise , in the rest of this work , we consider to be in case ( b ) , i.e . ∃i , pi ̸= 1/n . In this setting , to estimate a global model across clients , FedAvg ( McMahan et al. , 2017 ) is an iterative training strategy based on the aggregation of local model parameters . At each iteration step t , the server sends the current global model parameters θt to the clients . Each client updates the respective model by minimizing the local cost function Li ( θ ) through a fixed amount K of SGD steps initialized with θt . Subsequently each client returns the updated local parameters θt+1i to the server . The global model parameters θt+1 at the iteration step t+1 are then estimated as a weighted average : θt+1 = n∑ i=1 piθ t+1 i . ( 2 ) To alleviate the clients workload and reduce the amount of overall communications , the server often considers m ≤ n clients at every iteration . In heterogeneous datasets containing many workers , the percentage of sampled clients m/n can be small , and thus induce important variability in the new global model , as each FL optimization step necessarily leads to an improvement on the m sampled clients to the detriment of the non-sampled ones . To solve this issue , Reddi et al . ( 2021 ) ; Karimireddy et al . ( 2020 ) ; Wang et al . ( 2020b ) propose considering an additional learning rate ηg to better account for the clients update at a given iteration . We denote by ωi ( St ) the stochastic aggregation weight of client i given the subset of sampled clients St at iteration t . The server aggregation scheme can be written as : θt+1 = θt + ηg n∑ i=1 ωi ( St ) ( θ t+1 i − θ t ) . ( 3 ) 2.2 UNBIASED CLIENTS SAMPLING . While FedAvg was originally based on the uniform sampling of clients ( McMahan et al. , 2017 ) , this scheme has been proven to be biased and converge to a suboptimal minima of problem ( 1 ) ( Wang et al. , 2020a ; Cho et al. , 2020 ; Li et al. , 2020c ) . This was the motivation for Li et al . ( 2020c ) to introduce the notion of unbiasedness , where clients are considered in expectation subject to their importance pi , according to Definition 1 below . Unbiased sampling guarantees the optimization of the original FL cost function , while minimizing the number of active clients per FL round . We note that unbiased sampling is not necessarily related to the clients distribution , as this would require to know beforehand the specificity of the clients ’ datasets . Unbiased sampling methods ( Li et al. , 2020a ; c ; Fraboni et al. , 2021 ) are currently among the standard approaches to FL , as opposed to biased approaches , known to over- or under-represent clients and lead to suboptimal convergence properties ( McMahan et al. , 2017 ; Nishio & Yonetani , 2019 ; Jeon et al. , 2020 ; Cho et al. , 2020 ) , or to methods requiring additional computation work from clients ( Chen et al. , 2020a ) . Definition 1 ( Unbiased Sampling ) . A client sampling scheme is said unbiased if the expected value of the client aggregation is equal to the global deterministic aggregation obtained when considering all the clients , i.e . ESt [ n∑ i=1 wi ( St ) θ t i ] : = n∑ i=1 piθ t i , ( 4 ) where wj ( St ) is the aggregation weight of client j for subset of clients St . The sampling distribution uniquely defines the statistical properties of stochastic weights . In this setting , unbiased sampling guarantees the equivalence between deterministic and stochastic weights in expectation . Unbiased schemes of primary importance in FL are MD and Uniform sampling , for which we can derive a close form formula for the aggregation weights : MD sampling . This scheme considers l1 , ... , lm to be the m iid sampled clients from a Multinomial Distribution with support on { 1 , ... , m } satisfying P ( lk = i ) = pi ( Wang et al. , 2020a ; Li et al. , 2020a ; c ; Haddadpour & Mahdavi , 2019 ; Li et al. , 2020b ; Wang & Joshi , 2018 ; Fraboni et al. , 2021 ) . By definition , we have ∑n i=1 pi = 1 , and the clients aggregation weights take the form : ωi ( St ) = 1 m m∑ k=1 I ( lk = i ) . ( 5 ) Uniform sampling . This scheme samples m clients uniformly without replacement . Since in this case a client is sampled with probability p ( { i ∈ St } ) = m/n , the requirement of Definition 1 implies : ωi ( St ) = I ( i ∈ St ) n m pi . ( 6 ) Table 1 : Synthesis of statistical properties of different sampling schemes . Sampling Var [ ωi ( St ) ] α Var [ ∑n i=1 ωi ( St ) ] Full participation = 0 = 0 = 0 MD = − 1mp 2 i + 1 mpi = 1/m = 0 Uniform = ( n m − 1 ) p2i = n−m m ( n−1 ) = n−m m ( n−1 ) [ n ∑n i=1 p 2 i − 1 ] We note that this formulation for Uniform sampling is a generalization of the scheme previously used for FL applications with identical client importance , i.e . pi = 1/n ( Karimireddy et al. , 2020 ; Li et al. , 2020c ; Reddi et al. , 2021 ; Rizk et al. , 2020 ) . We note that Var [ ∑n i=1 ωi ( St ) ] = 0 if and only if pi = 1/n for all the clients as , indeed , ∑n i=1 ωi ( St ) = m n m 1 n = 1 With reference to equation ( 3 ) , we note that by setting ηg = 1 , and by imposing the condition ∀St , ∑n i=1 ωi ( St ) = 1 , we retrieve equation ( 2 ) . This condition is satisfied for example by MD sampling and Uniform sampling for identical clients importance . We finally note that the covariance of the aggregation weights for both MD and Uniform sampling is such that there exists an α such that ∀i ̸= j , Cov [ ωi ( St ) , ωj ( St ) ] = −αpipj . We provide in Table 1 the derivation of α and the resulting covariance for these two schemes with calculus details in Appendix A . Furthermore , this property is common to a variety of sampling schemes , for example based on Binomial or Poisson Binomial distributions ( detailed derivations can be found in Appendix A ) . Following this consideration , in addition to Definition 1 , in the rest of this work we assume the additional requirement for a client sampling scheme to satisfy ∃α ≥ 0 , ∀i ̸= j , Cov [ ωi ( St ) , ωj ( St ) ] = −αpipj .

Summary: The author(s) studied the impact of the client sampling for FL. In particular, the author(s) proposed a decomposition theorem and used it to obtain an improved convergence analysis of FedAvg. Numerical simulations are conducted to support the author(s) theoretical analysis.