Faster Federated Learning with decaying number of local SGD steps

Abstract

In Federated Learning (FL) client devices connected over the internet collaboratively train a machine learning model without sharing their private data with a central server or with other clients. The seminal Federated Averaging (FedAvg) algorithm trains a single global model by performing rounds of local training on clients followed by model averaging. FedAvg can improve the communication-efficiency of training by performing more steps of Stochastic Gradient Descent (SGD) on clients in each round. However, client data in real-world FL is highly heterogeneous, which has been extensively shown to slow model convergence and harm final performance when K > 1 steps of SGD are performed on clients per round. In this work we propose decaying K as training progresses, which can jointly improve the final performance of the FL model whilst reducing the wall-clock time and the total computational cost of training compared to using a fixed K. We analyse the convergence of FedAvg with decaying K for strongly-convex objectives, providing novel insights into the convergence properties, and derive three theoretically-motivated decay schedules for K. We then perform thorough experiments on four benchmark FL datasets (FEMNIST, CIFAR100, Sentiment140, Shakespeare) to show the real-world benefit of our approaches in terms of real-world convergence time, computational cost, and generalisation performance