federated frank-wolfe
Title: |
federated frank-wolfe |
DNr: |
Berzelius-2023-106 |
Project Type: |
LiU Berzelius |
Principal Investigator: |
Ali Dadras <ali.dadras@umu.se> |
Affiliation: |
Umeå universitet |
Duration: |
2023-04-21 – 2023-11-01 |
Classification: |
10199 |
Homepage: |
https://www.umu.se/personal/ali-dadras/ |
Keywords: |
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Abstract
Federated learning (FL) has gained much attention in recent years for building privacy-
preserving collaborative learning systems. However, FL algorithms for constrained machine
learning problems are still very limited, particularly when the projection step is costly. To this
end, we propose a Federated Frank-Wolfe Algorithm (FEDFW). FEDFW provably finds an
ε-suboptimal solution of the constrained empirical risk-minimization problem after O(ε^(−2)) iterations if the objective function is convex. The rate becomes O(ε^(−3)) if the objective is non-convex. The method enjoys data privacy, low per-iteration cost, and communication of sparse signals. We demonstrate the empirical performance of the proposed method on several machine learning tasks.