Search arXivSearch

arXiv · 2408.00050

Algorithms for Collaborative Machine Learning under Statistical Heterogeneity

Abstract

Learning from distributed data without accessing them is undoubtedly a challenging and non-trivial task. Nevertheless, the necessity for distributed training of a statistical model has been increasing, due to the privacy concerns of local data owners and the cost in centralizing the massively distributed data. Federated learning (FL) is currently the de facto standard of training a machine learning model across heterogeneous data owners, without leaving the raw data out of local silos. Nevertheless, several challenges must be addressed in order for FL to be more practical in reality. Among these challenges, the statistical heterogeneity problem is the most significant and requires immediate attention. From the main objective of FL, three major factors can be considered as starting points -- \textit{parameter}, textit{mixing coefficient}, and \textit{local data distributions}. In alignment with the components, this dissertation is organized into three parts. In Chapter II, a novel personalization method, \texttt{SuPerFed}, inspired by the mode-connectivity is introduced. In Chapter III, an adaptive decision-making algorithm, \texttt{AAggFF}, is introduced for inducing uniform performance distributions in participating clients, which is realized by online convex optimization framework. Finally, in Chapter IV, a collaborative synthetic data generation method, \texttt{FedEvg}, is introduced, leveraging the flexibility and compositionality of an energy-based modeling approach. Taken together, all of these approaches provide practical solutions to mitigate the statistical heterogeneity problem in data-decentralized settings, paving the way for distributed systems and applications using collaborative machine learning methods.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Seok-Ju Hahn. 2024-07-31. Algorithms for Collaborative Machine Learning under Statistical Heterogeneity. https://arxiv.org/abs/2408.00050

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Combinatorial Inference on the Optimal Assortment in Multinomial Logit Models

Assortment optimization has received active explorations in the past few decades due to its practical importance. Despite the extensive literature dealing with optimization algorithms and latent score estimation, uncertainty quantification for the optimal assortment still needs to be explored and is of great practical significance. Instead of estimating and recovering the complete optimal offer set, decision-makers may only be interested in testing whether a given property holds true for the optimal assortment, such as whether they should include several products of interest in the optimal set, or how many categories of products the optimal set should include. This paper proposes a novel inferential framework for testing such properties. We consider the widely adopted multinomial logit (MNL) model, where we assume that each customer will purchase an item within the offered products with a probability proportional to the underlying preference score associated with the product. We reduce inferring a general optimal assortment property to quantifying the uncertainty associated with the sign change point detection of the marginal revenue gaps. We show the asymptotic normality of the marginal revenue gap estimator, and construct a maximum statistic via the gap estimators to detect the sign change point. By approximating the distribution of the maximum statistic with multiplier bootstrap techniques, we propose a valid testing procedure. We also conduct numerical experiments to assess the performance of our method.

stat.ML

C-Learner: Constrained Learning for Causal Inference

Debiasing methods such as augmented inverse propensity weighting (AIPW), and targeted maximum likelihood estimation (TMLE) enjoy asymptotic properties like semiparametric efficiency and double robustness, but can produce unstable estimates in practice that require ad hoc adjustments (e.g., truncating propensity scores). In contrast, simple plug-ins can remain stable but lack these asymptotic guarantees. To achieve the best of both worlds---a plug-in that enjoys strong asymptotic guarantees---we propose a constrained learning framework that trains a nuisance model to minimize prediction error subject to the constraint that the estimated first-order error of the resulting plug-in is zero. To compare different debiasing methods that share the same classical limit, we study a stylized high-dimensional regression problem where nuisance estimation errors do not vanish asymptotically. Our unified analysis covers both $d n$, as well as ridge regularization, and characterizes how overlap affects the estimators' limiting distributions. Under sufficient overlap, our estimator has smaller asymptotic variance than AIPW and TMLE, whereas when overlap deteriorates so much that AIPW and TMLE are no longer root-$n$ consistent, constrained learning still retains the direct plug-in's root-$n$ limit. Empirically, across a range of experimental settings including those with text-based covariates and language models, we observe our estimator outperforms classical debiasing methods in challenging settings with limited overlap between treatment and control, and performs similarly otherwise.

stat.ML

Small Gradient Norm Regret for Online Convex Optimization

This paper introduces a new problem-dependent regret measure for online convex optimization with smooth losses. The notion, which we call the $G^\star$ regret, depends on the cumulative squared gradient norm evaluated at the decision in hindsight. We show that the $G^\star$ regret strictly refines the existing $L^\star$ (small loss) regret, and that it can be arbitrarily sharper when the losses have vanishing curvature around the hindsight decision. We establish upper and lower bounds on the $G^\star$ regret and extend our results to dynamic regret and bandit settings. As a byproduct, we refine the existing convergence analysis of stochastic optimization algorithms in the interpolation regime. Some experiments validate our theoretical findings.

stat.ML