Zeroth-Order Methods for Nondifferentiable, Nonconvex, and Hierarchical Federated Optimization

Yuyang Qiu, Uday V. Shanbhag, Farzad Yousefian

Research output: Contribution to journalConference articlepeer-review


Federated learning (FL) has emerged as an enabling framework for communication-efficient decentralized training. We study three broadly applicable problem classes in FL: (i) Nondifferentiable nonconvex federated optimization; (ii) Federated bilevel optimization; (iii) Federated minimax problems. Notably, in an implicit sense, both (ii) and (iii) are instances of (i). However, the hierarchical problems in (ii) and (iii) are often complicated by the absence of a closed-form expression for the implicit objective function. Unfortunately, research on these problems has been limited and afflicted by reliance on strong assumptions, including the need for differentiability and L-smoothness of the implicit function. We address this shortcoming by making the following contributions. In (i), by leveraging convolution-based smoothing and Clarke's subdifferential calculus, we devise a randomized smoothing-enabled zeroth-order FL method and derive communication and iteration complexity guarantees for computing an approximate Clarke stationary point. To contend with (ii) and (iii), we devise a unified randomized implicit zeroth-order FL framework, equipped with explicit communication and iteration complexities. Importantly, our method utilizes delays during local steps to skip making calls to the inexact lower-level FL oracle. This results in significant reduction in communication overhead when addressing hierarchical problems. We empirically validate the theory on nonsmooth and hierarchical ML problems.

Original languageEnglish (US)
JournalAdvances in Neural Information Processing Systems
StatePublished - 2023
Event37th Conference on Neural Information Processing Systems, NeurIPS 2023 - New Orleans, United States
Duration: Dec 10 2023Dec 16 2023

All Science Journal Classification (ASJC) codes

  • Computer Networks and Communications
  • Information Systems
  • Signal Processing

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