Memory-Based Optimization Methods for Model-Agnostic Meta-Learning and Personalized Federated Learning

Memory-Based Optimization Methods for Model-Agnostic Meta-Learning and Personalized Federated Learning
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发表时间:
2021-06
期刊:
J. Mach. Learn. Res.
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通讯作者:
Bokun Wang;Zhuoning Yuan;Yiming Ying;Tianbao Yang
Bokun Wang;Zhuoning Yuan;Yiming Ying;Tianbao Yang
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作者:
Bokun Wang;Zhuoning Yuan;Yiming Ying;Tianbao Yang

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近年来,模型不可知元学习(MAML)已成为一个热门的研究领域。然而,MAML的随机优化研究还不够成熟。现有的MAML算法依赖于“插曲”的想法,通过采样一些任务和数据点来在每次迭代中更新元模型。尽管如此,这些算法要么不能保证以固定的小批大小收敛,要么需要在每次迭代中处理大量任务,这不适合连续学习或跨设备联合学习,因为每次迭代或每轮只有少量任务可用。为了解决这些问题,本文提出了基于记忆的MAML随机算法,该算法收敛于误差消失。所提出的算法要求每次迭代采样恒定数量的任务和数据样本,使它们适合于持续学习的场景。此外,我们引入了一种通信高效的基于内存的MAML算法,用于跨设备(带客户端采样)和跨筒仓(不带客户端采样)设置下的个性化联邦学习。理论分析完善了MAML的优化理论,实证结果证实了理论结论。感兴趣的读者可以在\url{https://github.com/bokun-wang/moml}访问我们的代码。
In recent years, model-agnostic meta-learning (MAML) has become a popular research area. However, the stochastic optimization of MAML is still underdeveloped. Existing MAML algorithms rely on the ``episode'' idea by sampling a few tasks and data points to update the meta-model at each iteration. Nonetheless, these algorithms either fail to guarantee convergence with a constant mini-batch size or require processing a large number of tasks at every iteration, which is unsuitable for continual learning or cross-device federated learning where only a small number of tasks are available per iteration or per round. To address these issues, this paper proposes memory-based stochastic algorithms for MAML that converge with vanishing error. The proposed algorithms require sampling a constant number of tasks and data samples per iteration, making them suitable for the continual learning scenario. Moreover, we introduce a communication-efficient memory-based MAML algorithm for personalized federated learning in cross-device (with client sampling) and cross-silo (without client sampling) settings. Our theoretical analysis improves the optimization theory for MAML, and our empirical results corroborate our theoretical findings. Interested readers can access our code at \url{https://github.com/bokun-wang/moml}.