FedHV: Low-Overhead Hypervolume Weighting for Federated Multi-Objective Optimization

Amirardalan Dehghanpour, Seyed Mohammad Azimi-Abarghouyi, Christopher G. Brinton

Task-wise federated multi-objective optimization (FedMOO) trains a shared model for competing prediction objectives under heterogeneous data, partial participation, and communication constraints. Existing methods commonly derive task weights from gradient or update geometry. This requires task-specific information or iterative server-side optimization. We introduce FedHV, which maps reference-relative objective slacks to closed-form inverse-slack weights. Each client optimizes one weighted loss and returns objective estimates with its model update. The protocol adds exactly 2m auxiliary scalars per participating client, yielding Theta(d + m) total per-client communication, compared with the Theta(md) task-specific communication of FSMGDA, and requires no additional synchronization stage. We analyze the resulting one-round-delayed weights under client heterogeneity, multi-step local updates, partial participation, and finite-sample objective reports. Under a fixed-horizon positive-slack reference condition, with the prescribed horizon-dependent step size and vanishing report error, FedHV achieves an O(T^(-1/2)) rate for the average squared log-hypervolume gradient norm; persistent…