Beyond Aggregate Drift: Optimal Client-Specific Windows in Federated Learning

Yuriy Dorn, Dmitrii Vishovan, Kirill Novoselov, Ilya Kuruzov, Darina Dvinskikh +1

We study federated learning from continuously arriving data: each client samples from its own distribution, these distributions drift over time, and the server must track the minimizer of the clients' weighted average loss. Clients are not alike as they collect data at different rates, with different noise, and change at different speeds. The main question is how much history should each one keep? A single shared window must serve every client at once, and so makes a fast-changing client carry the sampling noise of a slow, nearly stationary one. We give each client a memory of its own, sized to that client's noise, arrival rate, and drift, and refresh it by restarted accelerated method that starts from a common point. The tracking error is then bounded by \[ R\left(\sum_m w_m^{3/2}\,σ_m\sqrt{γ_m/λ_m}\right)^{2/3}, \] for clients with weight $w_m$, noise $σ_m$, arrival rate $λ_m$, and drift rate $γ_m$ on a domain of diameter $R$. This is never worse than what any common window can achieve, and strictly better whenever noise and drift are spread unevenly across clients. A lower bound that puts different groups of clients on different drift clocks shows this quantity is the right…