Source code for fedjax.algorithms.agnostic_fed_avg

# Copyright 2021 Google LLC
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# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
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#      http://www.apache.org/licenses/LICENSE-2.0
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"""AgnosticFedAvg implementation.

Communication-Efficient Agnostic Federated Averaging
    Jae Ro, Mingqing Chen, Rajiv Mathews, Mehryar Mohri, Ananda Theertha Suresh
    https://arxiv.org/abs/2104.02748
"""

from typing import Any, Callable, List, Mapping, Optional, Sequence, Tuple

from fedjax.core import client_datasets
from fedjax.core import dataclasses
from fedjax.core import federated_algorithm
from fedjax.core import federated_data
from fedjax.core import for_each_client
from fedjax.core import optimizers
from fedjax.core import tree_util
from fedjax.core.typing import BatchExample
from fedjax.core.typing import Params
from fedjax.core.typing import PRNGKey
from fedjax.core import util

import jax
import jax.numpy as jnp


def create_domain_metrics_for_each_client(
    per_example_loss: Callable[[Params, BatchExample, PRNGKey], jnp.ndarray],
    num_domains: int,
    regularizer: Optional[Callable[[Params], jnp.ndarray]] = None):
  """Creates for_each_client function for domain metrics calculation."""

  def client_init(shared_input, client_rng):
    step_state = {
        'params': shared_input['params'],
        'rng': client_rng,
        'domain_loss': jnp.zeros(num_domains),
        'domain_num': jnp.zeros(num_domains),
    }
    return step_state

  def client_step(step_state, batch):
    rng, use_rng = jax.random.split(step_state['rng'])
    example_mask = batch[client_datasets.EXAMPLE_MASK_KEY]
    example_loss = (
        per_example_loss(step_state['params'], batch, use_rng) * example_mask)
    domain_loss = jax.ops.segment_sum(example_loss, batch['domain_id'],
                                      num_domains)
    if regularizer is not None:
      domain_loss += regularizer(step_state['params'])
    domain_num = jax.ops.segment_sum(
        example_mask.astype(jnp.float32), batch['domain_id'], num_domains)
    next_step_state = {
        'params': step_state['params'],
        'rng': rng,
        'domain_loss': step_state['domain_loss'] + domain_loss,
        'domain_num': step_state['domain_num'] + domain_num
    }
    return next_step_state

  def client_final(shared_input, step_state):
    client_output = {
        'domain_loss': step_state['domain_loss'],
        'domain_num': step_state['domain_num'],
        'beta': jnp.sum(shared_input['alpha'] * step_state['domain_num'])
    }
    return client_output

  return for_each_client.for_each_client(client_init, client_step, client_final)


def create_scaled_loss(
    per_example_loss: Callable[[Params, BatchExample, PRNGKey], jnp.ndarray],
    num_domains: int,
    regularizer: Optional[Callable[[Params], jnp.ndarray]] = None):
  """Creates domain scaled loss function for agnostic client training."""

  def scaled_loss(params, batch, rng, alpha, beta):
    did = batch['domain_id']
    # Training batches produced by `ClientDataset.shuffle_repeat_batch` are not
    # padded so there's no need to worry about example masking.
    example_loss = per_example_loss(params, batch, rng)
    # \sum_{j \in b \cap \h{\sD}_i} \L(w, x_j, y_j)
    domain_sum_loss = jax.ops.segment_sum(example_loss, did, num_domains)
    loss = jnp.sum(alpha * domain_sum_loss) / beta
    if regularizer is not None:
      loss += regularizer(params)
    return loss

  return scaled_loss


def create_train_for_each_client(
    per_example_loss: Callable[[Params, BatchExample, PRNGKey], jnp.ndarray],
    client_optimizer: optimizers.Optimizer,
    num_domains: int,
    regularizer: Optional[Callable[[Params], jnp.ndarray]] = None):
  """Creates for_each_client for client training."""
  grad_fn = jax.grad(
      create_scaled_loss(per_example_loss, num_domains, regularizer))

  def client_init(shared_input, client_input):
    step_state = {
        'params': shared_input['params'],
        'alpha': shared_input['alpha'],
        'opt_state': client_optimizer.init(shared_input['params']),
        'rng': client_input['rng'],
        'beta': client_input['beta']
    }
    return step_state

  def client_step(step_state, batch):
    rng, use_rng = jax.random.split(step_state['rng'])
    grads = grad_fn(step_state['params'], batch, use_rng, step_state['alpha'],
                    step_state['beta'])
    opt_state, params = client_optimizer.apply(grads, step_state['opt_state'],
                                               step_state['params'])
    next_step_state = {
        **step_state,
        'params': params,
        'opt_state': opt_state,
        'rng': rng
    }
    return next_step_state

  def client_final(shared_input, step_state):
    delta_params = jax.tree_util.tree_multimap(lambda a, b: a - b,
                                               shared_input['params'],
                                               step_state['params'])
    return delta_params

  return for_each_client.for_each_client(client_init, client_step, client_final)


def update_domain_weights(domain_weights: jnp.ndarray, domain_loss: jnp.ndarray,
                          domain_learning_rate: float,
                          domain_algorithm: str) -> jnp.ndarray:
  """Updates domain weights following input algorithm."""
  if domain_algorithm == 'eg':
    new_domain_weights = domain_weights * jnp.exp(
        domain_learning_rate * domain_loss)
    new_domain_weights = jnp.maximum(new_domain_weights,
                                     jnp.zeros_like(new_domain_weights))
    return new_domain_weights / jnp.sum(new_domain_weights)
  elif domain_algorithm == 'none':
    return domain_weights
  else:
    raise ValueError(f'Unsupported domain algorithm {domain_algorithm!r}.')


[docs]@dataclasses.dataclass class ServerState: """State of server for AgnosticFedAvg passed between rounds. Attributes: params: A pytree representing the server model parameters. opt_state: A pytree representing the server optimizer state. domain_weights: Weights per domain applied to weight in weighted average. domain_window: Sliding window keeping track of domain number of examples for the last window size rounds. """ params: Params opt_state: optimizers.OptState domain_weights: jnp.ndarray domain_window: List[jnp.ndarray]
[docs]def agnostic_federated_averaging( per_example_loss: Callable[[Params, BatchExample, PRNGKey], jnp.ndarray], client_optimizer: optimizers.Optimizer, server_optimizer: optimizers.Optimizer, client_batch_hparams: client_datasets.ShuffleRepeatBatchHParams, domain_batch_hparams: client_datasets.PaddedBatchHParams, init_domain_weights: Sequence[float], domain_learning_rate: float, domain_algorithm: str = 'eg', domain_window_size: int = 1, init_domain_window: Optional[Sequence[float]] = None, regularizer: Optional[Callable[[Params], jnp.ndarray]] = None ) -> federated_algorithm.FederatedAlgorithm: """Builds agnostic federated averaging. Agnostic federated averaging requires input :class:`fedjax.core.client_datasets.ClientDataset` examples to contain a feature named "domain_id", which stores the integer domain id in [0, num_domains). For example, for Stack Overflow, each example post can be either a question or an answer, so there are two possible domain ids (question = 0; answer = 1). Args: per_example_loss: A function from (params, batch_example, rng) to a vector of loss values for each example in the batch. This is used in both the domain metrics computation and gradient descent training. client_optimizer: Optimizer for local client training. server_optimizer: Optimizer for server update. client_batch_hparams: Hyperparameters for client dataset for training. domain_batch_hparams: Hyperparameters for client dataset domain metrics calculation. init_domain_weights: Initial weights per domain that must sum to 1. domain_learning_rate: Learning rate for domain weight update. domain_algorithm: Algorithm used to update domain weights each round. One of 'eg', 'none'. domain_window_size: Size of sliding window keeping track of number of examples per domain over multiple rounds. init_domain_window: Initial values for domain window. Defaults to ones. regularizer: Optional regularizer that only depends on params. Returns: FederatedAlgorithm. Raises: ValueError: If ``init_domain_weights`` does not sum to 1 or if ``init_domain_weights`` and ``init_domain_window`` are unequal lengths. """ if abs(sum(init_domain_weights) - 1) > 1e-6: raise ValueError('init_domain_weights must sum to approximately 1.') if init_domain_window is None: init_domain_window = jnp.ones_like(init_domain_weights) if len(init_domain_weights) != len(init_domain_window): raise ValueError( f'init_domain_weights and init_domain_window must be equal lengths.' f' {len(init_domain_weights)} != {len(init_domain_window)}' ) num_domains = len(init_domain_weights) domain_metrics_for_each_client = create_domain_metrics_for_each_client( per_example_loss, num_domains) train_for_each_client = create_train_for_each_client(per_example_loss, client_optimizer, num_domains, regularizer) def init(params: Params) -> ServerState: opt_state = server_optimizer.init(params) domain_weights = jnp.array(init_domain_weights) domain_window = [jnp.array(init_domain_window)] * domain_window_size return ServerState(params, opt_state, domain_weights, domain_window) def apply( server_state: ServerState, clients: Sequence[Tuple[federated_data.ClientId, client_datasets.ClientDataset, PRNGKey]] ) -> Tuple[ServerState, Mapping[federated_data.ClientId, Any]]: # α alpha = server_state.domain_weights / jnp.mean( jnp.asarray(server_state.domain_window), axis=0) # First pass to calculate initial domain loss, domain num, and scaling # weight β for each client. This doesn't involve any aggregation at the # server, so this step and training can be a single round of communication. domain_batch_clients = [(cid, cds.padded_batch(domain_batch_hparams), crng) for cid, cds, crng in clients] shared_input = {'params': server_state.params, 'alpha': alpha} # L^k, N^k, β^k client_domain_metrics = dict( domain_metrics_for_each_client(shared_input, domain_batch_clients)) # Train for each client using scaling weights α and β. batch_clients = [] for cid, cds, crng in clients: client_input = {'rng': crng, 'beta': client_domain_metrics[cid]['beta']} batch_clients.append( (cid, cds.shuffle_repeat_batch(client_batch_hparams), client_input)) client_diagnostics = {} # Mean delta params across clients. delta_params_sum = tree_util.tree_zeros_like(server_state.params) weight_sum = 0. # w^k for cid, delta_params in train_for_each_client(shared_input, batch_clients): weight = client_domain_metrics[cid]['beta'] delta_params_sum = tree_util.tree_add( delta_params_sum, tree_util.tree_weight(delta_params, weight)) weight_sum += weight client_diagnostics[cid] = { 'delta_l2_norm': tree_util.tree_l2_norm(delta_params) } mean_delta_params = tree_util.tree_inverse_weight(delta_params_sum, weight_sum) # Sum domain metrics across clients. sum_domain_loss = tree_util.tree_sum( d['domain_loss'] for d in client_domain_metrics.values()) sum_domain_num = tree_util.tree_sum( d['domain_num'] for d in client_domain_metrics.values()) server_state = server_update(server_state, mean_delta_params, sum_domain_loss, sum_domain_num) return server_state, client_diagnostics def server_update(server_state, mean_delta_params, sum_domain_loss, sum_domain_num): opt_state, params = server_optimizer.apply(mean_delta_params, server_state.opt_state, server_state.params) mean_domain_loss = util.safe_div(sum_domain_loss, sum_domain_num) domain_weights = update_domain_weights(server_state.domain_weights, mean_domain_loss, domain_learning_rate, domain_algorithm) domain_window = server_state.domain_window[1:] + [sum_domain_num] return ServerState(params, opt_state, domain_weights, domain_window) return federated_algorithm.FederatedAlgorithm(init, apply)