Source code for fedjax.algorithms.mime

# Copyright 2021 Google LLC
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#      http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Mime implementation.

Mime: Mimicking Centralized Stochastic Algorithms in Federated Learning
    Sai Praneeth Karimireddy, Martin Jaggi, Satyen Kale, Mehryar Mohri,
    Sashank J. Reddi, Sebastian U. Stich, Ananda Theertha Suresh
    https://arxiv.org/abs/2008.03606
"""

from typing import Any, Callable, 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 models
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

import jax
import jax.numpy as jnp

Grads = Params


def create_grads_for_each_client(grad_fn):
  """Builds for_each_client for gradient computation."""

  def client_init(server_params, client_rng):
    client_step_state = {
        'params': server_params,
        'rng': client_rng,
        'num_sum': 0.,
        'grads_sum': jax.tree_util.tree_map(jnp.zeros_like, server_params)
    }
    return client_step_state

  def client_step(client_step_state, batch):
    rng, use_rng = jax.random.split(client_step_state['rng'])
    grads = grad_fn(client_step_state['params'], batch, use_rng)
    num = jnp.sum(batch[client_datasets.EXAMPLE_MASK_KEY])
    grads_sum = tree_util.tree_add(
        tree_util.tree_weight(grads, num), client_step_state['grads_sum'])
    next_client_step_state = {
        'params': client_step_state['params'],
        'rng': rng,
        'num_sum': client_step_state['num_sum'] + num,
        'grads_sum': grads_sum
    }
    return next_client_step_state

  def client_final(server_params, client_step_state):
    del server_params
    client_output = (client_step_state['grads_sum'],
                     client_step_state['num_sum'])
    return client_output

  return for_each_client.for_each_client(client_init, client_step, client_final)


def create_train_for_each_client(grad_fn, base_optimizer):
  """Builds for_each_client for client training."""

  def client_init(shared_input, client_rng):
    client_step_state = {
        'params': shared_input['params'],
        'opt_state': shared_input['opt_state'],
        'rng': client_rng,
        'init_params': shared_input['params'],
        'control_variate': shared_input['control_variate'],
    }
    return client_step_state

  def client_step(client_step_state, batch):
    rng, use_rng = jax.random.split(client_step_state['rng'])
    client_control_variate = grad_fn(client_step_state['init_params'], batch,
                                     use_rng)
    grads = grad_fn(client_step_state['params'], batch, use_rng)
    adjusted_grads = jax.tree_util.tree_multimap(
        lambda g, cc, c: g - cc + c, grads, client_control_variate,
        client_step_state['control_variate'])
    _, params = base_optimizer.apply(adjusted_grads,
                                     client_step_state['opt_state'],
                                     client_step_state['params'])
    next_client_step_state = {
        'params': params,
        'opt_state': client_step_state['opt_state'],
        'rng': rng,
        'init_params': client_step_state['init_params'],
        'control_variate': client_step_state['control_variate'],
    }
    return next_client_step_state

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

  return for_each_client.for_each_client(client_init, client_step, client_final)


[docs]@dataclasses.dataclass class ServerState: """State of server passed between rounds. Attributes: params: A pytree representing the server model parameters. opt_state: A pytree representing the base optimizer state. """ params: Params opt_state: optimizers.OptState
[docs]def mime( per_example_loss: Callable[[Params, BatchExample, PRNGKey], jnp.ndarray], base_optimizer: optimizers.Optimizer, client_batch_hparams: client_datasets.ShuffleRepeatBatchHParams, grads_batch_hparams: client_datasets.PaddedBatchHParams, server_learning_rate: float, regularizer: Optional[Callable[[Params], jnp.ndarray]] = None ) -> federated_algorithm.FederatedAlgorithm: """Builds mime. 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 server gradient computation and gradient descent training. base_optimizer: Base optimizer to mimic. client_batch_hparams: Hyperparameters for batching client dataset for train. grads_batch_hparams: Hyperparameters for batching client dataset for server gradient computation. server_learning_rate: Server learning rate. regularizer: Optional regularizer that only depends on params. Returns: FederatedAlgorithm """ grad_fn = models.grad(per_example_loss, regularizer) grads_for_each_client = create_grads_for_each_client(grad_fn) train_for_each_client = create_train_for_each_client(grad_fn, base_optimizer) def init(params: Params) -> ServerState: opt_state = base_optimizer.init(params) return ServerState(params, opt_state) def apply( server_state: ServerState, clients: Sequence[Tuple[federated_data.ClientId, client_datasets.ClientDataset, PRNGKey]] ) -> Tuple[ServerState, Mapping[federated_data.ClientId, Any]]: # Compute full-batch gradient at server params on train data. grads_batch_clients = [(cid, cds.padded_batch(grads_batch_hparams), crng) for cid, cds, crng in clients] grads_sum_total, num_sum_total = tree_util.tree_sum( (co for _, co in grads_for_each_client(server_state.params, grads_batch_clients))) server_grads = tree_util.tree_inverse_weight(grads_sum_total, num_sum_total) # Control variant corrected training across clients. client_diagnostics = {} client_num_examples = {cid: len(cds) for cid, cds, _ in clients} batch_clients = [(cid, cds.shuffle_repeat_batch(client_batch_hparams), crng) for cid, cds, crng in clients] shared_input = { 'params': server_state.params, 'opt_state': server_state.opt_state, 'control_variate': server_grads } # Running weighted mean of client updates. delta_params_sum = tree_util.tree_zeros_like(server_state.params) num_examples_sum = 0. for client_id, delta_params in train_for_each_client( shared_input, batch_clients): num_examples = client_num_examples[client_id] delta_params_sum = tree_util.tree_add( delta_params_sum, tree_util.tree_weight(delta_params, num_examples)) num_examples_sum += num_examples client_diagnostics[client_id] = { 'delta_l2_norm': tree_util.tree_l2_norm(delta_params) } mean_delta_params = tree_util.tree_inverse_weight(delta_params_sum, num_examples_sum) server_state = server_update(server_state, server_grads, mean_delta_params) return server_state, client_diagnostics def server_update(server_state, server_grads, mean_delta_params): # Server params uses weighted average of client updates, scaled by the # server_learning_rate. params = jax.tree_util.tree_multimap( lambda p, q: p - server_learning_rate * q, server_state.params, mean_delta_params) opt_state, _ = base_optimizer.apply(server_grads, server_state.opt_state, server_state.params) return ServerState(params, opt_state) return federated_algorithm.FederatedAlgorithm(init, apply)