FedQOGD: Federated Quantized Online Gradient Descent with Distributed Time-Series Data

Abstract

We investigate an online federated learning (in short, OFL), in which many edge nodes receive their own time-series data and train a sequence of global models under the orchestration of a central server while keeping data localized. In this framework, we propose a communication efficient federated quantized online gradient descent (FedQOGD) by means of a stochastic quantization and partial node participation. We theoretically prove that FedQOGD over T time slots can achieve an optimal sublinear regret bound {mathcal{O}(sqrt T ) for any quantization level (e.g., 1-level quantization), even when every node can participate in a learning process sporadically. Our analysis reveals that FedQOGD yields the same asymptotic performance as the centralized counterpart (i.e., all local data are gathered at the central server) while having a low-communication overhead and preserving an edge-node privacy. Finally, we verify the effectiveness of our algorithm via experiments with a real-world MNIST dataset on online classification task.