Personalized Projected Ascent for Federated Stackelberg Optimization

arXiv:2610.21295v1 Announce Type: new Abstract: Federated minimax problems, such as distributionally robust optimization and adversarial training, include an inner maximization variable built from each client's local data. These variables differ in meaning and dimension from one client to the next, so averaging them across clients, as standard federated minimax methods do, is ill-posed. We therefore study a federated minimax problem where the minimization variable $\mathbf{x}$ is shared and aggregated, while each client retains the maximization variable $\mathbf{y}_i$ (personalized). Because these applications constrain $\mathbf{y}_i$ to a compact convex set, we analyze projected ascent directly. We show that, in the nonconvex-concave regime, this projected personalized scheme attains the standard sublinear rate. In the nonconvex-PL regime, however, it hits a stepsize-invariant noise floor due to stochastic $\mathbf{y}_i$ updates. To mitigate this, we propose VR-SGDA, incorporating a variance-reduced ascent step where each client maintains a private variable snapshot. By evaluating current and snapshot gradients on the same sample, the constant variance is replaced by a vanishing drift under a two-timescale regime. VR-SGDA eliminates the noise floor, attaining sublinear leading rates while preserving personalization and projection. Experiments on subpopulation-robustness and NLP adversarial training confirm both the worst-group robustness benefits and the two-timescale tracking mechanism.

Abstract:Federated minimax problems, such as distributionally robust optimization and adversarial training, include an inner maximization variable built from each client's local data. These variables differ in meaning and dimension from one client to the next, so averaging them across clients, as standard federated minimax methods do, is ill-posed. We therefore study a federated minimax problem where the minimization variable $\mathbf{x}$ is shared and aggregated, while each client retains the maximization variable $\mathbf{y}_i$ (personalized). Because these applications constrain $\mathbf{y}_i$ to a compact convex set, we analyze projected ascent directly. We show that, in the nonconvex-concave regime, this projected personalized scheme attains the standard sublinear rate. In the nonconvex-PL regime, however, it hits a stepsize-invariant noise floor due to stochastic $\mathbf{y}_i$ updates. To mitigate this, we propose VR-SGDA, incorporating a variance-reduced ascent step where each client maintains a private variable snapshot. By evaluating current and snapshot gradients on the same sample, the constant variance is replaced by a vanishing drift under a two-timescale regime. VR-SGDA eliminates the noise floor, attaining sublinear leading rates while preserving personalization and projection. Experiments on subpopulation-robustness and NLP adversarial training confirm both the worst-group robustness benefits and the two-timescale tracking mechanism.

Machine Learning (cs.LG)

arXiv:2610.21295 [cs.LG]

(or arXiv:2610.21295v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.21295 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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Personalized Projected Ascent for Federated Stackelberg Optimization

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