Feddane: A Federated Newton-Type Method

Federated learning aims to jointly learn statistical models over massively distributed remote devices. In this work, we propose FedDANE, an optimization method that we adapt from DANE [8, 9], a method for classical distributed optimization, to handle the practical constraints of federated learning. We provide convergence guarantees for this method when learning over both convex and non-convex functions. Despite encouraging theoretical results, we find that the method has underwhelming performance empirically. In particular, through empirical simulations on both synthetic and real-world datasets, FedDANE consistently underperforms baselines of FedAvg [7] and FedProx [4] in realistic federated settings. We identify low device participation and statistical device heterogeneity as two underlying causes of this underwhelming performance, and conclude by suggesting several directions of future work.