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In this paper, we analyze the sample and communication complexity of the federated linear stochastic approximation (FedLSA) algorithm. We explicitly quantify the effects of local training with agent heterogeneity. We show that the…

Machine Learning · Statistics 2025-12-22 Paul Mangold , Sergey Samsonov , Safwan Labbi , Ilya Levin , Reda Alami , Alexey Naumov , Eric Moulines

Federated reinforcement learning (FRL) has emerged as a promising paradigm for reducing the sample complexity of reinforcement learning tasks by exploiting information from different agents. However, when each agent interacts with a…

Machine Learning · Computer Science 2024-04-16 Chenyu Zhang , Han Wang , Aritra Mitra , James Anderson

Motivated by collaborative reinforcement learning (RL) and optimization with time-correlated data, we study a generic federated stochastic approximation problem involving $M$ agents, where each agent is characterized by an agent-specific…

Machine Learning · Computer Science 2025-04-17 Feng Zhu , Aritra Mitra , Robert W. Heath

When the data used for reinforcement learning (RL) are collected by multiple agents in a distributed manner, federated versions of RL algorithms allow collaborative learning without the need for agents to share their local data. In this…

Machine Learning · Computer Science 2023-12-14 Jiin Woo , Gauri Joshi , Yuejie Chi

Federated reinforcement learning (FedRL) enables multiple agents to collaboratively learn a policy without sharing their local trajectories collected during agent-environment interactions. However, in practice, the environments faced by…

Machine Learning · Computer Science 2025-07-18 Guojun Xiong , Shufan Wang , Daniel Jiang , Jian Li

Since reinforcement learning algorithms are notoriously data-intensive, the task of sampling observations from the environment is usually split across multiple agents. However, transferring these observations from the agents to a central…

Machine Learning · Computer Science 2024-10-22 Sajad Khodadadian , Pranay Sharma , Gauri Joshi , Siva Theja Maguluri

We consider a standard federated learning (FL) architecture where a group of clients periodically coordinate with a central server to train a statistical model. We develop a general algorithmic framework called FedLin to tackle some of the…

Machine Learning · Computer Science 2021-09-01 Aritra Mitra , Rayana Jaafar , George J. Pappas , Hamed Hassani

Motivated by broad applications in reinforcement learning and federated learning, we study local stochastic approximation over a network of agents, where their goal is to find the root of an operator composed of the local operators at the…

Machine Learning · Computer Science 2020-06-25 Thinh T. Doan

SARSA, a classical on-policy control algorithm for reinforcement learning, is known to chatter when combined with linear function approximation: SARSA does not diverge but oscillates in a bounded region. However, little is known about how…

Machine Learning · Computer Science 2023-05-16 Shangtong Zhang , Remi Tachet , Romain Laroche

This paper studies linear stochastic approximation (SA) algorithms and their application to multi-agent systems in engineering and sociology. As main contribution, we provide necessary and sufficient conditions for convergence of linear SA…

Optimization and Control · Mathematics 2018-09-07 Ge Chen , Xiaoming Duan , Wenjun Mei , Francesco Bullo

Stochastic approximation with multiple coupled sequences (MSA) has found broad applications in machine learning as it encompasses a rich class of problems including bilevel optimization (BLO), multi-level compositional optimization (MCO),…

Machine Learning · Computer Science 2023-06-05 Davoud Ataee Tarzanagh , Mingchen Li , Pranay Sharma , Samet Oymak

The classical line search for learning rate (LR) tuning in the stochastic gradient descent (SGD) algorithm can tame the convergence slowdown due to data-sampling noise. In a federated setting, wherein the client heterogeneity introduces a…

Machine Learning · Computer Science 2025-10-28 Geetika , Somya Tyagi , Bapi Chatterjee

Federated Learning is an emerging learning paradigm that allows training models from samples distributed across a large network of clients while respecting privacy and communication restrictions. Despite its success, federated learning…

Machine Learning · Computer Science 2022-06-07 Isidoros Tziotis , Zebang Shen , Ramtin Pedarsani , Hamed Hassani , Aryan Mokhtari

Federated learning has emerged in the last decade as a distributed optimization paradigm due to the rapidly increasing number of portable devices able to support the heavy computational needs related to the training of machine learning…

Machine Learning · Computer Science 2024-10-10 Emanuel Buttaci , Giuseppe Carlo Calafiore

In federated learning (FL), multi-step local updates and data heterogeneity usually lead to sharper global minima, which degrades the performance of the global model. Popular FL algorithms integrate sharpness-aware minimization (SAM) into…

Machine Learning · Computer Science 2026-04-21 Junkang Liu , Fanhua Shang , Yuxuan Tian , Hongying Liu , Yuanyuan Liu

A widely recognized difficulty in federated learning arises from the statistical heterogeneity among clients: local datasets often originate from distinct yet not entirely unrelated probability distributions, and personalization is,…

Machine Learning · Statistics 2025-03-12 Shuxiao Chen , Qinqing Zheng , Qi Long , Weijie J. Su

We initiate the study of federated reinforcement learning under environmental heterogeneity by considering a policy evaluation problem. Our setup involves $N$ agents interacting with environments that share the same state and action space…

Machine Learning · Computer Science 2024-07-02 Han Wang , Aritra Mitra , Hamed Hassani , George J. Pappas , James Anderson

Federated Learning (FL) is a novel distributed machine learning which allows thousands of edge devices to train model locally without uploading data concentrically to the server. But since real federated settings are resource-constrained,…

Machine Learning · Computer Science 2024-04-16 Li Li , Moming Duan , Duo Liu , Yu Zhang , Ao Ren , Xianzhang Chen , Yujuan Tan , Chengliang Wang

Prototype-based federated learning has emerged as a promising approach that shares lightweight prototypes to transfer knowledge among clients with data heterogeneity in a model-agnostic manner. However, existing methods often collect…

Machine Learning · Computer Science 2025-05-13 Yanbing Zhou , Xiangmou Qu , Chenlong You , Jiyang Zhou , Jingyue Tang , Xin Zheng , Chunmao Cai , Yingbo Wu

Large-scale multi-agent systems are often deployed across wide geographic areas, where agents interact with heterogeneous environments. There is an emerging interest in understanding the role of heterogeneity in the performance of the…

Machine Learning · Computer Science 2026-05-18 Leo Muxing Wang , Pengkun Yang , Lili Su
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