Budgeted Online Model Selection and Fine-Tuning via Federated Learning
Pouya M. Ghari, Yanning Shen
TL;DR
This work tackles online model selection with a large dictionary of models on a server while edge clients face memory constraints. It introduces OFMS-FT, a federated framework where clients maintain a subset of models, perform online selection via a multiplicative-weight mechanism, and jointly fine-tune models under bandwidth limits. Theoretical regret bounds show sub-linear performance for both clients and the server, with tighter bounds as client budgets and communication bandwidth increase. Empirical results on image classification and regression tasks demonstrate that OFMS-FT outperforms several baselines, validating the practical impact of memory-aware, federated model selection and fine-tuning in non-stationary, heterogeneous data settings.
Abstract
Online model selection involves selecting a model from a set of candidate models 'on the fly' to perform prediction on a stream of data. The choice of candidate models henceforth has a crucial impact on the performance. Although employing a larger set of candidate models naturally leads to more flexibility in model selection, this may be infeasible in cases where prediction tasks are performed on edge devices with limited memory. Faced with this challenge, the present paper proposes an online federated model selection framework where a group of learners (clients) interacts with a server with sufficient memory such that the server stores all candidate models. However, each client only chooses to store a subset of models that can be fit into its memory and performs its own prediction task using one of the stored models. Furthermore, employing the proposed algorithm, clients and the server collaborate to fine-tune models to adapt them to a non-stationary environment. Theoretical analysis proves that the proposed algorithm enjoys sub-linear regret with respect to the best model in hindsight. Experiments on real datasets demonstrate the effectiveness of the proposed algorithm.
