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FedSysID: A Federated Approach to Sample-Efficient System Identification

Nov 2022 · Conference on Learning for Dynamics & Control · pp. 1308-1320 · 28 citations · ⚡ 2 influential · 31 references
Computer Science Engineering Mathematics

TL;DR

This work addresses the question of how multiple clients collaboratively learn dynamical models in the presence of heterogeneity by posing the problem as a federated learning problem and characterize the tension between achievable performance and system heterogeneity.

Abstract

We study the problem of learning a linear system model from the observations of $M$ clients. The catch: Each client is observing data from a different dynamical system. This work addresses the question of how multiple clients collaboratively learn dynamical models in the presence of heterogeneity. We pose this problem as a federated learning problem and characterize the tension between achievable performance and system heterogeneity. Furthermore, our federated sample complexity result provides a constant factor improvement over the single agent setting. Finally, we describe a meta federated learning algorithm, FedSysID, that leverages existing federated algorithms at the client level.

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