arXiv · 2609.20501
Distributionally Robust Federated Learning with Multi-Source Data
Abstract
Federated learning trains a shared model from private client data. In practice, data-generating distributions may differ, and the true mixture across clients is often unknown, making the underlying group distribution difficult to specify. Existing approaches address cross-client mixture uncertainty by optimizing against the worst-case mixture, yet assume accurate client-wise distribution estimates. However, these estimates can be unreliable when based on finite samples. To handle both cross-client mixture uncertainty and within-client distributional ambiguity, we construct a global ambiguity set as the union of admissible mixtures of local ambiguity sets. The construction allows client-specific ambiguity radii and admits a client-wise separable reformulation. Leveraging this structure, we establish a high-probability out-of-sample performance guarantee. We further develop a federated algorithm for a penalty-based reformulation and prove its convergence under milder regularity conditions. Simulations validate the algorithm's effectiveness.
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Yingzhu Liu, Zhongkui Li, Pengcheng You, Ashish Cherukuri. 2026-09-17. Distributionally Robust Federated Learning with Multi-Source Data. https://arxiv.org/abs/2609.20501
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