Title: Towards Federated Learning on Time-Evolving Heterogeneous Data. Abstract: Federated Learning (FL) is an emerging learning paradigm that preserves privacy by ensuring client data locality on edge devices. The optimization of FL is challenging in practice due to the diversity and heterogeneity of the learning system. Despite recent research efforts on improving the optimization of heterogeneous data, the impact of time-evolving heterogeneous data in real-world scenarios, such as changing client data or intermittent clients joining or leaving during training, has not been well studied.
In this work, we propose Continual Federated Learning (CFL), a flexible framework, to capture the time-evolving heterogeneity of FL. CFL covers complex and realistic scenarios---which are challenging to evaluate in previous FL formulations---by extracting the information of past local datasets and approximating the local objective functions. Theoretically, we demonstrate that CFL methods achieve a faster convergence rate than FedAvg in time-evolving scenarios, with the benefit being dependent on approximation quality. In a series of experiments, we show that the numerical findings match the convergence analysis, and CFL methods significantly outperform the other SOTA FL baselines.