Federated learning (FL) provides a communication-efficient approach to solve machine learning problems concerning distributed data, without sending raw data to a central server. However, existing works on FL only utilize first-order gradient descent (GD) and do not consider the preceding iterations to gradient update which can potentially accelerate convergence. In this paper, we consider momentum term which relates to the last iteration. The proposed momentum federated learning (MFL) uses momentum gradient descent (MGD) in the local update step of FL system. We establish global convergence properties of MFL and derive an upper bound on MFL convergence rate. Comparing the upper bounds on MFL and FL convergence rate, we provide conditions in which MFL accelerates the convergence. For different machine learning models, the convergence performance of MFL is evaluated based on experiments with MNIST dataset. Simulation results comfirm that MFL is globally convergent and further reveal significant convergence improvement over FL.
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