School of Computer Science and Engineering, Nanyang Technological University, Singapore（南洋理工大学计算机科学与工程学院，新加坡）；Joint NTU-WeBank Research Centre on FinTech, NTU, Singapore（南洋理工大学-微众银行金融科技联合研究中心，新加坡南洋理工大学）
Federated learning (FL) is a privacy-preserving paradigm for training collective machine learning models with locally stored data from multiple participants. Vertical federated learning (VFL) deals with the case where participants sharing the same sample ID space but having different feature spaces, while label information is owned by one participant. Current studies of VFL only support two participants, and mostly focus on binaryclass logistic regression problems. In this paper, we propose the Multi-participant Multi-class Vertical Federated Learning (MMVFL) framework for multi-class VFL problems involving multiple parties. Extending the idea of multi-view learning (MVL), MMVFL enables label sharing from its owner to other VFL participants in a privacypreserving manner. To demonstrate the effectiveness of MMVFL, a feature selection scheme is incorporated into MMVFL to compare its performance against supervised feature selection and MVL-based approaches. Experiment results on real-world datasets show that MMVFL can effectively share label information among multiple VFL participants and match multi-class classification performance of existing approaches.
Vertical federated learning is a collaborative machine learning framework to train deep leaning models on vertically partitioned data with privacy-preservation. It attracts much attention both from academia and industry. Unfortunately, applying most existing vertical federated learning methods in real-world applications still faces two daunting challenges. First, most existing vertical federated learning methods have a strong assumption that at least one party holds the complete set of labels of all data samples, while this assumption is not satisfied in many practical scenarios, where labels …
JD Finance America Corporation（京东金融美国公司）；Department of Electrical & Computer Engineering, University of Pittsburgh（匹兹堡大学电气与计算机工程系）；University of Pittsburgh（匹兹堡大学）
The privacy-preserving federated learning for vertically partitioned data has shown promising results as the solution of the emerging multi-party joint modeling application, in which the data holders (such as government branches, private finance and e-business companies) collaborate throughout the learning process rather than relying on a trusted third party to hold data. However, existing federated learning algorithms for vertically partitioned data are limited to synchronous computation. To improve the efficiency when the unbalanced computation/communication resources are common among the pa…
WeBank（微众银行）；ShanghaiTech University（上海科技大学）；Hong Kong University of Science and Technology（香港科技大学）
Data privacy and security becomes a major concern in building machine learning models from different data providers. Federated learning shows promise by leaving data at providers locally and exchanging encrypted information. This paper studies the vertical federated learning structure for logistic regression where the data sets at two parties have the same sample IDs but own disjoint subsets of features. Existing frameworks adopt the first-order stochastic gradient descent algorithm, which requires large number of communication rounds. To address the communication challenge, we propose a quasi…
Swiss Re（瑞士再保险）；Ping An P&C Insurance Co., Ltd.（平安财产保险股份有限公司）
Federated Machine Learning (FML) creates an ecosystem for multiple parties to collaborate on building models while protecting data privacy for the participants. A measure of the contribution for each party in FML enables fair credits allocation. In this paper we develop simple but powerful techniques to fairly calculate the contributions of multiple parties in FML, in the context of both horizontal FML and vertical FML. For Horizontal FML we use deletion method to calculate the grouped instance influence. For Vertical FML we use Shapley Values to calculate the grouped feature importance. Our m…
Federated Learning is introduced to protect privacy by distributing training data into multiple parties. Each party trains its own model and a meta-model is constructed from the sub models. In this way the details of the data are not disclosed in between each party. In this paper we investigate the model interpretation methods for Federated Learning, specifically on the measurement of feature importance of vertical Federated Learning where feature space of the data is divided into two parties, namely host and guest. For host party to interpret a single prediction of vertical Federated Learning…
With the success of big data and artificial intelligence in many fields, the applications of big data driven models are expected in financial risk management especially credit scoring and rating. Under the premise of data privacy protection, we propose a projected gradient-based method in the vertical federated learning framework for the traditional scorecard, which is based on logistic regression with bounded constraints, namely FL-LRBC. The latter enables multiple agencies to jointly train an optimized scorecard model in a single training session. It leads to the formation of the model with …
University of Singapore（新加坡大学）；Ant financial（蚂蚁金融）
Federated learning (FL) is an emerging practical framework for effective and scalable machine learning among multiple participants, such as end users, organizations and companies. However, most existing FL or distributed learning frameworks have not well addressed two important issues together: collaborative fairness and adversarial robustness (e.g. free-riders and malicious participants). In conventional FL, all participants receive the global model (equal rewards), which might be unfair to the high-contributing participants. Furthermore, due to the lack of a safeguard mechanism, free-riders …
Federated learning enables training collaborative machine learning models at scale with many participants whilst preserving the privacy of their datasets. Standard federated learning techniques are vulnerable to Byzantine failures, biased local datasets, and poisoning attacks. In this paper we introduce Adaptive Federated Averaging, a novel algorithm for robust federated learning that is designed to detect failures, attacks, and bad updates provided by participants in a collaborative model. We propose a Hidden Markov Model to model and learn the quality of model updates provided by each partic…
Federated learning (FL) is a heavily promoted approach for training ML models on sensitive data, e.g., text typed by users on their smartphones. FL is expressly designed for training on data that are unbalanced and non-iid across the participants. To ensure privacy and integrity of the fedeated model, latest FL approaches use differential privacy or robust aggregation. We look at FL from the \emph{local} viewpoint of an individual participant and ask: (1) do participants have an incentive to participate in FL? (2) how can participants \emph{individually} improve the quality of their local mode…
University of Minnesota（明尼苏达大学）；MIT-IBM Watson AI Lab（麻省理工学院-IBM沃森人工智能实验室）；IBM Research（IBM研究院）
Vertical federated learning (VFL) is a distributed learning paradigm, where computing clients collectively train a model based on the partial features of the same set of samples they possess. Current research on VFL focuses on the case when samples are independent, but it rarely addresses an emerging scenario when samples are interrelated through a graph. For graph-structured data, graph neural networks (GNNs) are competitive machine learning models, but a naive implementation in the VFL setting causes a significant communication overhead. Moreover, the analysis of the training is faced with a…
Vertical Federated Learning (VFL) refers to the collaborative training of a model on a dataset where the features of the dataset are split among multiple data owners, while label information is owned by a single data owner. In this paper, we propose a novel method, Multi Vertical Federated Learning (Multi-VFL), to train VFL models when there are multiple data and label owners. Our approach is the first to consider the setting where $D$-data owners (across which features are distributed) and $K$-label owners (across which labels are distributed) exist. This proposed configuration allows differe…
Federated learning is a distributed machine learning method that aims to preserve the privacy of sample features and labels. In a federated learning system, ID-based sample alignment approaches are usually applied with few efforts made on the protection of ID privacy. In real-life applications, however, the confidentiality of sample IDs, which are the strongest row identifiers, is also drawing much attention from many participants. To relax their privacy concerns about ID privacy, this paper formally proposes the notion of asymmetrical vertical federated learning and illustrates the way to pro…
Quick global aggregation of effective distributed parameters is crucial to federated learning (FL), which requires adequate bandwidth for parameters communication and sufficient user data for local training. Otherwise, FL may cost excessive training time for convergence and produce inaccurate models. In this paper, we propose a brand-new FL framework, PromptFL, that replaces the federated model training with the federated prompt training, i.e., let federated participants train prompts instead of a shared model, to simultaneously achieve the efficient global aggregation and local training on in…
Privacy-preserving machine learning has drawn increasingly attention recently, especially with kinds of privacy regulations come into force. Under such situation, Federated Learning (FL) appears to facilitate privacy-preserving joint modeling among multiple parties. Although many federated algorithms have been extensively studied, there is still a lack of secure and practical gradient tree boosting models (e.g., XGB) in literature. In this paper, we aim to build large-scale secure XGB under vertically federated learning setting. We guarantee data privacy from three aspects. Specifically, (i) w…
Federated learning is a distributed and privacy-preserving approach to train a statistical model collaboratively from decentralized data of different parties. However, when datasets of participants are not independent and identically distributed (non-IID), models trained by naive federated algorithms may be biased towards certain participants, and model performance across participants is non-uniform. This is known as the fairness problem in federated learning. In this paper, we formulate fairness-controlled federated learning as a dynamical multi-objective optimization problem to ensure fair p…
As there is a growing interest in utilizing data across multiple resources to build better machine learning models, many vertically federated learning algorithms have been proposed to preserve the data privacy of the participating organizations. However, the efficiency of existing vertically federated learning algorithms remains to be a big problem, especially when applied to large-scale real-world datasets. In this paper, we present a fast, accurate, scalable and yet robust system for vertically federated random forest. With extensive optimization, we achieved $5\times$ and $83\times$ speed u…
Federated learning (FL) is an emerging paradigm for distributed training of large-scale deep neural networks in which participants' data remains on their own devices with only model updates being shared with a central server. However, the distributed nature of FL gives rise to new threats caused by potentially malicious participants. In this paper, we study targeted data poisoning attacks against FL systems in which a malicious subset of the participants aim to poison the global model by sending model updates derived from mislabeled data. We first demonstrate that such data poisoning attacks c…
Ping An Technology (Shenzhen) Co., Ltd.（平安科技（深圳）有限公司）
In federated learning (FL), fair and accurate measurement of the contribution of each federated participant is of great significance. The level of contribution not only provides a rational metric for distributing financial benefits among federated participants, but also helps to discover malicious participants that try to poison the FL framework. Previous methods for contribution measurement were based on enumeration over possible combination of federated participants. Their computation costs increase drastically with the number of participants or feature dimensions, making them inapplicable i…
As data privacy is gradually valued by people, federated learning(FL) has emerged because of its potential to protect data. FL uses homomorphic encryption and differential privacy encryption on the promise of ensuring data security to realize distributed machine learning by exchanging encrypted information between different data providers. However, there are still many problems in FL, such as the communication efficiency between the client and the server and the data is non-iid. In order to solve the two problems mentioned above, we propose a novel vertical federated learning framework based o…
Federated Learning is a new distributed learning mechanism which allows model training on a large corpus of decentralized data owned by different data providers, without sharing or leakage of raw data. According to the characteristics of data dis-tribution, it could be usually classified into three categories: horizontal federated learning, vertical federated learning, and federated transfer learning. In this paper we present a solution for parallel dis-tributed logistic regression for vertical federated learning. As compared with existing works, the role of third-party coordinator is removed …
Vertical federated learning (VFL) allows an active party with labeled feature to leverage auxiliary features from the passive parties to improve model performance. Concerns about the private feature and label leakage in both the training and inference phases of VFL have drawn wide research attention. In this paper, we propose a general privacy-preserving vertical federated deep learning framework called FedPass, which leverages adaptive obfuscation to protect the feature and label simultaneously. Strong privacy-preserving capabilities about private features and labels are theoretically proved …
Federated learning, which solves the problem of data island by connecting multiple computational devices into a decentralized system, has become a promising paradigm for privacy-preserving machine learning. This paper studies vertical federated learning (VFL), which tackles the scenarios where collaborating organizations share the same set of users but disjoint features. Contemporary VFL methods are mainly used in static scenarios where the active party and the passive party have all the data from the beginning and will not change. However, the data in real life often changes dynamically. To a…
Smart sensing provides an easier and convenient data-driven mechanism for monitoring and control in the built environment. Data generated in the built environment are privacy sensitive and limited. Federated learning is an emerging paradigm that provides privacy-preserving collaboration among multiple participants for model training without sharing private and limited data. The noisy labels in the datasets of the participants degrade the performance and increase the number of communication rounds for convergence of federated learning. Such large communication rounds require more time and energ…
Federated learning is a popular collaborative learning approach that enables clients to train a global model without sharing their local data. Vertical federated learning (VFL) deals with scenarios in which the data on clients have different feature spaces but share some overlapping samples. Existing VFL approaches suffer from high communication costs and cannot deal efficiently with limited overlapping samples commonly seen in the real world. We propose a practical vertical federated learning (VFL) framework called \textbf{one-shot VFL} that can solve the communication bottleneck and the prob…
Federated Learning (FL) is an emerging direction in distributed machine learning (ML) that enables in-situ model training and testing on edge data. Despite having the same end goals as traditional ML, FL executions differ significantly in scale, spanning thousands to millions of participating devices. As a result, data characteristics and device capabilities vary widely across clients. Yet, existing efforts randomly select FL participants, which leads to poor model and system efficiency. In this paper, we propose Oort to improve the performance of federated training and testing with guided par…
Institute for AI Industry Research, Tsinghua University（清华大学智能产业研究院）
Vertical Federated Learning (VFL) is widely utilized in real-world applications to enable collaborative learning while protecting data privacy and safety. However, previous works show that parties without labels (passive parties) in VFL can infer the sensitive label information owned by the party with labels (active party) or execute backdoor attacks to VFL. Meanwhile, active party can also infer sensitive feature information from passive party. All these pose new privacy and security challenges to VFL systems. We propose a new general defense method which limits the mutual information between…
University of Murcia（穆尔西亚大学）；University of Zurich（苏黎世大学）；armasuisse Science & Technology（瑞士联邦国防采购局科技部门）
Federated learning (FL) allows participants to collaboratively train machine and deep learning models while protecting data privacy. However, the FL paradigm still presents drawbacks affecting its trustworthiness since malicious participants could launch adversarial attacks against the training process. Related work has studied the robustness of horizontal FL scenarios under different attacks. However, there is a lack of work evaluating the robustness of decentralized vertical FL and comparing it with horizontal FL architectures affected by adversarial attacks. Thus, this work proposes three d…
Recently, Graph Neural Network (GNN) has achieved remarkable success in various real-world problems on graph data. However in most industries, data exists in the form of isolated islands and the data privacy and security is also an important issue. In this paper, we propose FedVGCN, a federated GCN learning paradigm for privacy-preserving node classification task under data vertically partitioned setting, which can be generalized to existing GCN models. Specifically, we split the computation graph data into two parts. For each iteration of the training process, the two parties transfer interme…
Federated learning has gained great attention recently as a privacy-enhancing tool to jointly train a machine learning model by multiple parties. As a sub-category, vertical federated learning (vFL) focuses on the scenario where features and labels are split into different parties. The prior work on vFL has mostly studied how to protect label privacy during model training. However, model evaluation in vFL might also lead to potential leakage of private label information. One mitigation strategy is to apply label differential privacy (DP) but it gives bad estimations of the true (non-private) m…
We present HDP-VFL, the first hybrid differentially private (DP) framework for vertical federated learning (VFL) to demonstrate that it is possible to jointly learn a generalized linear model (GLM) from vertically partitioned data with only a negligible cost, w.r.t. training time, accuracy, etc., comparing to idealized non-private VFL. Our work builds on the recent advances in VFL-based collaborative training among different organizations which rely on protocols like Homomorphic Encryption (HE) and Secure Multi-Party Computation (MPC) to secure computation and training. In particular, we analy…
National University of Singapore（新加坡国立大学）；Wuhan University（武汉大学）
In current deep learning paradigms, local training or the Standalone framework tends to result in overfitting and thus poor generalizability. This problem can be addressed by Distributed or Federated Learning (FL) that leverages a parameter server to aggregate model updates from individual participants. However, most existing Distributed or FL frameworks have overlooked an important aspect of participation: collaborative fairness. In particular, all participants can receive the same or similar models, regardless of their contributions. To address this issue, we investigate the collaborative fa…
OpenMined；Edinburgh Napier University（爱丁堡龙比亚大学）；Apheris；Tessella；Birla Institute of Technology, Mesra（比拉理工学院（梅斯拉校区））
We introduce PyVertical, a framework supporting vertical federated learning using split neural networks. The proposed framework allows a data scientist to train neural networks on data features vertically partitioned across multiple owners while keeping raw data on an owner's device. To link entities shared across different datasets' partitions, we use Private Set Intersection on IDs associated with data points. To demonstrate the validity of the proposed framework, we present the training of a simple dual-headed split neural network for a MNIST classification task, with data samples verticall…
Rensselaer Polytechnic Institute（伦斯勒理工学院）；University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；DAMO Academy, Alibaba US（阿里巴巴美国达摩院）
Horizontal Federated learning (FL) handles multi-client data that share the same set of features, and vertical FL trains a better predictor that combine all the features from different clients. This paper targets solving vertical FL in an asynchronous fashion, and develops a simple FL method. The new method allows each client to run stochastic gradient algorithms without coordination with other clients, so it is suitable for intermittent connectivity of clients. This method further uses a new technique of perturbed local embedding to ensure data privacy and improve communication efficiency. Th…
A learning federation is composed of multiple participants who use the federated learning technique to collaboratively train a machine learning model without directly revealing the local data. Nevertheless, the existing federated learning frameworks have a serious defect that even a participant is revoked, its data are still remembered by the trained model. In a company-level cooperation, allowing the remaining companies to use a trained model that contains the memories from a revoked company is obviously unacceptable, because it can lead to a big conflict of interest. Therefore, we emphatical…
National University of Defense Technology（国防科技大学）；The University of Edinburgh（爱丁堡大学）；Samsung AI Centre（三星人工智能中心）
Federated learning (FL) enables distributed participants to collectively learn a strong global model without sacrificing their individual data privacy. Mainstream FL approaches require each participant to share a common network architecture and further assume that data are are sampled IID across participants. However, in real-world deployments participants may require heterogeneous network architectures; and the data distribution is almost certainly non-uniform across participants. To address these issues we introduce FedH2L, which is agnostic to both the model architecture and robust to diffe…
Macquarie University（麦考瑞大学）；University of New South Wales（新南威尔士大学）
Federated Learning (FL) is an efficient distributed machine learning paradigm that employs private datasets in a privacy-preserving manner. The main challenges of FL is that end devices usually possess various computation and communication capabilities and their training data are not independent and identically distributed (non-IID). Due to limited communication bandwidth and unstable availability of such devices in a mobile network, only a fraction of end devices (also referred to as the participants or clients in a FL process) can be selected in each round. Hence, it is of paramount importan…
Hainan University（海南大学）；University of Macao（澳门大学）；The Hong Kong Polytechnic University（香港理工大学）
Federated Learning (FL) creates an ecosystem for multiple agents to collaborate on building models with data privacy consideration. The method for contribution measurement of each agent in the FL system is critical for fair credits allocation but few are proposed. In this paper, we develop a real-time contribution measurement method FedCM that is simple but powerful. The method defines the impact of each agent, comprehensively considers the current round and the previous round to obtain the contribution rate of each agent with attention aggregation. Moreover, FedCM updates contribution every r…
Rensselaer Polytechnic Institute（伦斯勒理工学院）；IBM Research（IBM研究院）；National Yang Ming Chiao Tung University（国立阳明交通大学）
Recent studies show that private training data can be leaked through the gradients sharing mechanism deployed in distributed machine learning systems, such as federated learning (FL). Increasing batch size to complicate data recovery is often viewed as a promising defense strategy against data leakage. In this paper, we revisit this defense premise and propose an advanced data leakage attack with theoretical justification to efficiently recover batch data from the shared aggregated gradients. We name our proposed method as catastrophic data leakage in vertical federated learning (CAFE). Compar…
Yale University（耶鲁大学）；Renmin University of China（中国人民大学）；JD Technology Group（京东科技集团）
Federated learning, conducive to solving data privacy and security problems, has attracted increasing attention recently. However, the existing federated boosting model sequentially builds a decision tree model with the weak base learner, resulting in redundant boosting steps and high interactive communication costs. In contrast, the federated bagging model saves time by building multi-decision trees in parallel, but it suffers from performance loss. With the aim of obtaining an outstanding performance with less time cost, we propose a novel model in a vertically federated setting termed as Fe…
A Survey on Vertical Federated Learning: From a Layered Perspective
Hong Kong University of Science and Technology（香港科技大学）；Clustar Co., Ltd（Clustar有限公司）；Peking University（北京大学）；Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））
Although remarkable progress has been made by existing federated learning (FL) platforms to provide infrastructures for development, these platforms may not well tackle the challenges brought by various types of heterogeneity, including the heterogeneity in participants' local data, resources, behaviors and learning goals. To fill this gap, in this paper, we propose a novel FL platform, named FederatedScope, which employs an event-driven architecture to provide users with great flexibility to independently describe the behaviors of different participants. Such a design makes it easy for users …
Scalable Vertical Federated Learning via Data Augmentation and Amortized Inference
Centre for Data Science, Queensland University of Technology（昆士兰科技大学数据科学中心）；School of Mathematical Sciences, Queensland University of Technology（昆士兰科技大学数学科学学院）；Euler Institute, Università della Svizzera italiana (USI)（瑞士意大利语区大学欧拉研究所）；Insubria University（因苏布里亚大学）
Federated learning (FL) is an emerging paradigm for facilitating multiple organizations' data collaboration without revealing their private data to each other. Recently, vertical FL, where the participating organizations hold the same set of samples but with disjoint features and only one organization owns the labels, has received increased attention. This paper presents several feature inference attack methods to investigate the potential privacy leakages in the model prediction stage of vertical FL. The attack methods consider the most stringent setting that the adversary controls only the t…
