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Probabilistic Predictions with Federated Learning.
Adam Thor Thorgeirsson1,2, Frank Gauterin2
1Dr. Ing. h.c. F. Porsche AG, 71287 Weissach, Germany.
This study introduces a novel method for probabilistic machine learning in federated learning settings. It enables accurate predictions with uncertainty quantification, matching non-distributed model performance.
Area of Science:
- Machine Learning
- Distributed Systems
- Bayesian Inference
Background:
- Probabilistic predictions are crucial in machine learning but often computationally expensive with Bayesian methods.
- Federated learning offers efficient and private training on distributed data but lacks predictive uncertainty.
- Existing methods struggle to balance computational cost, privacy, and uncertainty quantification in federated settings.
Purpose of the Study:
- To develop a novel approach for incorporating predictive uncertainty into federated learning.
- To address the computational expense and privacy concerns of traditional Bayesian methods in distributed environments.
- To enable accurate probabilistic predictions within a federated learning framework.
Main Methods:
- Treating local model weights as a posterior distribution during the aggregation step.
- Modifying the aggregation process in federated learning to include uncertainty.
- Comparing the proposed method against state-of-the-art Bayesian and non-Bayesian probabilistic learning algorithms.
Main Results:
- The proposed federated learning approach successfully incorporates predictive uncertainty.
- Performance was evaluated using proper scoring rules on predictive distributions.
- The method achieved performance comparable to non-distributed benchmarks.
Conclusions:
- This novel aggregation strategy effectively introduces uncertainty into federated learning.
- The approach offers a viable solution for probabilistic predictions in distributed, privacy-preserving machine learning.
- It bridges the gap between efficient federated learning and the need for uncertainty quantification.
