Federated learning has attracted considerable interest for collaborative machine learning in healthcare to leverage separate institutional datasets while maintaining patient privacy. However, additional challenges such as poor calibration and lack of interpretability may also hamper widespread deployment of federated models into clinical practice and lead to user distrust or misuse of ML tools in high-stakes clinical decision-making. In this paper, we propose to address these challenges by incorporating an adaptive conformal framework into federated learning to ensure distribution-free prediction sets that provide coverage guarantees and uncertainty estimates without requiring any additional modifications to the model or assumptions. Empirical results on the MedMNIST medical imaging benchmark demonstrate our federated method provide tighter coverage in lower average cardinality over local conformal predictions on 6 different medical imaging benchmark datasets in 2D and 3D multi-class classification tasks. Further, we correlate class entropy and prediction set size to assess task uncertainty with conformal methods.
The ability to generalize experimental results from randomized control trials (RCTs) across locations is crucial for informing policy decisions in targeted regions. Such generalization is often hindered by the lack of identifiability due to unmeasured effect modifiers that compromise direct transport of treatment effect estimates from one location to another. We build upon sensitivity analysis in observational studies and propose an optimization procedure that allows us to get bounds on the treatment effects in targeted regions. Furthermore, we construct more informative bounds by balancing on the moments of covariates. In simulation experiments, we show that the covariate balancing approach is promising in getting sharper identification intervals.
Stochastic optimization algorithms implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the communication overhead for exchanging information such as stochastic gradients between different workers. Sparse communication with memory and the adaptive aggregation methodology are two successful frameworks among the various techniques proposed to address this issue. In this paper, we creatively exploit the advantages of Sparse communication and Adaptive aggregated Stochastic Gradients to design a communication-efficient distributed algorithm named SASG. Specifically, we first determine the workers that need to communicate based on the adaptive aggregation rule and then sparse this transmitted information. Therefore, our algorithm reduces both the overhead of communication rounds and the number of communication bits in the distributed system. We define an auxiliary sequence and give convergence results of the algorithm with the help of Lyapunov function analysis. Experiments on training deep neural networks show that our algorithm can significantly reduce the number of communication rounds and bits compared to the previous methods, with little or no impact on training and testing accuracy.
Estimating an individual treatment effect (ITE) is essential to personalized decision making. However, existing methods for estimating the ITE often rely on unconfoundedness, an assumption that is fundamentally untestable with observed data. To this end, this paper proposes a method for sensitivity analysis of the ITE, a way to estimate a range of the ITE under unobserved confounding. The method we develop quantifies unmeasured confounding through a marginal sensitivity model [Ros2002, Tan2006], and then adapts the framework of conformal inference to estimate an ITE interval at a given confounding strength. In particular, we formulate this sensitivity analysis problem as one of conformal inference under distribution shift, and we extend existing methods of covariate-shifted conformal inference to this more general setting. The result is a predictive interval that has guaranteed nominal coverage of the ITE, a method that provides coverage with distribution-free and nonasymptotic guarantees. We evaluate the method on synthetic data and illustrate its application in an observational study.
In many machine learning applications where massive and privacy-sensitive data are generated on numerous mobile or IoT devices, collecting data in a centralized location may be prohibitive. Thus, it is increasingly attractive to estimate parameters over mobile or IoT devices while keeping data localized. Such learning setting is known as cross-device federated learning. In this paper, we propose the first theoretically guaranteed algorithms for general minimax problems in the cross-device federated learning setting. Our algorithms require only a fraction of devices in each round of training, which overcomes the difficulty introduced by the low availability of devices. The communication overhead is further reduced by performing multiple local update steps on clients before communication with the server, and global gradient estimates are leveraged to correct the bias in local update directions introduced by data heterogeneity. By developing analyses based on novel potential functions, we establish theoretical convergence guarantees for our algorithms. Experimental results on AUC maximization, robust adversarial network training, and GAN training tasks demonstrate the efficiency of our algorithms.
Federated Learning (FL) is a distributed machine learning protocol that allows a set of agents to collaboratively train a model without sharing their datasets. This makes FL particularly suitable for settings where data privacy is desired. However, it has been observed that the performance of FL is closely related to the similarity of the local data distributions of agents. Particularly, as the data distributions of agents differ, the accuracy of the trained models drop. In this work, we look at how variations in local data distributions affect the fairness and the robustness properties of the trained models in addition to the accuracy. Our experimental results indicate that, the trained models exhibit higher bias, and become more susceptible to attacks as local data distributions differ. Importantly, the degradation in the fairness, and robustness can be much more severe than the accuracy. Therefore, we reveal that small variations that have little impact on the accuracy could still be important if the trained model is to be deployed in a fairness/security critical context.
Federated learning enables multiple parties to collaboratively train a machine learning model without communicating their local data. A key challenge in federated learning is to handle the heterogeneity of local data distribution across parties. Although many studies have been proposed to address this challenge, we find that they fail to achieve high performance in image datasets with deep learning models. In this paper, we propose MOON: model-contrastive federated learning. MOON is a simple and effective federated learning framework. The key idea of MOON is to utilize the similarity between model representations to correct the local training of individual parties, i.e., conducting contrastive learning in model-level. Our extensive experiments show that MOON significantly outperforms the other state-of-the-art federated learning algorithms on various image classification tasks.
The demand for artificial intelligence has grown significantly over the last decade and this growth has been fueled by advances in machine learning techniques and the ability to leverage hardware acceleration. However, in order to increase the quality of predictions and render machine learning solutions feasible for more complex applications, a substantial amount of training data is required. Although small machine learning models can be trained with modest amounts of data, the input for training larger models such as neural networks grows exponentially with the number of parameters. Since the demand for processing training data has outpaced the increase in computation power of computing machinery, there is a need for distributing the machine learning workload across multiple machines, and turning the centralized into a distributed system. These distributed systems present new challenges, first and foremost the efficient parallelization of the training process and the creation of a coherent model. This article provides an extensive overview of the current state-of-the-art in the field by outlining the challenges and opportunities of distributed machine learning over conventional (centralized) machine learning, discussing the techniques used for distributed machine learning, and providing an overview of the systems that are available.
Many tasks in natural language processing can be viewed as multi-label classification problems. However, most of the existing models are trained with the standard cross-entropy loss function and use a fixed prediction policy (e.g., a threshold of 0.5) for all the labels, which completely ignores the complexity and dependencies among different labels. In this paper, we propose a meta-learning method to capture these complex label dependencies. More specifically, our method utilizes a meta-learner to jointly learn the training policies and prediction policies for different labels. The training policies are then used to train the classifier with the cross-entropy loss function, and the prediction policies are further implemented for prediction. Experimental results on fine-grained entity typing and text classification demonstrate that our proposed method can obtain more accurate multi-label classification results.
Alternating Direction Method of Multipliers (ADMM) is a widely used tool for machine learning in distributed settings, where a machine learning model is trained over distributed data sources through an interactive process of local computation and message passing. Such an iterative process could cause privacy concerns of data owners. The goal of this paper is to provide differential privacy for ADMM-based distributed machine learning. Prior approaches on differentially private ADMM exhibit low utility under high privacy guarantee and often assume the objective functions of the learning problems to be smooth and strongly convex. To address these concerns, we propose a novel differentially private ADMM-based distributed learning algorithm called DP-ADMM, which combines an approximate augmented Lagrangian function with time-varying Gaussian noise addition in the iterative process to achieve higher utility for general objective functions under the same differential privacy guarantee. We also apply the moments accountant method to bound the end-to-end privacy loss. The theoretical analysis shows that DP-ADMM can be applied to a wider class of distributed learning problems, is provably convergent, and offers an explicit utility-privacy tradeoff. To our knowledge, this is the first paper to provide explicit convergence and utility properties for differentially private ADMM-based distributed learning algorithms. The evaluation results demonstrate that our approach can achieve good convergence and model accuracy under high end-to-end differential privacy guarantee.
We train a recurrent neural network language model using a distributed, on-device learning framework called federated learning for the purpose of next-word prediction in a virtual keyboard for smartphones. Server-based training using stochastic gradient descent is compared with training on client devices using the Federated Averaging algorithm. The federated algorithm, which enables training on a higher-quality dataset for this use case, is shown to achieve better prediction recall. This work demonstrates the feasibility and benefit of training language models on client devices without exporting sensitive user data to servers. The federated learning environment gives users greater control over their data and simplifies the task of incorporating privacy by default with distributed training and aggregation across a population of client devices.