Federated Learning with Uncertainty via Distilled Predictive
Distributions
- URL: http://arxiv.org/abs/2206.07562v2
- Date: Sun, 1 Oct 2023 16:18:46 GMT
- Title: Federated Learning with Uncertainty via Distilled Predictive
Distributions
- Authors: Shrey Bhatt, Aishwarya Gupta, Piyush Rai
- Abstract summary: We present a framework for federated learning with uncertainty where, in each round, each client infers the posterior distribution over its parameters as well as the posterior predictive distribution (PPD)
Unlike some of the recent Bayesian approaches to federated learning, our approach does not require sending the whole posterior distribution of the parameters from each client to the server.
Our approach does not make any restrictive assumptions, such as the form of the clients' posterior distributions, or of their PPDs.
- Score: 14.828509220023387
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: Most existing federated learning methods are unable to estimate
model/predictive uncertainty since the client models are trained using the
standard loss function minimization approach which ignores such uncertainties.
In many situations, however, especially in limited data settings, it is
beneficial to take into account the uncertainty in the model parameters at each
client as it leads to more accurate predictions and also because reliable
estimates of uncertainty can be used for tasks, such as out-of-distribution
(OOD) detection, and sequential decision-making tasks, such as active learning.
We present a framework for federated learning with uncertainty where, in each
round, each client infers the posterior distribution over its parameters as
well as the posterior predictive distribution (PPD), distills the PPD into a
single deep neural network, and sends this network to the server. Unlike some
of the recent Bayesian approaches to federated learning, our approach does not
require sending the whole posterior distribution of the parameters from each
client to the server but only the PPD in the distilled form as a deep neural
network. In addition, when making predictions at test time, it does not require
computationally expensive Monte-Carlo averaging over the posterior distribution
because our approach always maintains the PPD in the form of a single deep
neural network. Moreover, our approach does not make any restrictive
assumptions, such as the form of the clients' posterior distributions, or of
their PPDs. We evaluate our approach on classification in federated setting, as
well as active learning and OOD detection in federated settings, on which our
approach outperforms various existing federated learning baselines.
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