Abstract
Federated learning (FL) allows multiple parties to collaboratively train a machine learning model without sharing raw data. However, existing approaches are mainly designed for homogeneous feature spaces and fail to tackle covariate shift and feature heterogeneity without privacy leakage. In this paper, we propose a transfer learning approach to tackle the covariate shift of the overlapped homogeneous feature spaces, and bridge different data owners’ heterogeneous feature spaces with stringent privacy preservation in FL. We propose an end-to-end privacy-preserving multi-party learning approach with two variants based on homomorphic encryption and secret sharing techniques, respectively, to build a heterogeneous federated transfer learning (HFTL) framework. Finally, we not only demonstrate experimentally that the HFTL is secure, effective and highly scalable on five benchmark datasets, but also apply it into a real application of in-hospital mortality prediction from MIMIC-III dataset, where privacy is of significant concern.
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