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 different data distributions across participants. In contrast to approaches sharing parameters or gradients, FedH2L relies on mutual distillation, exchanging only posteriors on a shared seed set between participants in a decentralized manner. This makes it extremely bandwidth efficient, model agnostic, and crucially produces models capable of performing well on the whole data distribution when learning from heterogeneous silos.

Valuable training data is often owned by independent organizations and located in multiple data centers. Most deep learning approaches require to centralize the multi-datacenter data for performance purpose. In practice, however, it is often infeasible to transfer all data to a centralized data center due to not only bandwidth limitation but also the constraints of privacy regulations. Model averaging is a conventional choice for data parallelized training, but its ineffectiveness is claimed by previous studies as deep neural networks are often non-convex. In this paper, we argue that model averaging can be effective in the decentralized environment by using two strategies, namely, the cyclical learning rate and the increased number of epochs for local model training. With the two strategies, we show that model averaging can provide competitive performance in the decentralized mode compared to the data-centralized one. In a practical environment with multiple data centers, we conduct extensive experiments using state-of-the-art deep network architectures on different types of data. Results demonstrate the effectiveness and robustness of the proposed method.