Personalised federated learning (FL) aims at collaboratively learning a machine learning model tailored for each client. Albeit promising advances have been made in this direction, most of the existing approaches do not allow for uncertainty quantification which is crucial in many applications. In addition, personalisation in the cross-silo and cross-device setting still involves important issues, especially for new clients or those having a small number of observations. This paper aims at filling these gaps. To this end, we propose a novel methodology coined FedPop by recasting personalised FL into the population modeling paradigm where clients' models involve fixed common population parameters and random effects, aiming at explaining data heterogeneity. To derive convergence guarantees for our scheme, we introduce a new class of federated stochastic optimisation algorithms that relies on Markov chain Monte Carlo methods. Compared to existing personalised FL methods, the proposed methodology has important benefits: it is robust to client drift, practical for inference on new clients, and above all, enables uncertainty quantification under mild computational and memory overheads. We provide nonasymptotic convergence guarantees for the proposed algorithms and illustrate their performances on various personalised federated learning tasks.

Abstract--Federated learning (FL) offers privacy preserving, distributed machine learning, allowing clients to contribute to a global model without revealing their local data. As models increasingly serve as monetizable digital assets, the ability to prove participation in their training becomes essential for establishing ownership. In this paper, we address this emerging need by introducing FedPoP, a novel FL framework that allows non-linkable proof of participation while preserving client anonymity and privacy without requiring either extensive computations or a public ledger . FedPoP is designed to seamlessly integrate with existing secure aggregation protocols to ensure compatibility with real-world FL deployments. We provide a proof of concept implementation and an empirical evaluation under realistic client dropouts. In our prototype, FedPoP introduces 0.97 seconds of per-round overhead atop securely aggregated FL and enables a client to prove its participation/contribution to a model held by a third party in 0.0612 seconds. These results indicate FedPoP is practical for real-world deployments that require auditable participation without sacrificing privacy. Federated learning (FL) [1] has become one of the innovative distributed machine learning structures wherein private data holders (a.k.a. The most common FL setting involves three parties: a server who initiates a model and aggregates training data (local models) from clients, a large number of clients who collaboratively train the model, and a service provider who deploys the model to provide services to its users. In a nutshell, an FL system consists of iterative aggregation rounds where 1) the server sends global model parameters to clients; 2) each client trains the model using its own private data and transmits updated parameters to the server; and 3) the server aggregates the updated parameters sent by the clients into a new global model using an aggregation procedure (e.g., FedAvg [1], FedQV [2]). The final global model is delivered to the service provider when the training is completed.

Personalised federated learning (FL) aims at collaboratively learning a machine learning model tailored for each client.

Personalised federated learning (FL) aims at collaboratively learning a machine learning model tailored for each client. Albeit promising advances have been made in this direction, most of the existing approaches do not allow for uncertainty quantification which is crucial in many applications. In addition, personalisation in the cross-silo and cross-device setting still involves important issues, especially for new clients or those having a small number of observations. This paper aims at filling these gaps. To this end, we propose a novel methodology coined FedPop by recasting personalised FL into the population modeling paradigm where clients' models involve fixed common population parameters and random effects, aiming at explaining data heterogeneity.

Federated Learning (FL) is a distributed machine learning (ML) paradigm, in which multiple clients collaboratively train ML models without centralizing their local data. Similar to conventional ML pipelines, the client local optimization and server aggregation procedure in FL are sensitive to the hyperparameter (HP) selection. Despite extensive research on tuning HPs for centralized ML, these methods yield suboptimal results when employed in FL. This is mainly because their "training-after-tuning" framework is unsuitable for FL with limited client computation power. While some approaches have been proposed for HP-Tuning in FL, they are limited to the HPs for client local updates. In this work, we propose a novel HP-tuning algorithm, called Federated Population-based Hyperparameter Tuning (FedPop), to address this vital yet challenging problem. FedPop employs population-based evolutionary algorithms to optimize the HPs, which accommodates various HP types at both client and server sides. Compared with prior tuning methods, FedPop employs an online "tuning-while-training" framework, offering computational efficiency and enabling the exploration of a broader HP search space. Our empirical validation on the common FL benchmarks and complex real-world FL datasets demonstrates the effectiveness of the proposed method, which substantially outperforms the concurrent state-of-the-art HP tuning methods for FL.

Personalised federated learning (FL) aims at collaboratively learning a machine learning model taylored for each client. Albeit promising advances have been made in this direction, most of existing approaches works do not allow for uncertainty quantification which is crucial in many applications. In addition, personalisation in the cross-device setting still involves important issues, especially for new clients or those having small number of observations. This paper aims at filling these gaps. To this end, we propose a novel methodology coined FedPop by recasting personalised FL into the population modeling paradigm where clients' models involve fixed common population parameters and random effects, aiming at explaining data heterogeneity. To derive convergence guarantees for our scheme, we introduce a new class of federated stochastic optimisation algorithms which relies on Markov chain Monte Carlo methods. Compared to existing personalised FL methods, the proposed methodology has important benefits: it is robust to client drift, practical for inference on new clients, and above all, enables uncertainty quantification under mild computational and memory overheads. We provide non-asymptotic convergence guarantees for the proposed algorithms and illustrate their performances on various personalised federated learning tasks.