Federated Bayesian Network Ensembles

Abstract: Federated learning allows us to run machine learning algorithms on decentralized data when data sharing is not permitted due to privacy concerns. Ensemble-based learning works by training multiple (weak) classifiers whose output is aggregated. Federated ensembles are ensembles applied to a federated setting, where each classifier in the ensemble is trained on one data location. In this article, we explore the use of federated ensembles of Bayesian networks (FBNE) in a range of experiments and compare their performance with locally trained models and models trained with VertiBayes, a federated learning algorithm to train Bayesian networks from decentralized data. Our results show that FBNE outperforms local models and provides a significant increase in training speed compared with VertiBayes while maintaining a similar performance in most settings, among other advantages. We show that FBNE is a potentially useful tool within the federated learning toolbox, especially when local populations are heavily biased, or there is a strong imbalance in population size across parties. We discuss the advantages and disadvantages of this approach in terms of time complexity, model accuracy, privacy protection, and model interpretability.