Personalized Federated Hierarchical Gaussian Processes for Privacy-Preserving Modeling of Heterogeneous Distributed Systems
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Computer Science > Machine Learning
Title:Personalized Federated Hierarchical Gaussian Processes for Privacy-Preserving Modeling of Heterogeneous Distributed Systems
Abstract:We present Personalized Federated Hierarchical Gaussian Processes (pFedHGP) for probabilistic regression and classification when data are distributed across heterogeneous clients. Each client's latent function decomposes into (i) a shared global component, (ii) a client-specific deviation that shares the global kernel structure, and (iii) a flexible local residual. Sparse inducing-variable approximations and federated variational inference keep raw data local while the server synchronizes only low-dimensional statistics for the shared component. Full predictive distributions support uncertainty-aware decisions. In application studies, pFedHGP attains perfect fault classification in press tonnage monitoring using 13.77% of labeled cycles and recovers geographic zones in federated air-quality modeling without centralizing station-level time series. An Instantaneous Linear Mixing Model viewpoint links the hierarchy to multi-output Gaussian processes for correlated sensors.
| Subjects: | Machine Learning (cs.LG) |
| Cite as: | arXiv:2609.19337 [cs.LG] |
| (or arXiv:2609.19337v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2609.19337
arXiv-issued DOI via DataCite (pending registration)
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