Game of Privacy: Towards Better Federated Platform Collaboration under Privacy Restriction
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Vertical federated learning (VFL) aims to train models from cross-silo data with different feature spaces stored on different platforms. Existing VFL methods usually assume all data on each platform can be used for model training. However, due to the intrinsic privacy risks of federated learning, the total amount of involved data may be constrained. In addition, existing VFL studies usually assume only one platform has task labels and can benefit from the collaboration, making it difficult to attract other platforms to join in the collaborative learning. In this paper, we study the platform collaboration problem in VFL under privacy constraint. We propose to incent different platforms through a reciprocal collaboration, where all platforms can exploit multi-platform information in the VFL framework to benefit their own tasks. With limited privacy budgets, each platform needs to wisely allocate its data quotas for collaboration with other platforms. Thereby, they naturally form a multi-party game. There are two core problems in this game, i.e., how to appraise other platforms' data value to compute game rewards and how to optimize policies to solve the game. To evaluate the contributions of other platforms' data, each platform offers a small amount of "deposit" data to participate in the VFL. We propose a performance estimation method to predict the expected model performance when involving different amount combinations of inter-platform data. To solve the game, we propose a platform negotiation method that simulates the bargaining among platforms and locally optimizes their policies via gradient descent. Extensive experiments on two real-world datasets show that our approach can effectively facilitate the collaborative exploitation of multi-platform data in VFL under privacy restrictions.
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