FEDERATED DOUBLY STOCHASTIC KERNEL LEARNING ON VERTICAL PARTITIONED DATA

摘要

System and method for prediction using a machine learning model. The system includes a coordinator, an active computing device and a passive computing device in communication with each other. The active computing device has a processor and a storage device storing computer executable code. The computer executable code is configured to: obtain parameters of the machine learning model; retrieve an instance from the local data; sample a random direction of the instance; compute a dot product of the random direction and the instance, and calculate a random feature; compute predicted values of the instance in the active and passive computing devices and summarize them to obtain a final predicted value; determine a model coefficient using the random feature, the final predicted value, and a target value of the instance; update the machine learning model using the model coefficient; and predict a value for a new instance.