MMVFL: A Simple Vertical Federated Learning Framework for Multi-Class Multi-Participant Scenarios

Federated learning (FL) is a privacy-preserving collective machine learning paradigm. Vertical federated learning (VFL) deals with the case where participants share the same sample ID space but have different feature spaces, while label information is owned by one participant. Early studies of VFL supported two participants and focused on binary-class logistic regression problems, while recent studies have put more attention on specific aspects such as communication efficiency and data security. In this paper, we propose the multi-participant multi-class vertical federated learning (MMVFL) framework for multi-class VFL problems involving multiple parties. By extending the idea of multi-view learning (MVL), MMVFL enables label sharing from its owner to other VFL participants in a privacy-preserving manner. To demonstrate the effectiveness of MMVFL, a feature selection scheme is incorporated into MMVFL to compare its performance against supervised feature selection and MVL-based approaches. The proposed framework is capable of quantifying feature importance and measuring participant contributions. It is also simple and easy to combine with other communication and security techniques. The experiment results on feature selection for classification tasks on real-world datasets show that MMVFL can effectively share label information among multiple VFL participants and match the multi-class classification performance of existing approaches.