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Improved Coresets for Vertical Federated Learning: Regularized Linear and Logistic Regressions

ICML 2025 · Federated learning and privacy › Personalized and heterogeneous FL · approach: Vertical federated learning

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Builds coreset constructions for regularized logistic regression (centralized and vertical FL) using l1 Lewis weights and for ridge regression in VFL using local leverage scores, with sizes that shrink as the regularization λ grows.

Problem

Coreset construction for regularized logistic and ridge regression when features are partitioned across clients in vertical federated learning, where communication cost scales with data size.

Approach

Compute local regularized sensitivity scores via l1 Lewis weights (logistic) and l2 leverage scores (ridge) on the augmented matrix [Z; λI] at each client, aggregate them with a factor T, and sample via the unified VFL framework; the total sensitivity is bounded by the statistical dimension, so coreset size decreases with λ and loses the dependence on the condition number.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use regularization-aware Lewis weights instead of Lewis weights that omit regularizationVRLog coreset construction · Credit Cardtest F1: 0.9230 -> 0.9343Helped
Use regularization-aware Lewis weights instead of Lewis weights that omit regularizationVRLog coreset construction · Credit Cardtrain F1: 0.9220 -> 0.9330Helped
Use regularization-aware Lewis weights instead of Lewis weights that omit regularizationVRLog coreset construction · KDD Cuptest F1: 0.8688 -> 0.8772Helped
Use regularization-aware Lewis weights instead of Lewis weights that omit regularizationVRLog coreset construction · KDD Cuptrain F1: 0.8715 -> 0.8801Helped
Use regularized leverage-score sampling instead of uniform or HLSZ samplingVRLR coreset construction · Wave Energy Converterstest RMSEHelped
Use regularized leverage-score sampling instead of uniform or HLSZ samplingVRLR coreset construction · Year PredictionMSEHelped
Use regularized leverage-score sampling instead of competing coreset sampling methodsVRLR coreset construction · Blog Feedbacktest RMSEHelped

Surprising findings

Limitations

Experimental setup

Datasets: Credit Card Fraud Detection Financial (Gold Price) Blog Feedback KDD Cup Wave Energy Converters Year Prediction MSD UJIIndoorLoc

Benchmarks: Credit Card Fraud Detection KDD Cup Blog Feedback Financial Wave Energy Converters Year Prediction UJIIndoorLoc

Metrics: training loss balanced accuracy F1 score test RMSE model closeness training time speedup

Baselines: Uniform sampling HLSZ (Huang et al. 2022) SqLev Lewis weights Leverage score sampling (Huang et al. 2022) Class-wise QR

Builds on: Huang et al. 2022 VFL coreset framework Lewis weights (Cohen & Peng 2015) Mai et al. 2021 logistic regression coresets statistical dimension (Avron et al. 2017)

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