arXiv · 2405.15458
FedCal: Achieving Local and Global Calibration in Federated Learning via Aggregated Parameterized Scaler
Abstract
Federated learning (FL) enables collaborative machine learning across distributed data owners, but data heterogeneity poses a challenge for model calibration. While prior work focused on improving accuracy for non-iid data, calibration remains under-explored. This study reveals existing FL aggregation approaches lead to sub-optimal calibration, and theoretical analysis shows despite constraining variance in clients' label distributions, global calibration error is still asymptotically lower bounded. To address this, we propose a novel Federated Calibration (FedCal) approach, emphasizing both local and global calibration. It leverages client-specific scalers for local calibration to effectively correct output misalignment without sacrificing prediction accuracy. These scalers are then aggregated via weight averaging to generate a global scaler, minimizing the global calibration error. Extensive experiments demonstrate FedCal significantly outperforms the best-performing baseline, reducing global calibration error by 47.66% on average.
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Hongyi Peng, Han Yu, Xiaoli Tang, Xiaoxiao Li. 2024-05-24. FedCal: Achieving Local and Global Calibration in Federated Learning via Aggregated Parameterized Scaler. https://arxiv.org/abs/2405.15458
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