Siqi Wang
ABSTRACT
Federated learning (FL), which enables collaborative learning without revealing raw data, is an emerging topic in privacy-preserving machine learning. Based on our experiences in thousands of real-world applications, time-series feature extraction plays a significant role in improving model quality. In this work, we propose a system automatically integrating time series feature extraction for training FL models. Our experiments show that by adopting time series feature extraction, the model accuracy (AUC) is improved by 3% on average, and recall is increased by 10% in recommender systems. We have open-sourced the project https://github.com/4paradigm/tsfe and provided a step by step demonstration on how audiences can use our system to create their own FL pipeline that extracts time series features. Demonstration video at: https://youtu.be/UW27dWT-ays
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Index Terms
A System for Time Series Feature Extraction in Federated Learning
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