Notes on Federated Learning and Differential Privacy

Notes on Federated Learning and Differential Privacy 2026-05-31 · privacy-preserving ML Working notes on building federated learning (FL) from scratch, what actually breaks under Non-IID data, and how differential privacy (DP) and secure aggregation fit on top — including the honest negative results that the marketing slides leave out. They follow the implementation in federated-learning-lab (FedAvg / FedProx / SCAFFOLD, DP-SGD, secure aggregation; 33/33 tests, literature cross-validated). 1. What federated learning actually is The data never moves. Instead of pooling everyone's data on one server, each client trains locally and sends model updates to a server that aggregates them. The canonical loop ( FedAvg ) is: Server broadcasts the global model. Each client does a few local SGD epochs on its own data. Each client sends back its updated weights. Server averages the weights (weighted by client data size) → new global model. That's it. The elegance is that raw data stays on-device; the difficulty is that the clients' data distributions are not identical. 2. The Non-IID problem (where FedAvg starts to hurt) FedAvg implicitly assumes every client sees roughly the same distribution. Real clients don't — one hospital sees different cases than another, one phone's keyboard sees different language. Under Non-IID data, each client's local optimum pulls in a different direction, so averaging their updates produces client drift : the global model lands somewhere none of them wanted. Two well-known fixes, both implemented and measured in the lab: FedProx — add a proximal term that penalises drifting too far from the global model. Stabilises training when clients are heterogeneous. SCAFFOLD — track control variates (correction terms) that estimate and subtract the drift direction. More state to communicate, but corrects the bias FedProx only damps. The honest finding worth repeating: on a strongly Non-IID split (e.g. label-skewed MNIST), the fancy methods don't always beat p