EXpectation Propagation LOgistic REgRession (EXPLORER): Distributed privacy-preserving online model learning

We developed an EXpectation Propagation LOgistic REgRession (EXPLORER) model for distributed privacy-preserving online learning. The proposed framework provides a high level guarantee for protecting sensitive information, since the information exchanged between the server and the client is the encrypted posterior distribution of coefficients. Through experimental results, EXPLORER shows the same performance (e.g., discrimination, calibration, feature selection, etc.) as the traditional frequentist logistic regression model, but provides more flexibility in model updating. That is, EXPLORER can be updated one point at a time rather than having to retrain the entire data set when new observations are recorded. The proposed EXPLORER supports asynchronized communication, which relieves the participants from coordinating with one another, and prevents service breakdown from the absence of participants or interrupted communications. (C) 2013 Elsevier Inc. All rights reserved.