Cost-Free Personalization via Information-Geometric Projection in Bayesian Federated Learning
Nour Jamoussi, Giuseppe Serra, Photios A. Stavrou, Marios Kountouris
TL;DR
The paper tackles data heterogeneity and privacy in Federated Learning by introducing cost-free personalization through an information-geometric projection. A global posterior is projected onto a local neighborhood around each client’s posterior, which is equivalent to a $D$-barycenter with weights $w_g=1/( abla+1)$ and $w_k= abla/( abla+1)$ (with $ abla$ linked to a radius parameter $ ho$ via $ ho$). Under convex divergences in the first argument, this projection equals a barycentric solution, enabling closed-form personalization for Gaussian posteriors within a Variational Bayes framework using IVON. Empirically, the method balances global generalization and local specialization with minimal overhead, delivering well-calibrated uncertainty and strong cross-client performance across FashionMNIST, SVHN, and CIFAR-10, while maintaining robustness in non-i.i.d. settings. The approach generalizes beyond parametric BFL to domain adaptation and model merging, highlighting its practical impact for privacy-preserving, uncertainty-aware personalization in heterogeneous distributed learning.
Abstract
Bayesian Federated Learning (BFL) combines uncertainty modeling with decentralized training, enabling the development of personalized and reliable models under data heterogeneity and privacy constraints. Existing approaches typically rely on Markov Chain Monte Carlo (MCMC) sampling or variational inference, often incorporating personalization mechanisms to better adapt to local data distributions. In this work, we propose an information-geometric projection framework for personalization in parametric BFL. By projecting the global model onto a neighborhood of the user's local model, our method enables a tunable trade-off between global generalization and local specialization. Under mild assumptions, we show that this projection step is equivalent to computing a barycenter on the statistical manifold, allowing us to derive closed-form solutions and achieve cost-free personalization. We apply the proposed approach to a variational learning setup using the Improved Variational Online Newton (IVON) optimizer and extend its application to general aggregation schemes in BFL. Empirical evaluations under heterogeneous data distributions confirm that our method effectively balances global and local performance with minimal computational overhead.
