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A Bayesian Vertical Federated Learning Framework for Multivariate Reduced-Rank High-Dimensional Regression

arXiv · AI, language, vision and robotics · article · Sep 18, 2026 · UTC

Federated learning (FL) has emerged as a leading privacy-preserving framework for collaborative machine learning across decentralized environments. While considerable progress has been made in horizontal federated learning (HFL), where data with common features is distributed across sites, vertical federated learning (VFL), where sites share observations across distinct feature sets, remains less explored. Advancing Bayesian high-dimensional multivariate reduced-rank regression methods for VFL poses unique challenges: (a) stringent privacy regulations preventing local site data sharing, and (b

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