FedDict: Towards Practical Federated Dictionary-based Time Series Classification

The dictionary-based approach is one of the most representative types of time series classification (TSC) algorithm due to its high accuracy, efficiency, and good interpretability. However, existing studies focus on the centralized scenario where data from multiple sources are gathered. Considering that in many practical applications, data owners are reluctant to share their data due to privacy concerns, we study an unexplored problem involving collaboratively building the dictionary-based model over the data owners without disclosing their private data (i.e., in the federated scenario). We propose FedDict, a novel dictionarybased TSC approach customized for the federated setting to benefit from the advantages of the centralized algorithms. To further improve the performance and practicality, we propose a novel federated optimization algorithm for training logistic regression classifiers using dictionary features. The algorithm does not rely on any secure broker and is more accurate and efficient than existing solutions without hyper-parameter tuning. We also propose two contract algorithms for federated dictionary building, such that the user can flexibly balance the running time and the TSC performance through a predefined time limit. Extensive experiments on a total of 117 highly heterogeneous datasets validate the effectiveness of our methods and the superiority over existing solutions.