FedSI: Federated Subnetwork Inference for Efficient Uncertainty Quantification

While deep neural networks (DNNs)-based personalized federated learning (PFL) is demanding for addressing data heterogeneity and shows promising performance, existing methods for federated learning (FL) suffer from efficient systematic uncertainty quantification. The Bayesian DNNs-based PFL is usually questioned of either oversimplified model structures or high computational and memory costs. In this article, we introduce FedSI, a novel Bayesian DNNs-based subnetwork inference (SI) PFL framework. FedSI is simple and scalable by leveraging Bayesian methods to incorporate systematic uncertainties effectively. It implements a client-specific SI mechanism, selects network parameters with large variance to be inferred through posterior distributions, and fixes the rest as deterministic ones. FedSI achieves fast and scalable inference while preserving the systematic uncertainties to the fullest extent. Extensive experiments on four different benchmark datasets demonstrate that FedSI outperforms existing Bayesian and non-Bayesian FL baselines in heterogeneous FL scenarios.