List of Availble Algorithms

Notation

To avoid confusion of terms and notations, we make the following basic definitions:

  • \(X\): feature matrix

\[\begin{split}X = \begin{pmatrix} x_{11} & x_{12} & \dots & x_{1m} \\ x_{21} & x_{22} & \dots & x_{2m} \\ \vdots & \vdots & \dots & \vdots \\ v_{n1} & x_{n2} & \dots & x_{nm} \\ \end{pmatrix}\end{split}\]

Here, each row denotes a sample (or an observation) \(x_i (i=1, \dots, n)\) or \(X_{i.}\) . Each column denotes a feature, \(X_{.j} (j = 1, \dots , p)\)

  • \(Y\): the label in supervised learning

\[\begin{split}Y = \begin{pmatrix} y_1\\ y_2\\ \vdots \\ y_n \\ \end{pmatrix}\end{split}\]

We have \(y_i \in \mathcal{R}\) for regression problem, and \(y_i \in \mathcal{Z}\) for classification

  • Training/Validation dataset: in XFL, we mainly use two types of dataset, one for training and the other for validation. We use the superscript “train”, “val” to identify them. For example, \(X^{train}\), \(X^{val}\) denote training dataset, validation dataset respectively.

List of Algorithms

Algorithm

Module

Description

Local Normalization

local/normalization

normalize data

Local Standard Scaler

local/standard_scaler

standardize data

Local Data Split

local/data_split

split data into train and validation set

Local Feature Preprocess

local/feature_preprocess

feature preprocess

Local Data Statistic

local/data_statistic

data statistic

Horizontal Linear Regression

horizontal/linear_regression

two-party or multi-party horizontal linear regression

Horizontal Logistic Regression

horizontal/logistic_regression

two-party or multi-party horizontal logistic regression

Horizontal Poisson Regression

horizontal/poisson_regression

two-party or multi-party horizontal poisson regression

Horizontal ResNet

horizontal/Resnet

two-party or multi-party horizontal ResNet

Horizontal DenseNet

horizontal/Densenet

two-party or multi-party horizontal DenseNet

Horizontal VGG

horizontal/Vgg

two-party or multi-party horizontal VGG

Horizontal Bert

horizontal/Bert

two-party or multi-party horizontal Bert

Vertical Binning Woe IV

vertical/binning_woe_iv

calulate WoE and IV using equal-frequency binning or equal-width binning

Vertical Pearson

vertical/pearson

two-party or multi-party vertical Pearson correlation coefficient

Vertical Feature Selection

vertical/feature_selection

two-party or multi-party vertical feature selection

Vertical Logistic Regression

vertical/logistic_regression

two-party or multi-party vertical logistic regression

Vertical Linear Regression

vertical/linear_regression

two-party or multi-party vertical linear regression

Vertical Poisson Regression

vertical/poisson_regression

two-party or multi-party vertical poisson regression

Vertical XGBoost

vertical/xgboost

two-party or multi-party vertical xgboost

Vertical XGBoostDistributed

vertical/xgboost_distributed

distributed two-party or multi-party vertical xgboost.

Vertical Kmeans

vertical/kmeans

two-party or multi-party vertical kmeans

Vertical Sampler

vertical/sampler

two-party or multi-party vertical sampler