Fed-EINI: An Efficient and Interpretable Inference Framework for Decision Tree Ensembles in Federated Learning

The increasing concerns about data privacy and security drive an emerging field of studying privacy-preserving machine learning from isolated data sources, i.e., federated learning. A class of federated learning, \textit{vertical federated learning}, where different parties hold different features for common users, has a great potential of driving a great variety of business cooperation among enterprises in many fields. In machine learning, decision tree ensembles such as gradient boosting decision trees (GBDT) and random forest are widely applied powerful models with high interpretability and modeling efficiency. However, state-of-art vertical federated learning frameworks adapt anonymous features to avoid possible data breaches, makes the interpretability of the model compromised. To address this issue in the inference process, in this paper, we firstly make a problem analysis about the necessity of disclosure meanings of feature to Guest Party in vertical federated learning. Then we find the prediction result of a tree could be expressed as the intersection of results of sub-models of the tree held by all parties. With this key observation, we protect data privacy and allow the disclosure of feature meaning by concealing decision paths and adapt a communication-efficient secure computation method for inference outputs. The advantages of Fed-EINI will be demonstrated through both theoretical analysis and extensive numerical results. We improve the interpretability of the model by disclosing the meaning of features while ensuring efficiency and accuracy.