Many fairness goals are defined at a population level that misaligns with siloed data collection, which remains unsharable due to privacy regulations. Horizontal federated learning (FL) enables collaborative modeling across clients with aligned features without sharing raw data. We study federated auditing of demographic parity through score distributions, measuring disparity as a Wasserstein--Frechet variance between sensitive-group score laws, and expressing the population metric in federated form that makes explicit how silo-specific selection drives local-global mismatch. For the squared Wasserstein distance, we prove an ANOVA-style decomposition that separates (i) selection-induced mixture effects from (ii) cross-silo heterogeneity, yielding tight bounds linking local and global metrics. We then propose a one-shot, communication-efficient protocol in which each silo shares only group counts and a quantile summary of its local score distributions, enabling the server to estimate global disparity and its decomposition, with O(1/k) discretization bias (k quantiles) and finite-sample guarantees. Experiments on synthetic data and COMPAS show that a few dozen quantiles suffice to recover global disparity and diagnose its sources.
Figures & tables
Figure 1: Synthetic Beta. Left : score distributions by group, U2=0.0076 . Right : U2(k) with k∈{1,2} as a function of ρ .
Figure 2: Sensitivity to k (synthetic). Convergence of U2(k) , independence allocation (left) and selection bias (right).
Global
Silo 1
Silo 2
Silo 3
Silo 4
Silo 5
nAA
3696
535
704
745
814
898
nC
2454
695
536
521
407
295
∣Δzˉ∣
1.6357
0.4483
0.9784
1.0978
0.9667
0.5654
U2
0.7609
0.0748
0.2634
0.3073
0.2355
0.0745
H2
0.0077
0.0017
0.0045
0.0044
0.0035
0.0012
W2
1.7813
0.5479
1.0324
1.1319
1.0104
0.6326
Table 1: COMPAS , simulated silos with selection bias. African-American (AA) vs. Caucasian (C) scores, with d=5 silos.
Appendix figures & tables25 assets
Supplementary material from the paper’s appendix.
Appendix
Fj,s,k(x):=k1∑ℓ=1k1{qj,s,ℓ≤x}.
Appendix
Algorithm 1 One-shot federated audit from k quantiles.
Gk,p:=∑s∈Sαs⋅k1∑ℓ=1kqs,ℓ×−qℓ×∗p.
Appendix
Table 5
Figure 3: COMPAS: score distributions and Wasserstein barycenter. Left: (beta-)kernel density estimates of the jittered score Z by group. Middle: empirical CDFs FAA and FC together with the Wasserstein barycenter distribution (dashed), obtained by inverting the barycenter quantile Q⋆ . Right: group quantile functions QAA and QC and their Wasserstein barycenter Q⋆=αAAQAA+αCQC (dashed).
metric
Global
Silo 1
Silo 2
Silo 3
Silo 4
Silo 5
Random assignment (independence)
∣Δzˉ∣
1.6357
1.5583
1.5732
1.7513
1.7481
1.5675
U2
0.7609
0.6642
0.7069
0.8824
0.8652
0.7296
H2
0.0077
0.0068
0.0071
0.0092
0.0088
0.0073
W2
1.7813
1.6769
1.7313
1.9099
1.8858
1.7404
Negative selection bias
Appendix
Table 2: COMPAS: random vs. selection-biased silo allocations. Global and per-silo summary statistics for African-American (AA) vs. Caucasian (C) scores under three regimes: random assignment (independence), negative selection bias, and positive selection bias (Gaussian-copula assignment with fixed group-wise margins (Nℓ,g) ). Rows report the mean-score gap ∣Δzˉ∣ and distributional distances ( U2 , H2 , W2 ).
Figure 4: COMPAS: original score distributions and Wasserstein barycenter. Left: histograms of score Z by group. Middle: empirical CDFs FAA and FC together with the Wasserstein barycenter distribution (dashed), obtained by inverting the barycenter quantile Q⋆ . Right: group quantile functions QAA and QC and their Wasserstein barycenter Q⋆=αAAQAA+αCQC (dashed).
Figure 5: COMPAS: convergence in k . Mean absolute error MAE(k)=E∣U2(k)−U2∣ as a function of the number of quantiles k (sent per group and per silo) on a log scale, for several numbers of silos d and for different allocation regimes (random vs. selection bias). Across regimes, U2(k) stabilizes quickly, with diminishing returns beyond a few dozen quantiles.
Figure 6: COMPAS: fast stabilization of U2(k) . Boxplots of the federated estimator U2(k) over repeated allocations (Monte Carlo scenarios), for a fixed number of silos d and varying k . The dashed horizontal line is the centralized benchmark U2 computed on the pooled data with a fine grid. Even for moderate k , the distribution of U2(k) concentrates near U2 .
Figure 7: COMPAS: reliability profile. Probability of meeting a relative-error target pok(k)=P(U2∣U2(k)−U2∣≤τ) (here τ=1% ) as a function of k (on a log scale), for several d and allocation regimes. This complements MAE curves by showing how quickly the bulk of runs reaches the target accuracy.
Figure 8: COMPAS: minimal sketch size for a target reliability. Heatmap of k95 , the smallest number of quantiles k such that pok(k)≥95% (with τ=1% ), as a function of the number of silos d and the allocation regime. Selection bias requires larger sketches to achieve the same reliability.
Figure 9: COMPAS: error versus selection intensity. ( k=10 top and k=20 bottom ) Relative error U2∣U2(k)−U2∣ versus the realized score–silo dependence, measured by ∣corZ(Z,A)∣ (Spearman correlation). Stronger selection (higher dependence) tends to increase estimation error at fixed sketch size, consistent with more heterogeneous within-silo score distributions.
Figure 10: COMPAS: centralized discretization vs. federated estimation. Comparison of the centralized discretized target U2(k) (computed from pooled data on a k -point grid) and the federated estimator U2(k) (mean over scenarios, with variability bands). The horizontal reference is U2 computed on a fine grid. The closeness of the curves for moderate k indicates that discretization and sketch resolution are the main drivers, beyond federation noise.
Figure 11: COMPAS: accuracy–communication trade-off. Relative error E[U2∣U2(k)−U2∣] versus a simple communication proxy budget=2d(k+1) scalars (two groups, d silos, and (k+1) quantiles per group and silo). For fixed d , increasing k quickly improves accuracy; for fixed k , larger d may increase noise through smaller local samples, highlighting a practical trade-off between federation granularity and sketch resolution.
metric
Global
Silo 1
Silo 2
Silo 3
Silo 4
Silo 5
Random assignment (independence)
∣Δzˉ∣
0.1338
0.1245
0.1458
0.1410
0.1366
0.1203
U2
0.0029
0.0025
0.0034
0.0035
0.0032
0.0022
H2
0.0021
0.0019
0.0024
0.0023
0.0021
0.0017
W2
0.1821
0.1705
0.1989
0.1945
0.1869
0.1611
Negative selection bias
Appendix
Table 3: Adult: random vs. selection-biased silo allocations. Global and per-silo summary statistics for AA vs. C scores under three regimes: random allocation (independence), negative selection bias, and positive selection bias (Gaussian-copula assignment with fixed group-wise margins). Rows report the mean-score gap ∣Δzˉ∣ and distributional distances ( U2 , H2 , W2 ).
Figure 12: Adult: convergence in k . Mean absolute error MAE(k)=E∣U2(k)−U2∣ as a function of the number of quantiles k (sent per group and per silo) on a log scale, for several numbers of silos d and for different allocation regimes.
Figure 13: Adult: stabilization of U2(k) . Boxplots of U2(k) over repeated allocations for a fixed d and varying k . The dashed horizontal line is the centralized benchmark U2 .
Figure 14: Adult: reliability profile. pok(k)=P(U2∣U2(k)−U2∣≤τ) (here τ=1% ) as a function of k (log scale), for several d and allocation regimes.
Figure 15: Adult: minimal sketch size for a target reliability. Heatmap of k95 , the smallest k such that pok(k)≥95% (with τ=1% ), as a function of d and the allocation regime.
Figure 16: Adult: error versus selection intensity. ( k=10 top, k=20 bottom) Relative error U2∣U2(k)−U2∣ versus ∣corZ(Z,A)∣ (Spearman).
Figure 17: Adult: centralized discretization vs. federated estimation. Centralized U2(k) (pooled data on a k -grid) versus federated U2(k) (mean over scenarios with variability bands). The horizontal reference is U2 computed on a fine grid.
Figure 18: Adult: accuracy–communication trade-off. E[U2∣U2(k)−U2∣] versus budget=2d(k+1) .
metric
Global
Silo 1
Silo 2
Silo 3
Silo 4
Silo 5
Random assignment (independence)
∣Δzˉ∣
0.2175
0.2442
0.2071
0.2223
0.1948
0.2202
U2
0.0036
0.0043
0.0036
0.0036
0.0030
0.0037
H2
0.0064
0.0085
0.0065
0.0066
0.0063
0.0065
W2
0.2453
0.2712
0.2402
0.2478
0.2204
0.2477
Negative selection bias
Appendix
Table 4: Law: random vs. selection-biased silo allocations. Global and per-silo summary statistics for AA ( black ) vs. C ( white ) scores under three regimes: random assignment (independence), negative selection bias, and positive selection bias (Gaussian-copula assignment with fixed group-wise margins). Rows report the mean-score gap ∣Δzˉ∣ and distributional distances ( U2 , H2 , W2 ).
Figure 19: Law: convergence in k . Mean absolute error MAE(k)=E∣U2(k)−U2∣ as a function of the number of quantiles k (sent per group and per silo) on a log scale, for several numbers of silos d and for different allocation regimes.
Figure 20: Law: stabilization of U2(k) . Boxplots of U2(k) over repeated allocations for a fixed d and varying k . The dashed horizontal line is the centralized benchmark U2 .
Figure 21: Law: reliability profile. pok(k)=P(U2∣U2(k)−U2∣≤τ) (here τ=1% ) as a function of k (log scale), for several d and allocation regimes.
Figure 22: Law: minimal sketch size for a target reliability. Heatmap of k95 , the smallest k such that pok(k)≥95% (with τ=1% ), as a function of d and the allocation regime.
Fairness audits with several sensitive attributes are often performed one coordinate at a time. This can miss purely intersectional disparities: a score may be independent of each sensitive coordinate while depending on their joint profile. We study distributional demographic parity for a real-valued score using one-dimensional Wasserstein geometry. We distinguish two complementary constructions. Conditional and sequential audits characterize joint parity through their zero sets, but their positive values do not generally decompose a fixed joint Wasserstein disparity. By contrast, full-cell conditional quantile functions define a Hilbert-valued random variable whose variance is the joint disparity. Conditional expectations of this quantile process induce a monotone information game: every reveal order yields an exact martingale decomposition of the same joint disparity, while Shapley values provide an order-free attribution across sensitive attributes. Under independent sensitive attributes, the game reduces to a Hoeffding-ANOVA decomposition and Shapley splits each interaction energy equally among its members; under dependence, orthogonality is lost and explicit formulas reveal suppression and redundancy effects that marginal audits can hide. We give fixed-grid estimators and permutation calibration, and illustrate the framework on synthetic examples and ACSIncome. The resulting framework separates three questions that are often conflated: whether joint distributional parity holds, how a fixed joint disparity decomposes along an information path, and how that disparity can be attributed across sensitive coordinates without privileging an ordering.
Agathe Fernandes Machado, Charlotte Jamotton, Arthur Charpentier
Federated learning (FL) allows collaborative training of machine learning models across multiple parties without sharing raw data. However, heterogeneous data can cause some clients to have disproportionate influence on the global model, leading to disparities in their performance. Fairness, understood as reducing these disparities, is therefore a crucial concern in FL and has been addressed in various ways. We studied performance equitable fairness in FL, where the goal is to minimize performance disparities across clients. We evaluated several existing fairness-aware methods and introduce here a new gradient-variance-regularized method, implemented in two variants: FairGrad (approximate) and FairGrad* (exact). We theoretically characterize the connections between these methods and, empirically, on heterogeneous benchmarks, show that FairGrad and FairGrad* consistently improve fairness by reducing variance in client accuracies, while maintaining competitive or improved mean performance compared to existing fairness-aware baselines.
Zahra Kharaghani, Ali Dadras, Tommy Löfstedt
Department of Computing Science, Umeå University, Umeå, Sweden · Department of Mathematics and Mathematical Statistics, Umeå University, Umeå, Sweden
Federated learning (FL) is a popular distributed learning framework where multiple clients perform local training and a server aggregates the locally updated models. FL enables decentralized training while preserving the privacy of clients' datasets. However, non-independent and identically distributed (non-IID) or noisy datasets can lead to low model accuracy or high convergence latency. Precluding these clients through client selection may mitigate the problem, but heavily biased client selections may also degrade the learning performance. In this study, we first experimentally measure the impact of non-IID data (including skews in data quantity and label distribution), noisy data, and fairness in client selection on model accuracy and convergence. We then propose a privacy-preserving scoring method to assess each client's contribution in FL, with experiments conducted to demonstrate the effectiveness of the proposed assessment.
Yuan-Heng Tsai, Li-Hsing Yen, Yan-Wei Chen
Department of Computer Science, National Yang Ming Chiao Tung University, Hsinchu, Taiwan.