VerFedLogistic.jl is a Julia package for solving the vertical federated multinomial logistic regression. We implement both synchornous and asynchornous mini-bath stochastic gradient descent methods.

To install, just call

Pkg.add("https://github.com/ZhenanFanUBC/VerFedLogistic.jl.git")

Experiments are run on Adult, which is downloaded from LIBSVM Data. You can also mannually download other data sets from the website, and call the function read_libsvm to load the data.

• Example for synchronous SGD is contained in examples/syn_adult.jl
• Example for asynchronous SGD is contain in examples/asyn_adult.jl. Note that for asynchronous SGD, we need to start Julia with multiple threads, i.e. juila -t M , where M is equal to the number of clients.