arXiv:2608.01290cs.LGcs.DC2026-08

联邦微调时间序列大模型,保护隐私同时提升商品价格预测精度。

FedChronos: Federated Fine-Tuning of Time-Series Foundation Models for Privacy-Preserving Commodity Price Forecasting

  • 用低秩适配器在分散客户端上微调预训练时间序列模型,仅传输小量参数。
  • 在印度15个农产品市场数据上,隐私保护设置下误差比零样本降低31%。
  • 适合资源受限的边缘设备,隐私与准确率可兼得,非对立关系。

时间序列基础模型(TSFMs)如Chronos在跨领域预测中表现优异,但针对因监管、竞争或主权限制无法集中数据的机构化分散场景,其适应仍属空白。本文提出FedChronos框架,实现对预训练的Chronos-T5模型进行联邦参数高效微调,突破了以往联邦时序方法仅支持从头预训练或原型对齐的局限。采用低秩适配(LoRA)技术,在分布式客户端上使用FedAvg与FedProx算法训练,每轮仅传输384~KB轻量级适配器权重,较全模型交换减少86倍。在涵盖9个州15个印度农产品市场的日度商品价格数据上评估,发现直接使用LoRA微调在小规模客户端数据上严重过拟合,性能低于零样本基线。进一步发现差分隐私(DP)噪声具有隐式正则化作用:当ε=5时,平均绝对百分比误差(MAPE)相比零样本降低31%,比最优传统基线降低26%,且每轮信息泄露受(ε, δ)-差分隐私约束。由于模型紧凑、更新量小,该方案也适用于网络和设备资源受限的边缘AI部署。结果表明,联邦时序大模型微调中隐私与准确性可协同提升。

原文摘要 · Abstract (English)

Time-series foundation models (TSFMs) such as Chronos have demonstrated strong forecasting capabilities across domains, yet adapting them to institutionally fragmented settings, where data cannot be centralized due to regulatory, competitive, or sovereignty constraints, remains unexplored. We introduce FedChronos, a framework for federated parameter-efficient fine-tuning of an already pre-trained TSFM, a setting that existing federated time-series work has not addressed, since prior methods either pre-train from scratch or align prototypes rather than adapt a fixed backbone. Our approach applies Low-Rank Adaptation (LoRA) to the Chronos-T5 backbone and trains across distributed clients using FedAvg and FedProx, transmitting only lightweight adapter weights (384~KB per round, an 86$\times$ reduction over full-model exchange). We evaluate FedChronos on daily commodity prices from 15 Indian agricultural markets across 9 states, a naturally non-IID federated setting, and find that naïve LoRA fine-tuning overfits substantially on small per-client datasets, dropping below zero-shot performance. We further observe that differential privacy (DP) noise can act as implicit regularization and counteract this overfitting: in our experiments the strongest configuration ($\varepsilon = 5$) reduces mean absolute percentage error (MAPE) by 31% over zero-shot and 26% over the best traditional baseline, while bounding each round's information leakage via per-round $(\varepsilon, δ)$-differential privacy. Because the model is compact and the updates are small, the approach also suits edge AI deployments where both the network link and the client device are constrained. Overall, our findings suggest that privacy and accuracy can be complementary rather than competing objectives in federated TSFM fine-tuning.

联邦学习时间序列隐私保护模型压缩

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