Federated Targeted Maximum Likelihood Estimation

Diyang Li, Fei Wang, Kyra Gan

The evidence behind a scientific or operational decision is often held by hospitals, banks, or registries that cannot pool individual observations. Cross-silo federated learning moves computation to the data and exchanges agreed summaries. Targeted maximum likelihood estimation (TMLE) refines a flexible initial fit, yielding plug-in estimators that respect the model and support efficient inference. TMLE itself, however, has remained a fully centralized procedure. To fill this gap, our paper introduces the first federated TMLE algorithm. We federate targeting itself, for an arbitrary target, loss, and fluctuation family, through two complementary frameworks. FedTMLE-G aggregates local gradients and reproduces centralized targeting step for step. FedTMLE-L lets each institution complete its own fluctuation fit before a single exchange of fitted updates, trading synchronized fidelity for local autonomy. For gradient aggregation, we develop a finite-precision protocol that transmits changes rather than values and certifies targeting accuracy within explicit bounds on exchanges and bits. A description-length analysis of the accepted updates then shows that this finite communication…