Abstract:The increasing interest in user privacy is leading to new privacy preserving machine learning paradigms. In the Federated Learning paradigm, a master machine learning model is distributed to user clients, the clients use their locally stored data and model for both inference and calculating model updates. The model updates are sent back and aggregated on the server to update the master model then redistributed to the clients. In this paradigm, the user data never leaves the client, greatly enhancing the user' privacy, in contrast to the traditional paradigm of collecting, storing and processing user data on a backend server beyond the user's control. In this paper we introduce, as far as we are aware, the first federated implementation of a Collaborative Filter. The federated updates to the model are based on a stochastic gradient approach. As a classical case study in machine learning, we explore a personalized recommendation system based on users' implicit feedback and demonstrate the method's applicability to both the MovieLens and an in-house dataset. Empirical validation confirms a collaborative filter can be federated without a loss of accuracy compared to a standard implementation, hence enhancing the user's privacy in a widely used recommender application while maintaining recommender performance.