Personalized Federated Learning for Tensor Regression
The growing availability of tensor-valued data across multiple institutions creates opportunities for collaborative analysis, but also raises challenges related to data privacy, high dimensionality, and client heterogeneity. This paper introduces a personalized federated tensor regression framework that addresses all three simultaneously. Each client's coefficient tensor is decomposed into a globally shared low-Tucker-rank component and a locally sparse deviation, estimated via a two-stage privacy-preserving procedure. We establish finite-sample upper bounds and minimax lower bounds that quantify the privacy-accuracy trade-off, and prove the consistency of the supporting initialization and rank-selection steps. Simulation studies confirm that the federated approach improves estimation and prediction over purely local methods, especially when per-client data are scarce, and an MRI-based ADHD study illustrates its strong performance under real privacy constraints.