In this paper, we propose a new localization framework in which mobile users or smart agents can cooperate to build accurate location services without sacrificing privacy, in particular, information related to their trajectories. The proposed framework is called Federated Localization (FedLoc), simply because it adopts the recently proposed federated learning. Apart from the new FedLoc framework, this paper can be deemed as an overview paper, in which we review the state-of-the-art federated learning framework, two widely used learning models, various distributed model hyper-parameter optimization schemes, and some practical use cases that fall under the FedLoc framework. The use cases, summarized from a mixture of standard, recently published, and unpublished works, cover a broad range of location services, including collaborative static localization/fingerprinting, indoor target tracking, outdoor navigation using low-sampling GPS, and spatio-temporal wireless traffic data modeling and prediction. The obtained primary results confirm that the proposed FedLoc framework well suits data-driven, machine learning-based localization and spatio-temporal data modeling. Future research directions are discussed at the end of this paper.
Hyper-parameter optimization remains as the core issue of Gaussian process (GP) for machine learning nowadays. The benchmark method using maximum likelihood (ML) estimation and gradient descent (GD) is impractical for processing big data due to its $O(n^3)$ complexity. Many sophisticated global or local approximation models, for instance, sparse GP, distributed GP, have been proposed to address such complexity issue. In this paper, we propose two novel and general-purpose GP hyper-parameter training schemes (GPCV-ADMM) by replacing ML with cross-validation (CV) as the fitting criterion and replacing GD with a non-linearly constrained alternating direction method of multipliers (ADMM) as the optimization method. The proposed schemes are of $O(n^2)$ complexity for any covariance matrix without special structure. We conduct various experiments based on both synthetic and real data sets, wherein the proposed schemes show excellent performance in terms of convergence, hyper-parameter estimation accuracy, and computational time in comparison with the traditional ML based routines given in the GPML toolbox.