1. Introduction
Machine learning, especially deep learning, has made significant breakthroughs in many domains of science, business and government, such as manufacturing, transportation, finance, and healthcare [1], [2]. The centralised learning mainly contributes to these remarkable successes on large-scale datasets. With the popularity of modern technologies of edge computing [3] and the Internet of Things [4], [5], machine learning has witnessed a dramatic change in the way it computes. Data in many real-world scenarios are naturally distributed and owned by different organisations/users. Due to the competition of different organisations, data privacy security, and administrative regulations, it is almost impossible to upload the data across countries and institutions for centralised learning [2], [6].