I. Introduction
With the rapid advancement of Internet of Things (IoT) and social networking applications, there is an exponential increase of data generated at network edge devices, such as smartphones, IoT devices, and sensors [2]. These valuable data provide highly useful information for the prediction, classification, and other intelligent applications, which can improve our daily lives [3]. To analyze and exploit the large amount of data, standard machine learning (ML) techniques normally require collecting the training data in a central server. However, such centralized data collection and training can be quite challenging to perform due to limited communication bandwidth and data privacy concerns [4], [5].