  Federated learning is an emerging framework that builds centralized machine
learning models with training data distributed across multiple devices. Most of
the previous works about federated learning focus on the privacy protection and
communication cost reduction. However, how to achieve fairness in federated
learning is under-explored and challenging especially when testing data
distribution is different from training distribution or even unknown.
Introducing simple fairness constraints on the centralized model cannot achieve
model fairness on unknown testing data. In this paper, we develop a
fairness-aware agnostic federated learning framework (AgnosticFair) to deal
with the challenge of unknown testing distribution. We use kernel reweighing
functions to assign a reweighing value on each training sample in both loss
function and fairness constraint. Therefore, the centralized model built from
AgnosticFair can achieve high accuracy and fairness guarantee on unknown
testing data. Moreover, the built model can be directly applied to local sites
as it guarantees fairness on local data distributions. To our best knowledge,
this is the first work to achieve fairness in federated learning. Experimental
results on two real datasets demonstrate the effectiveness in terms of both
utility and fairness under data shift scenarios.
