Add demo for vertical federated learning (#9103)

demo/nvflare/vertical/prepare_data.sh

@@ -0,0 +1,65 @@
+#!/bin/bash
+
+set -e
+
+rm -fr ./*.pem /tmp/nvflare/poc
+
+world_size=2
+
+# Generate server and client certificates.
+openssl req -x509 -newkey rsa:2048 -days 7 -nodes -keyout server-key.pem -out server-cert.pem -subj "/C=US/CN=localhost"
+openssl req -x509 -newkey rsa:2048 -days 7 -nodes -keyout client-key.pem -out client-cert.pem -subj "/C=US/CN=localhost"
+
+# Download HIGGS dataset.
+if [ -f "HIGGS.csv" ]; then
+  echo "HIGGS.csv exists, skipping download."
+else
+  echo "Downloading HIGGS dataset."
+  wget https://archive.ics.uci.edu/ml/machine-learning-databases/00280/HIGGS.csv.gz
+  gunzip HIGGS.csv.gz
+fi
+
+# Split into train/test.
+if [[ -f higgs.train.csv && -f higgs.test.csv ]]; then
+  echo "higgs.train.csv and higgs.test.csv exist, skipping split."
+else
+  echo "Splitting HIGGS dataset into train/test."
+  head -n 10450000 HIGGS.csv > higgs.train.csv
+  tail -n 550000 HIGGS.csv > higgs.test.csv
+fi
+
+# Split train and test files by column to simulate a federated environment.
+site_files=(higgs.{train,test}.csv-site-*)
+if [ ${#site_files[@]} -eq $((world_size*2)) ]; then
+  echo "Site files exist, skipping split."
+else
+  echo "Splitting train/test into site files."
+  total_cols=28  # plus label
+  cols=$((total_cols/world_size))
+  echo "Columns per site: $cols"
+  for (( site=1; site<=world_size; site++ )); do
+    if (( site == 1 )); then
+      start=$((cols*(site-1)+1))
+    else
+      start=$((cols*(site-1)+2))
+    fi
+    if (( site == world_size )); then
+      end=$((total_cols+1))
+    else
+      end=$((cols*site+1))
+    fi
+    echo "Site $site, columns $start-$end"
+    cut -d, -f${start}-${end} higgs.train.csv > higgs.train.csv-site-"${site}"
+    cut -d, -f${start}-${end} higgs.test.csv > higgs.test.csv-site-"${site}"
+  done
+fi
+
+nvflare poc -n 2 --prepare
+mkdir -p /tmp/nvflare/poc/admin/transfer/vertical-xgboost
+cp -fr config custom /tmp/nvflare/poc/admin/transfer/vertical-xgboost
+cp server-*.pem client-cert.pem /tmp/nvflare/poc/server/
+for (( site=1; site<=world_size; site++ )); do
+  cp server-cert.pem client-*.pem /tmp/nvflare/poc/site-"${site}"/
+  ln -s "${PWD}"/higgs.train.csv-site-"${site}" /tmp/nvflare/poc/site-"${site}"/higgs.train.csv
+  ln -s "${PWD}"/higgs.test.csv-site-"${site}" /tmp/nvflare/poc/site-"${site}"/higgs.test.csv
+done