This paper addresses the challenging problem of dynamic feature drift in federated learning, where data distributions evolve across clients and over time – a common scenario in real-world applications like financial technology. Existing approaches often assume static drift, limiting their effectiveness in non-stationary environments. To overcome this, we propose , a novel federated learning framework built on a causal-dynamic paradigm. Its key innovation is , which disentangles domain-invariant causal features from spurious, domain-specific variations via specialized projection heads and adversarial training. This enables , weighting local class prototypes by estimated reliability before global aggregation. We further introduce , unifying prototype contrastive alignment and domain invariance into a cohesive objective. Extensive experiments on three federated domain generalization benchmarks demonstrate that FedCausal-Dyn consistently achieves state-of-the-art performance, with the highest average accuracy and the most stable results. Ablation studies confirm each component’s critical contribution. Our work provides a robust and principled solution for federated learning under dynamic feature drift.

生成讲解博客的中文版本

生成AI智能校验的中文版本