Secure federation of distributed stochastic gradient descent

Embodiments relate to training a machine learning model based on an iterative algorithm in a distributed, federated, private, and secure manner. Participating entities are registered in a collaborative relationship. The registered participating entities are arranged in a topology and a topological communication direction is established. Each registered participating entity receives a public additive homomorphic encryption (AHE) key and local machine learning model weights are encrypted with the received public key. The encrypted local machine learning model weights are selectively aggregated and distributed to one or more participating entities in the topology responsive to the topological communication direction. The aggregated sum of the encrypted local machine learning model weights is subjected to decryption with a corresponding private AHE key. The decrypted aggregated sum of the encrypted local machine learning model weights is shared with the registered participating entities.