Collaborative distributed machine learning

A model requester node, which is an edge node of a cloud computing network, generates a specification of a machine learning model, distributes the specification to a plurality of other edge nodes, and receives replies to the specification from the plurality of other edge nodes. In response to the replies, the model requester node identifies a set of participating edge nodes based on a learning utility and a cost estimate of each of the plurality of other edge nodes. The model requester node then trains the machine learning model, without exchanging training data among the model requester node and the participating edge nodes, by repeatedly: distributing most recent parameters of the machine learning model to the participating edge nodes; receiving updates to the most recent parameters from the participating edge nodes; and establishing new parameters for the machine learning model by aggregating the updates from the participating edge nodes.