Abstract: A method of performing federated feature selection for a machine learning model in a federated learning environment includes obtaining, at a first resolution, a global set of selector neural network weights. At a second resolution, the method selects, for a plurality of first data subsets, a first set of features from a feature space by iteratively applying a first selector neural network that is initialized with the global set of selector neural network weights to the first data subset to obtain a first set of selector neural network weights. The first data subsets are divided into a plurality of second data subsets, and, at a third resolution, a second set of features is selected from the feature space.