In one embodiment, local model parameters are generated by training a machine learning model at a device in a computer network using a local data set. One or more other devices in the network are identified that have trained machine learning models using remote data sets that are similar to the local data set. The local model parameters are provided to the one or more other devices to cause the one or more other devices to generate performance metrics using the provided model parameters. Performance metrics for model parameters are received from the one or more other devices and a global set of model parameters is selected for the device and the one or more other devices using the received performance metrics.