The present disclosure relates to secure broker-mediated data analysis and prediction. One example embodiment includes a method. The method includes receiving, by a managing computing device, a plurality of datasets from client computing devices. The method also includes computing, by the managing computing device, a shared representation based on a shared function having one or more shared parameters. Further, the method includes transmitting, by the managing computing device, the shared representation and other data to the client computing devices. In addition, the method includes, based on the shared representation and the other data, the client computing devices update partial representations and individual functions with one or more individual parameters. Still further, the method includes determining, by the client computing devices, feedback values to provide to the managing computing device. Additionally, the method includes updating, by the managing computing device, the one or more shared parameters based on the feedback values.