1. A method, comprising: receiving, at a first network device over a computer network, a notification that the first network device has been selected to validate a machine learning model for a second network device, wherein the first network device and the second network device are different routers or servers in the computer network; receiving, at the first network device over the computer network, model parameters for the machine learning model that were generated by the second network device using training data on the second network device; using the model parameters with local data on the first network device to determine performance metrics for the model parameters, wherein using the model parameters includes using a closed-loop feed-back between the second network device and the first network device to detect overfitting of the machine learning model; and transmitting the performance metrics to the second network device to compare the performance metrics determined at the first network device to local performance metrics of the learning machine model at the second network device, wherein when the performance metrics transmitted by the first network device diverge from the local performance metrics generated by the second network device, the machine learning model is deemed to be overfit.