Under the background of emphasizing data right confirmation and privacy protection， federated learning， as a new machine learning paradigm， can solve the problem of data island and privacy protection without exposing the data of all participants. Since the modeling methods based on federated learning have become mainstream and achieved good effects at present， it is significant to summarize and analyze the concepts， technologies， applications and challenges of federated learning. Firstly， the development process of machine learning and the inevitability of the appearance of federated learning were elaborated， and the definition and classification of federated learning were given. Secondly， three federated learning methods （including horizontal federated learning， vertical federated learning and federated transfer learning） which were recognized by the industry currently were introduced and analyzed. Thirdly， concerning the privacy protection issue of federated learning， the existing common privacy protection technologies were generalized and summarized. In addition， the recent mainstream open-source frameworks were introduced and compared， and the application scenarios of federated learning were given at the same time. Finally， the challenges and future research directions of federated learning were prospected.