Flake8-annotations: fix errors in federated, part 1(4)

[ViktoriiaRomanova]

Preparations to add Flake8-annotations plugin.

This fix is only for errors in federated/data folder.

It is assumed that the next flake8-annotations errors will be ignored:

ANN002 - Missing type annotation for *args ANN003 - Missing type annotation for **kwargs ANN101 - Missing type annotation for self in method ANN102 - Missing type annotation for cls in classmethod