Related papers: Federated Stochastic Gradient Langevin Dynamics
Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…
We propose a novel analysis of the Decentralized Stochastic Gradient Descent (DSGD) algorithm with constant step size, interpreting the iterates of the algorithm as a Markov chain. We show that DSGD converges to a stationary distribution,…
Stochastic Gradient Descent or SGD is the most popular optimization algorithm for large-scale problems. SGD estimates the gradient by uniform sampling with sample size one. There have been several other works that suggest faster epoch-wise…
Decentralized federated learning, inherited from decentralized learning, enables the edge devices to collaborate on model training in a peer-to-peer manner without the assistance of a server. However, existing decentralized learning…
In this work, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an…
The plain stochastic gradient descent and momentum stochastic gradient descent have extremely wide applications in deep learning due to their simple settings and low computational complexity. The momentum stochastic gradient descent uses…
Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck…
Understanding stochastic gradient descent (SGD) and its variants is essential for machine learning. However, most of the preceding analyses are conducted under amenable conditions such as unbiased gradient estimator and bounded objective…
Stochastic gradient Markov Chain Monte Carlo algorithms are popular samplers for approximate inference, but they are generally biased. We show that many recent versions of these methods (e.g. Chen et al. (2014)) cannot be corrected using…
Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…
Monte Carlo sampling techniques have broad applications in machine learning, Bayesian posterior inference, and parameter estimation. Often the target distribution takes the form of a product distribution over a dataset with a large number…
We present doubly stochastic gradient MCMC, a simple and generic method for (approximate) Bayesian inference of deep generative models (DGMs) in a collapsed continuous parameter space. At each MCMC sampling step, the algorithm randomly…
We consider the geometric ergodicity of the Stochastic Gradient Langevin Dynamics (SGLD) algorithm under nonconvexity settings. Via the technique of reflection coupling, we prove the Wasserstein contraction of SGLD when the target…
We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…
Gradient Langevin dynamics (GLD) and stochastic GLD (SGLD) have attracted considerable attention lately, as a way to provide convergence guarantees in a non-convex setting. However, the known rates grow exponentially with the dimension of…
Stochastic gradient Langevin dynamics (SGLD) is a fundamental algorithm in stochastic optimization. Recent work by Zhang et al. [2017] presents an analysis for the hitting time of SGLD for the first and second order stationary points. The…
An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where…
We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…
Federated Learning is a powerful machine learning paradigm to cooperatively train a global model with highly distributed data. A major bottleneck on the performance of distributed Stochastic Gradient Descent (SGD) algorithm for large-scale…
Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…