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Related papers: A Decentralized Approach to Bayesian Learning

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Competitive non-cooperative online decision-making agents whose actions increase congestion of scarce resources constitute a model for widespread modern large-scale applications. To ensure sustainable resource behavior, we introduce a novel…

Optimization and Control · Mathematics 2020-10-22 Ezra Tampubolon , Holger Boche

Federated Bayesian learning offers a principled framework for the definition of collaborative training algorithms that are able to quantify epistemic uncertainty and to produce trustworthy decisions. Upon the completion of collaborative…

Machine Learning · Computer Science 2021-04-09 Jinu Gong , Osvaldo Simeone , Joonhyuk Kang

Distributed learning techniques such as federated learning have enabled multiple workers to train machine learning models together to reduce the overall training time. However, current distributed training algorithms (centralized or…

Machine Learning · Computer Science 2020-02-25 Zhenheng Tang , Shaohuai Shi , Xiaowen Chu

We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…

Machine Learning · Statistics 2022-05-24 Wei Deng , Guang Lin , Faming Liang

We present the Bayesian consensus filter (BCF) for tracking a moving target using a networked group of sensing agents and achieving consensus on the best estimate of the probability distributions of the target's states. Our BCF framework…

Optimization and Control · Mathematics 2016-10-14 Saptarshi Bandyopadhyay , Soon-Jo Chung

One of the challenges for multi-agent reinforcement learning (MARL) is designing efficient learning algorithms for a large system in which each agent has only limited or partial information of the entire system. While exciting progress has…

Machine Learning · Computer Science 2022-02-22 Haotian Gu , Xin Guo , Xiaoli Wei , Renyuan Xu

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

Optimization and Control · Mathematics 2018-12-18 Angelia Nedić , Alex Olshevsky , Wei Shi

In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional…

Computation · Statistics 2025-01-23 Matthias J. Ehrhardt , Lorenz Kuger , Carola-Bibiane Schönlieb

This work proposes a decentralized, iterative, Bayesian algorithm called CB-DSBL for in-network estimation of multiple jointly sparse vectors by a network of nodes, using noisy and underdetermined linear measurements. The proposed algorithm…

Machine Learning · Computer Science 2016-11-15 Saurabh Khanna , Chandra R. Murthy

Decentralized training of deep learning models is a key element for enabling data privacy and on-device learning over networks. In realistic learning scenarios, the presence of heterogeneity across different clients' local datasets poses an…

Machine Learning · Computer Science 2021-06-21 Tao Lin , Sai Praneeth Karimireddy , Sebastian U. Stich , Martin Jaggi

Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…

Dynamical Systems · Mathematics 2021-11-05 G. A. Pavliotis , A. M. Stuart , U. Vaes

While modern representation learning relies heavily on global error signals, decentralized algorithms driven by local interactions offer a fundamental distributed alternative. However, the macroscopic convergence properties of these…

Machine Learning · Computer Science 2026-04-21 Zilin Li , Weiwei Xu , Xuchun Tong , Xuanbo Lu , Xuanqi Zhao

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…

Methodology · Statistics 2019-09-19 Charles Matthews , Jonathan Weare

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Conventional research attributes the improvements of generalization ability of deep neural networks either to powerful optimizers or the new network design. Different from them, in this paper, we aim to link the generalization ability of a…

Machine Learning · Computer Science 2018-11-06 Hui-Ling Zhen , Xi Lin , Alan Z. Tang , Zhenhua Li , Qingfu Zhang , Sam Kwong

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…

Machine Learning · Statistics 2020-10-29 Anusha Lalitha , Andrea Goldsmith

Currently available quantum computers suffer from constraints including hardware noise and a limited number of qubits. As such, variational quantum algorithms that utilise a classical optimiser in order to train a parameterised quantum…

Quantum Physics · Physics 2023-04-18 Samuel Duffield , Marcello Benedetti , Matthias Rosenkranz

In this paper, a novel model-based distributed compressive sensing (DCS) algorithm is proposed. DCS exploits the inter-signal correlations and has the capability to jointly recover multiple sparse signals. Proposed approach is a Bayesian…

Signal Processing · Electrical Eng. & Systems 2020-10-19 Razieh Torkamani , Hadi Zayyani , Ramazan Ali Sadeghzadeh

We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an…

Optimization and Control · Mathematics 2023-03-20 Yu-Guan Hsieh , Yassine Laguel , Franck Iutzeler , Jérôme Malick