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Distributed Stein Variational Gradient Descent (DSVGD) is a non-parametric distributed learning framework for federated Bayesian learning, where multiple clients jointly train a machine learning model by communicating a number of non-random…

Machine Learning · Computer Science 2023-03-14 Jiarong Yang , Yuan Liu , Rahif Kassab

Variational particle-based Bayesian learning methods have the advantage of not being limited by the bias affecting more conventional parametric techniques. This paper proposes to leverage the flexibility of non-parametric Bayesian…

Machine Learning · Computer Science 2021-11-24 Jinu Gong , Osvaldo Simeone , Rahif Kassab , Joonhyuk Kang

We propose a novel particle-based variational inference method designed to work with multimodal distributions. Our approach, referred to as Branched Stein Variational Gradient Descent (BSVGD), extends the classical Stein Variational…

Machine Learning · Computer Science 2025-07-18 Isaías Bañales , Arturo Jaramillo , Joshué Helí Ricalde-Guerrero

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

Optimization and Control · Mathematics 2025-10-02 Viktor Stein , Wuchen Li

Stein Variational Gradient Descent (SVGD) is a nonparametric particle-based deterministic sampling algorithm. Despite its wide usage, understanding the theoretical properties of SVGD has remained a challenging problem. For sampling from a…

Statistics Theory · Mathematics 2023-10-31 Tianle Liu , Promit Ghosal , Krishnakumar Balasubramanian , Natesh S. Pillai

Particle-based approximate Bayesian inference approaches such as Stein Variational Gradient Descent (SVGD) combine the flexibility and convergence guarantees of sampling methods with the computational benefits of variational inference. In…

Machine Learning · Computer Science 2021-07-30 Lauro Langosco di Langosco , Vincent Fortuin , Heiko Strathmann

Stein variational gradient descent (SVGD) is a prominent particle-based variational inference method used for sampling a target distribution. SVGD has attracted interest for application in machine-learning techniques such as Bayesian…

Machine Learning · Computer Science 2024-02-26 Yuya Kawamura , Satoshi Takabe

Stein variational gradient descent (SVGD) is a non-parametric inference algorithm that evolves a set of particles to fit a given distribution of interest. We analyze the non-asymptotic properties of SVGD, showing that there exists a set of…

Machine Learning · Statistics 2018-10-30 Qiang Liu , Dilin Wang

Ensembles of deep neural networks have achieved great success recently, but they do not offer a proper Bayesian justification. Moreover, while they allow for averaging of predictions over several hypotheses, they do not provide any…

Machine Learning · Computer Science 2021-06-23 Francesco D'Angelo , Vincent Fortuin , Florian Wenzel

Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the…

Machine Learning · Statistics 2019-11-06 Dilin Wang , Ziyang Tang , Chandrajit Bajaj , Qiang Liu

Stein variational gradient descent (SVGD) is a kernel-based particle method for sampling from a target distribution, e.g., in generative modeling and Bayesian inference. SVGD does not require estimating the gradient of the log-density,…

Machine Learning · Statistics 2025-04-10 Viktor Stein , Wuchen Li

Generative adversarial networks (GANs), famous for the capability of learning complex underlying data distribution, are however known to be tricky in the training process, which would probably result in mode collapse or performance…

Machine Learning · Computer Science 2020-04-23 Dong Wang , Xiaoqian Qin , Fengyi Song , Li Cheng

In this paper we propose and analyze a novel multilevel version of Stein variational gradient descent (SVGD). SVGD is a recent particle based variational inference method. For Bayesian inverse problems with computationally expensive…

Numerical Analysis · Mathematics 2024-02-05 Simon Weissmann , Jakob Zech

We propose a Stochastic Gradient Descent (SGD)-type algorithm for Personalized Federated Learning which can be particularly attractive for mobile energy-limited regimes due to its low per-client computational cost. The model to be trained…

Machine Learning · Computer Science 2025-12-15 Sotirios Nikoloutsopoulos , Iordanis Koutsopoulos , Michalis K. Titsias

Federated learning methods enable model training across distributed data sources without data leaving their original locations and have gained increasing interest in various fields. However, existing approaches are limited, excluding many…

Machine Learning · Statistics 2023-07-10 Conor Hassan , Robert Salomone , Kerrie Mengersen

We study the Stein Variational Gradient Descent (SVGD) algorithm, which optimises a set of particles to approximate a target probability distribution $\pi\propto e^{-V}$ on $\mathbb{R}^d$. In the population limit, SVGD performs gradient…

Machine Learning · Statistics 2021-01-05 Anna Korba , Adil Salim , Michael Arbel , Giulia Luise , Arthur Gretton

Stein variational gradient descent (SVGD) is a recently proposed particle-based Bayesian inference method, which has attracted a lot of interest due to its remarkable approximation ability and particle efficiency compared to traditional…

Machine Learning · Statistics 2018-06-11 Jingwei Zhuo , Chang Liu , Jiaxin Shi , Jun Zhu , Ning Chen , Bo Zhang

The curse of dimensionality is a longstanding challenge in Bayesian inference in high dimensions. In this work, we propose a projected Stein variational gradient descent (pSVGD) method to overcome this challenge by exploiting the…

Machine Learning · Computer Science 2020-06-11 Peng Chen , Omar Ghattas

Stein Variational Gradient Descent (SVGD) is a popular particle-based method for Bayesian inference. However, its convergence suffers from the variance collapse, which reduces the accuracy and diversity of the estimation. In this paper, we…

Machine Learning · Computer Science 2023-05-19 Jiankui Zhou , Yue Qiu

Bayesian Federated Learning (FL) offers a principled framework to account for the uncertainty caused by limitations in the data available at the nodes implementing collaborative training. In Bayesian FL, nodes exchange information about…

Signal Processing · Electrical Eng. & Systems 2023-05-10 Luca Barbieri , Osvaldo Simeone , Monica Nicoli
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