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Gradient-based approximate inference methods, such as Stein variational gradient descent (SVGD), provide simple and general-purpose inference engines for differentiable continuous distributions. However, existing forms of SVGD cannot be…

Machine Learning · Computer Science 2020-03-03 Jun Han , Fan Ding , Xianglong Liu , Lorenzo Torresani , Jian Peng , Qiang Liu

We propose a general purpose variational inference algorithm that forms a natural counterpart of gradient descent for optimization. Our method iteratively transports a set of particles to match the target distribution, by applying a form of…

Machine Learning · Statistics 2019-09-10 Qiang Liu , Dilin Wang

Federated Learning (FL), an emerging paradigm for fast intelligent acquisition at the network edge, enables joint training of a machine learning model over distributed data sets and computing resources with limited disclosure of local data.…

Information Theory · Computer Science 2020-03-02 Hong Xing , Osvaldo Simeone , Suzhi Bi

Stein Variational Gradient Descent (SVGD) is a highly efficient method to sample from an unnormalized probability distribution. However, the SVGD update relies on gradients of the log-density, which may not always be available. Existing…

Machine Learning · Computer Science 2026-03-13 Cornelius V. Braun , Robert T. Lange , Marc Toussaint

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive…

Machine Learning · Computer Science 2024-02-05 Luca Della Libera , Jacopo Andreoli , Davide Dalle Pezze , Mirco Ravanelli , Gian Antonio Susto

Local Stochastic Gradient Descent (SGD) with periodic model averaging (FedAvg) is a foundational algorithm in Federated Learning. The algorithm independently runs SGD on multiple workers and periodically averages the model across all the…

Machine Learning · Computer Science 2022-01-12 Sunwoo Lee , Anit Kumar Sahu , Chaoyang He , Salman Avestimehr

We study federated machine learning at the wireless network edge, where limited power wireless devices, each with its own dataset, build a joint model with the help of a remote parameter server (PS). We consider a bandwidth-limited fading…

Information Theory · Computer Science 2020-02-12 Mohammad Mohammadi Amiri , Deniz Gunduz

Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally…

Machine Learning · Statistics 2017-11-15 Qiang Liu

In this project, we propose a Variational Inference algorithm to approximate posterior distributions. Building on prior methods, we develop the Gradient-Steered Stein Variational Gradient Descent (G-SVGD) approach. This method introduces a…

Computation · Statistics 2025-02-03 Jose L. Varona-Santana , Marcos A. Capistrán

We propose a novel distributed inference algorithm for continuous graphical models, by extending Stein variational gradient descent (SVGD) to leverage the Markov dependency structure of the distribution of interest. Our approach combines…

Machine Learning · Statistics 2018-06-11 Dilin Wang , Zhe Zeng , Qiang Liu

Stein variational gradient descent (SVGD) is a deterministic particle inference algorithm that provides an efficient alternative to Markov chain Monte Carlo. However, SVGD has been found to suffer from variance underestimation when the…

Machine Learning · Statistics 2022-03-14 Xing Liu , Harrison Zhu , Jean-François Ton , George Wynne , Andrew Duncan

Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribution, with impressive empirical performance across various…

Machine Learning · Statistics 2023-10-09 Aniket Das , Dheeraj Nagaraj

We study a fully decentralized federated learning algorithm, which is a novel gradient descent algorithm executed on a communication-based network. For convenience, we refer to it as a network gradient descent (NGD) method. In the NGD…

Machine Learning · Computer Science 2022-05-18 Shuyuan Wu , Danyang Huang , Hansheng Wang

Many particle-based Bayesian inference methods use a single global step size for all parts of the update. In Stein variational gradient descent (SVGD), however, each update combines two qualitatively different effects: attraction toward…

Machine Learning · Computer Science 2026-04-07 Arash Sarshar

Stein variational gradient descent (SVGD) refers to a class of methods for Bayesian inference based on interacting particle systems. In this paper, we consider the originally proposed deterministic dynamics as well as a stochastic variant,…

Machine Learning · Statistics 2021-02-26 Nikolas Nüsken , D. R. Michiel Renger

Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…

Machine Learning · Computer Science 2019-08-01 Zheng Li , Shi Shu

Bayesian computation plays an important role in modern machine learning and statistics to reason about uncertainty. A key computational challenge in Bayesian inference is to develop efficient techniques to approximate, or draw samples from…

Numerical Analysis · Mathematics 2021-09-01 Liang Yan , Tao Zhou

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

Recently, 3D Gaussian Splatting has emerged as a promising approach for modeling 3D scenes using mixtures of Gaussians. The predominant optimization method for these models relies on backpropagating gradients through a differentiable…

Computer Vision and Pattern Recognition · Computer Science 2025-09-24 Toon Van de Maele , Ozan Catal , Alexander Tschantz , Christopher L. Buckley , Tim Verbelen