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The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

Data heterogeneity has been a long-standing bottleneck in studying the convergence rates of Federated Learning algorithms. In order to better understand the issue of data heterogeneity, we study the convergence rate of the…

Machine Learning · Statistics 2026-03-24 Zhixu Tao , Rajita Chandak , Sanjeev Kulkarni

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

Machine Learning · Computer Science 2022-05-19 Graham W. Pulford

Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…

Machine Learning · Computer Science 2023-08-23 Amirhossein Reisizadeh , Khashayar Gatmiry , Asuman Ozdaglar

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

Federated Learning (FL) is an emerging framework for distributed processing of large data volumes by edge devices subject to limited communication bandwidths, heterogeneity in data distributions and computational resources, as well as…

Machine Learning · Computer Science 2022-04-11 Yonghai Gong , Yichuan Li , Nikolaos M. Freris

Finite mixture models are powerful tools for modelling and analyzing heterogeneous data. Parameter estimation is typically carried out using maximum likelihood estimation via the Expectation-Maximization (EM) algorithm. Recently, the…

Computation · Statistics 2020-05-15 Sharon X. Lee , Geoffrey J. McLachlan , Kaleb L. Leemaqz

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

We systematically study various network Expectation-Maximization (EM) algorithms for the Gaussian mixture model within the framework of decentralized federated learning. Our theoretical investigation reveals that directly extending the…

Machine Learning · Statistics 2024-11-11 Shuyuan Wu , Bin Du , Xuetong Li , Hansheng Wang

Federated learning is a framework for distributed optimization that places emphasis on communication efficiency. In particular, it follows a client-server broadcast model and is particularly appealing because of its ability to accommodate…

Machine Learning · Computer Science 2022-03-30 Han Wang , Siddartha Marella , James Anderson

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

Federated learning describes the distributed training of models across multiple clients while keeping the data private on-device. In this work, we view the server-orchestrated federated learning process as a hierarchical latent variable…

Machine Learning · Computer Science 2021-11-22 Christos Louizos , Matthias Reisser , Joseph Soriaga , Max Welling

The family of Expectation-Maximization (EM) algorithms provides a general approach to fitting flexible models for large and complex data. The expectation (E) step of EM-type algorithms is time-consuming in massive data applications because…

Computation · Statistics 2018-06-21 Sanvesh Srivastava , Glen DePalma , Chuanhai Liu

The EM algorithm is one of the most popular algorithm for inference in latent data models. The original formulation of the EM algorithm does not scale to large data set, because the whole data set is required at each iteration of the…

Machine Learning · Statistics 2019-10-29 Belhal Karimi , Hoi-To Wai , Eric Moulines , Marc Lavielle

Fast Incremental Expectation Maximization (FIEM) is a version of the EM framework for large datasets. In this paper, we first recast FIEM and other incremental EM type algorithms in the {\em Stochastic Approximation within EM} framework.…

Machine Learning · Computer Science 2021-01-01 Gersende Fort , P. Gach , E. Moulines

While supervised federated learning approaches have enjoyed significant success, the domain of unsupervised federated learning remains relatively underexplored. Several federated EM algorithms have gained popularity in practice, however,…

Machine Learning · Statistics 2025-04-18 Ye Tian , Haolei Weng , Yang Feng

We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Quanquan Gu , Yang Ning , Han Liu

We introduce FedDM, a novel training framework designed for the federated training of diffusion models. Our theoretical analysis establishes the convergence of diffusion models when trained in a federated setting, presenting the specific…

Machine Learning · Computer Science 2024-07-23 Jayneel Vora , Nader Bouacida , Aditya Krishnan , Prasant Mohapatra

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…

Signal Processing · Electrical Eng. & Systems 2024-04-18 Geethu Joseph

We study the problem of federated clustering when the total number of clusters $K$ across clients is unknown, and the clients have heterogeneous but potentially overlapping cluster sets in their local data. To that end, we develop FedGEM: a…

Machine Learning · Computer Science 2026-01-30 Michael Ibrahim , Nagi Gebraeel , Weijun Xie
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