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Forward gradient descent (FGD) has been proposed as a biologically more plausible alternative of gradient descent as it can be computed without backward pass. Considering the linear model with $d$ parameters, previous work has found that…

Statistics Theory · Mathematics 2024-11-27 Niklas Dexheimer , Johannes Schmidt-Hieber

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

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

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

Recent data-privacy laws have sparked interest in machine unlearning, which involves removing the effect of specific training samples from a learnt model as if they were never present in the original training dataset. The challenge of…

Machine Learning · Computer Science 2023-12-08 Tuan Hoang , Santu Rana , Sunil Gupta , Svetha Venkatesh

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

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

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

Modern representation learning methods often struggle to adapt quickly under non-stationarity because they suffer from catastrophic forgetting and decaying plasticity. Such problems prevent learners from fast adaptation since they may…

Machine Learning · Computer Science 2023-04-28 Mohamed Elsayed , A. Rupam Mahmood

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

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

Machine unlearning in foundation models (e.g., language and vision transformers) is essential for privacy and safety; however, existing approaches are unstable and unreliable. A widely used strategy, the gradient difference method, applies…

Machine Learning · Computer Science 2026-03-19 Arpit Garg , Hemanth Saratchandran , Ravi Garg , Simon Lucey

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

Machine unlearning is the process through which a deployed machine learning model is made to forget about some of its training data points. While naively retraining the model from scratch is an option, it is almost always associated with…

Machine Learning · Computer Science 2022-03-03 Anvith Thudi , Gabriel Deza , Varun Chandrasekaran , Nicolas Papernot

In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…

Machine Learning · Statistics 2021-06-14 Kangqiao Liu , Liu Ziyin , Masahito Ueda

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Machine Learning · Statistics 2026-05-20 Shubo Li , Yuefeng Han , Xiufan Yu

Particle-based Bayesian inference methods by sampling from a partition-free target (posterior) distribution, e.g., Stein variational gradient descent (SVGD), have attracted significant attention. We propose a path-guided particle-based…

Machine Learning · Computer Science 2024-12-05 Mingzhou Fan , Ruida Zhou , Chao Tian , Xiaoning Qian

We develop Riemannian Stein Variational Gradient Descent (RSVGD), a Bayesian inference method that generalizes Stein Variational Gradient Descent (SVGD) to Riemann manifold. The benefits are two-folds: (i) for inference tasks in Euclidean…

Machine Learning · Statistics 2017-12-01 Chang Liu , Jun Zhu

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

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi