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Stein variational gradient descent (SVGD) was recently proposed as a general purpose nonparametric variational inference algorithm [Liu & Wang, NIPS 2016]: it minimizes the Kullback-Leibler divergence between the target distribution and its…

Machine Learning · Statistics 2018-10-31 Gianluca Detommaso , Tiangang Cui , Alessio Spantini , Youssef Marzouk , Robert Scheichl

Federated learning enables a large amount of edge computing devices to jointly learn a model without data sharing. As a leading algorithm in this setting, Federated Averaging (\texttt{FedAvg}) runs Stochastic Gradient Descent (SGD) in…

Machine Learning · Statistics 2020-06-26 Xiang Li , Kaixuan Huang , Wenhao Yang , Shusen Wang , Zhihua Zhang

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

Federated learning enables a large amount of edge computing devices to learn a model without data sharing jointly. As a leading algorithm in this setting, Federated Average FedAvg, which runs Stochastic Gradient Descent (SGD) in parallel on…

Machine Learning · Computer Science 2022-11-04 Xiaoxiao Li , Zhao Song , Runzhou Tao , Guangyi Zhang

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

Federated learning faces huge challenges from model overfitting due to the lack of data and statistical diversity among clients. To address these challenges, this paper proposes a novel personalized federated learning method via Bayesian…

Machine Learning · Computer Science 2022-06-17 Xu Zhang , Yinchuan Li , Wenpeng Li , Kaiyang Guo , Yunfeng Shao

This paper addresses the critical challenge of unlearning in Vertical Federated Learning (VFL), a setting that has received far less attention than its horizontal counterpart. Specifically, we propose the first method tailored to…

Machine Learning · Computer Science 2026-03-02 Hanlin Gu , Hong Xi Tae , Lixin Fan , Chee Seng Chan

In response to legislation mandating companies to honor the \textit{right to be forgotten} by erasing user data, it has become imperative to enable data removal in Vertical Federated Learning (VFL) where multiple parties provide private…

Machine Learning · Computer Science 2023-11-23 Jian Zhang , Bowen Li Jie Li , Chentao Wu

Stein variational gradient descent (SVGD) [Liu and Wang, 2016] performs approximate Bayesian inference by representing the posterior with a set of particles. However, SVGD suffers from variance collapse, i.e. poor predictions due to…

Machine Learning · Computer Science 2025-01-27 Ola Rønning , Eric Nalisnick , Christophe Ley , Padhraic Smyth , Thomas Hamelryck

This work investigates fault-resilient federated learning when the data samples are non-uniformly distributed across workers, and the number of faulty workers is unknown to the central server. In the presence of adversarially faulty workers…

Machine Learning · Computer Science 2020-08-20 Yanjie Dong , Georgios B. Giannakis , Tianyi Chen , Julian Cheng , Md. Jahangir Hossain , Victor C. M. Leung

In this paper, we studied a buffered mini-batch gradient descent (BMGD) algorithm for training complex model on massive datasets. The algorithm studied here is designed for fast training on a GPU-CPU system, which contains two steps: the…

Computation · Statistics 2023-12-15 Haobo Qi , Du Huang , Yingqiu Zhu , Danyang Huang , Hansheng Wang

Deep representation learning methods struggle with continual learning, suffering from both catastrophic forgetting of useful units and loss of plasticity, often due to rigid and unuseful units. While many methods address these two issues…

Machine Learning · Computer Science 2024-05-02 Mohamed Elsayed , A. Rupam Mahmood

We provide the first finite-particle convergence rate for Stein variational gradient descent (SVGD), a popular algorithm for approximating a probability distribution with a collection of particles. Specifically, whenever the target…

Machine Learning · Computer Science 2023-11-03 Jiaxin Shi , Lester Mackey

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

This paper proposes an algorithm for Federated Learning (FL) with a two-layer structure that achieves both variance reduction and a faster convergence rate to an optimal solution in the setting where each agent has an arbitrary probability…

Machine Learning · Computer Science 2023-04-04 M. R. Rostami , S. S. Kia

Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…

Machine Learning · Computer Science 2022-11-29 Qingzhong Ai , Shiyu Liu , Lirong He , Zenglin Xu

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

Machine Learning · Statistics 2018-01-23 Stephan Mandt , Matthew D. Hoffman , David M. Blei

Stochastic Gradient Descent (SGD) is arguably the most important single algorithm in modern machine learning. Although SGD with unbiased gradient estimators has been studied extensively over at least half a century, SGD variants relying on…

Machine Learning · Computer Science 2023-05-26 Yury Demidovich , Grigory Malinovsky , Igor Sokolov , Peter Richtárik

In federated learning, communication cost can be significantly reduced by transmitting the information over the air through physical channels. In this paper, we propose a new class of adaptive federated stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2025-09-03 Rui Zhang , Wenlong Mou

In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…

Machine Learning · Computer Science 2018-10-31 Fanhua Shang , Kaiwen Zhou , Hongying Liu , James Cheng , Ivor W. Tsang , Lijun Zhang , Dacheng Tao , Licheng Jiao