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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

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

Stein variational gradient descent (SVGD) is a general-purpose optimization-based sampling algorithm that has recently exploded in popularity, but is limited by two issues: it is known to produce biased samples, and it can be slow to…

Machine Learning · Statistics 2022-04-20 Alex Leviyev , Joshua Chen , Yifei Wang , Omar Ghattas , Aaron Zimmerman

Stein Variational Gradient Descent (SVGD) is an algorithm for sampling from a target density which is known up to a multiplicative constant. Although SVGD is a popular algorithm in practice, its theoretical study is limited to a few recent…

Machine Learning · Computer Science 2022-06-20 Adil Salim , Lukang Sun , Peter Richtárik

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 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

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

Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular limit where the kernel bandwidth tends to zero. In this…

Analysis of PDEs · Mathematics 2026-05-06 José A. Carrillo , Jakub Skrzeczkowski , Jethro Warnett

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

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

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

This paper investigates federated learning in a wireless communication system, where random device selection is employed with non-independent and identically distributed (non-IID) data. The analysis indicates that while training deep…

Signal Processing · Electrical Eng. & Systems 2024-05-28 Kaidi Wang , Zhiguo Ding , Daniel K. C. So , Zhi Ding

In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…

Machine Learning · Computer Science 2022-01-25 Xuanjie Li , Yuedong Xu , Jessie Hui Wang , Xin Wang , John C. S. Lui

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

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 deterministic interacting-particle method for sampling from a target probability measure given access to its score function. In the mean-field and continuous-time limit, it is known that the…

Machine Learning · Statistics 2026-05-12 Lénaïc Chizat , Maria Colombo , Roberto Colombo , Xavier Fernández-Real

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

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 in this work RBM-SVGD, a stochastic version of Stein Variational Gradient Descent (SVGD) method for efficiently sampling from a given probability measure and thus useful for Bayesian inference. The method is to apply the Random…

Machine Learning · Statistics 2020-06-24 Lei Li , Yingzhou Li , Jian-Guo Liu , Zibu Liu , Jianfeng Lu