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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

Sampling from a target distribution induced by training data is central to Bayesian learning, with Stochastic Gradient Langevin Dynamics (SGLD) serving as a key tool for scalable posterior sampling and decentralized variants enabling…

Optimization and Control · Mathematics 2025-11-18 Waheed U. Bajwa , Mert Gurbuzbalaban , Mustafa Ali Kutbay , Lingjiong Zhu , Muhammad Zulqarnain

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

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

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

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

We propose a novel adaptive importance sampling algorithm which incorporates Stein variational gradient decent algorithm (SVGD) with importance sampling (IS). Our algorithm leverages the nonparametric transforms in SVGD to iteratively…

Machine Learning · Statistics 2017-07-26 Jun Han , Qiang Liu

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao

Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution…

Machine Learning · Statistics 2021-05-24 Anna Korba , Pierre-Cyril Aubin-Frankowski , Szymon Majewski , Pierre Ablin

This work presents a multilevel variant of Stein variational gradient descent to more efficiently sample from target distributions. The key ingredient is a sequence of distributions with growing fidelity and costs that converges to the…

Numerical Analysis · Mathematics 2021-04-06 Terrence Alsup , Luca Venturi , Benjamin Peherstorfer

Distributed machine learning has been widely studied in the literature to scale up machine learning model training in the presence of an ever-increasing amount of data. We study distributed machine learning from another perspective, where…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-16 Yaochen Hu , Di Niu , Jianming Yang , Shengping Zhou

Distributed learning, particularly Federated Learning (FL), faces a significant bottleneck in the communication cost, particularly the uplink transmission of client-to-server updates, which is often constrained by asymmetric bandwidth…

Machine Learning · Computer Science 2026-02-19 Tomas Ortega , Chun-Yin Huang , Xiaoxiao Li , Hamid Jafarkhani

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…

Machine Learning · Computer Science 2019-05-22 Tao Yi , Xingxuan Wang

Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch

Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high…

Machine Learning · Computer Science 2017-04-10 Soham De , Tom Goldstein

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li

As a crucial scheme to accelerate the deep neural network (DNN) training, distributed stochastic gradient descent (DSGD) is widely adopted in many real-world applications. In most distributed deep learning (DL) frameworks, DSGD is…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-17 Xiang Yang

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

Stein Variational Gradient Descent (SVGD) is an important alternative to the Langevin-type algorithms for sampling from probability distributions of the form $\pi(x) \propto \exp(-V(x))$. In the existing theory of Langevin-type algorithms…

Statistics Theory · Mathematics 2022-06-02 Lukang Sun , Avetik Karagulyan , Peter Richtarik

Bayesian Federated Learning (FL) offers a principled framework to account for the uncertainty caused by limitations in the data available at the nodes implementing collaborative training. In Bayesian FL, nodes exchange information about…

Signal Processing · Electrical Eng. & Systems 2023-05-10 Luca Barbieri , Osvaldo Simeone , Monica Nicoli