2020
DOI: 10.48550/arxiv.2009.06419
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Federated Generalized Bayesian Learning via Distributed Stein Variational Gradient Descent

Abstract: This paper introduces Distributed Stein Variational Gradient Descent (DSVGD), a non-parametric generalized Bayesian inference framework for federated learning. DSVGD maintains a number of non-random and interacting particles at a central server to represent the current iterate of the model global posterior. The particles are iteratively downloaded and updated by one of the agents with the end goal of minimizing the global free energy. By varying the number of particles, DSVGD enables a flexible trade-off betwe… Show more

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Cited by 7 publications
(12 citation statements)
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“…In variational Bayesian federated learning, the agents collectively aim at obtaining a variational distribution q(θ) on the model parameter space that minimizes the global free energy (see, e.g., [11,13])…”
Section: Setupmentioning
confidence: 99%
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“…In variational Bayesian federated learning, the agents collectively aim at obtaining a variational distribution q(θ) on the model parameter space that minimizes the global free energy (see, e.g., [11,13])…”
Section: Setupmentioning
confidence: 99%
“…In this section, we review non-parametric variational federated learning as introduced in [13]. Specifically, reference [13] presents DSVGD, which represents the variational posterior q(θ|D) via N particles, {θ n } N n=1 , and extends SVGD [16] to a federated learning setup within the framework of partitioned variational inference (PVI) [11].…”
Section: Particle-based Federated Learningmentioning
confidence: 99%
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