Decentralized Bayesian Learning with Metropolis-adjusted Hamiltonian Monte Carlo

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F23%3A00373589" target="_blank" >RIV/68407700:21230/23:00373589 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/s10994-023-06345-6" target="_blank" >https://doi.org/10.1007/s10994-023-06345-6</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10994-023-06345-6" target="_blank" >10.1007/s10994-023-06345-6</a>

Result language
angličtina
Original language name
Decentralized Bayesian Learning with Metropolis-adjusted Hamiltonian Monte Carlo
Original language description
Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as to the uncertainty of a random quantity, and Langevin and Hamiltonian methods are effective at realizing sampling from an uncertain distribution with large parameter dimensions. Such methods have only recently appeared in the decentralized setting, and either exclusively use stochastic gradient Langevin and Hamiltonian Monte Carlo approaches that require a diminishing stepsize to asymptotically sample from the posterior and are known in practice to characterize uncertainty less faithfully than constant step-size methods with a Metropolis adjustment, or assume strong convexity properties of the potential function. We present the first approach to incorporating constant stepsize Metropolis-adjusted HMC in the decentralized sampling framework, show theoretical guarantees for consensus and probability distance to the posterior stationary distribution, and demonstrate their effectiveness numerically on standard real world problems, including decentralized learning of neural networks which is known to be highly non-convex.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project
<a href="/en/project/EF16_019%2F0000765" target="_blank" >EF16_019/0000765: Research Center for Informatics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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