Partitioned Variational Inference: A Framework for Probabilistic Federated Learning
The proliferation of computing devices has brought about an opportunity to deploy machine learning models on new problem domains using previously inaccessible data. Traditional algorithms for training such models often require data to be stored on a single machine with compute performed by a single node, making them unsuitable for decentralised training on multiple devices. This deficiency has motivated the development of federated learning algorithms, which allow multiple data owners to train collaboratively and use a shared model whilst keeping local data private. However, many of these algorithms focus on obtaining point estimates of model parameters, rather than probabilistic estimates capable of capturing model uncertainty, which is essential in many applications. Variational inference (VI) has become the method of choice for fitting many modern probabilistic models. In this paper we introduce partitioned variational inference (PVI), a general framework for performing VI in the federated setting. We develop new supporting theory for PVI, demonstrating a number of properties that make it an attractive choice for practitioners; use PVI to unify a wealth of fragmented, yet related literature; and provide empirical results that showcase the effectiveness of PVI in a variety of federated settings.
Code (1)
Tasks
Federated LearningVariational InferenceMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Federated Generalised Variational Inference: A Robust Probabilistic Federated Learning Framework
We introduce FedGVI, a probabilistic Federated Learning (FL) framework that is robust to both prior and likelihood misspecification. FedGVI addresses limitations in both frequentist and Bayesian FL by providing unbiased …
Federated LearningUncertainty QuantificationVariational InferencePartitioned Variational Inference: A unified framework encompassing federated and continual learning
Variational inference (VI) has become the method of choice for fitting many modern probabilistic models. However, practitioners are faced with a fragmented literature that offers a bewildering array of algorithmic option…
Continual LearningDistributed ComputingFederated LearningVariational InferenceDifferentially private partitioned variational inference
Learning a privacy-preserving model from sensitive data which are distributed across multiple devices is an increasingly important problem. The problem is often formulated in the federated learning context, with the aim …
Federated LearningPrivacy PreservingVariational InferenceFederated Learning as Variational Inference: A Scalable Expectation Propagation Approach
The canonical formulation of federated learning treats it as a distributed optimization problem where the model parameters are optimized against a global loss function that decomposes across client loss functions. A rece…
Distributed OptimizationFederated LearningVariational InferenceDifferentially Private Federated Variational Inference
In many real-world applications of machine learning, data are distributed across many clients and cannot leave the devices they are stored on. Furthermore, each client's data, computational resources and communication co…
Bayesian InferenceFederated LearningVariational Inference