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Jul 12, 2020
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We propose a method to fuse posterior distributions learned from heterogeneous datasets. Our algorithm relies on a mean field assumption for both the fused model and the individual dataset posteriors, and proceeds in a simple assign-and-average approach. The components of the dataset posteriors are assigned to the proposed global model components by solving a regularized variant of the assignment problem. The global components are then updated based on these assignments by their mean under a KL divergence. For exponential family variational distributions, our formulation leads to an efficient non-parametric algorithm for computing the fused model. Our algorithm is easy to describe and implement, efficient, and performs competitive with state-of-the-art when tested on motion capture analysis, topic modeling, and federated learning of Bayesian neural networks.We propose a method to fuse posterior distributions learned from heterogeneous datasets. Our algorithm relies on a mean field assumption for both the fused model and the individual dataset posteriors, and proceeds in a simple assign-and-average approach. The components of the dataset posteriors are assigned to the proposed global model components by solving a regularized variant of the assignment problem. The global components are then updated based on these assignments by their mean under a KL…
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The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.
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