Asynchronous Local Computations in Distributed Bayesian Learning

Due to the expanding scope of machine learning (ML) to the fields of sensor networking, cooperative robotics and many other multi-agent systems, distributed deployment of inference algorithms has received a lot of attention. These algorithms involve collaboratively learning unknown parameters from dispersed data collected by multiple agents. There are two competing aspects in such algorithms, namely, intra-agent computation and inter-agent communication. Traditionally, algorithms are designed to perform both synchronously. However, certain circumstances need frugal use of communication channels as they are either unreliable, time-consuming, or resource-expensive. In this paper, we propose gossip-based asynchronous communication to leverage fast computations and reduce communication overhead simultaneously. We analyze the effects of multiple (local) intra-agent computations by the active agents between successive inter-agent communications. For local computations, Bayesian sampling via unadjusted Langevin algorithm (ULA) MCMC is utilized. The communication is assumed to be over a connected graph (e.g., as in decentralized learning), however, the results can be extended to coordinated communication where there is a central server (e.g., federated learning). We theoretically quantify the convergence rates in the process. To demonstrate the efficacy of the proposed algorithm, we present simulations on a toy problem as well as on real world data sets to train ML models to perform classification tasks. We observe faster initial convergence and improved performance accuracy, especially in the low data range. We achieve on average 78% and over 90% classification accuracy respectively on the Gamma Telescope and mHealth data sets from the UCI ML repository.

Asynchronous Bayesian Learning over a Network

We present a practical asynchronous data fusion model for networked agents to perform distributed Bayesian learning without sharing raw data. Our algorithm uses a gossip-based approach where pairs of randomly selected agents employ unadjusted Langevin dynamics for parameter sampling. We also introduce an event-triggered mechanism to further reduce communication between gossiping agents. These mechanisms drastically reduce communication overhead and help avoid bottlenecks commonly experienced with distributed algorithms. In addition, the reduced link utilization by the algorithm is expected to increase resiliency to occasional link failure. We establish mathematical guarantees for our algorithm and demonstrate its effectiveness via numerical experiments.