Decentralized Machine Learning with Centralized Performance Guarantees via Gibbs Algorithms

In this paper, it is shown, for the first time, that centralized performance is achievable in decentralized learning without sharing the local datasets. Specifically, when clients adopt an empirical risk minimization with relative-entropy regularization (ERM-RER) learning framework and a forward-backward communication between clients is established, it suffices to share the locally obtained Gibbs measures to achieve the same performance as that of a centralized ERM-RER with access to all the datasets. The core idea is that the Gibbs measure produced by client~$k$ is used, as reference measure, by client~$k+1$. This effectively establishes a principled way to encode prior information through a reference measure. In particular, achieving centralized performance in the decentralized setting requires a specific scaling of the regularization factors with the local sample sizes. Overall, this result opens the door to novel decentralized learning paradigms that shift the collaboration strategy from sharing data to sharing the local inductive bias via the reference measures over the set of models.

On the Role of Reversible Instance Normalization

Data normalization is a crucial component of deep learning models, yet its role in time series forecasting remains insufficiently understood. In this paper, we identify three central challenges for normalization in time series forecasting: temporal input distribution shift, spatial input distribution shift, and conditional output distribution shift. In this context, we revisit the widely used Reversible Instance Normalization (RevIN), by showing through ablation studies that several of its components are redundant or even detrimental. Based on these observations, we draw new perspectives to improve RevIN's robustness and generalization.