arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2201.09965cs.LG

Decentralized EM to Learn Gaussian Mixtures from Datasets Distributed by Features

CMU(卡内基梅隆大学);IST(高等理工学院);NOVA(新大学)

Pedro Valdeira, Cláudia Soares, João Xavier

英文摘要:

Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data distributed by examples, horizontal partitioning, but we lack a counterpart for data scattered by features, an increasingly common scheme (e.g. user profiling with data from multiple entities). To fill this gap, we provide an EM-based algorithm to fit Gaussian mixtures to Vertically Partitioned data (VP-EM). In federated learning setups, our algorithm matches the centralized EM fitting of Gaussian mixtures constrained to a subspace. In arbitrary communication graphs, consensus averaging allows VP-EM to run on large peer-to-peer networks as an EM approximation. This mismatch comes from consensus error only, which vanishes exponentially fast with the number of consensus rounds. We demonstrate VP-EM on various topologies for both synthetic and real data, evaluating its approximation of centralized EM and seeing that it outperforms the available benchmark.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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