Bayesian Deep Learning via Expectation Maximization and Turbo Deep Approximate Message Passing

Efficient learning and model compression algorithm for deep neural network (DNN) is a key workhorse behind the rise of deep learning (DL). In this work, we propose a message passing-based Bayesian deep learning algorithm called EM-TDAMP to avoid the drawbacks of traditional stochastic gradient descent (SGD)-based learning algorithms and regularization-based model compression methods. Specifically, we formulate the problem of DNN learning and compression as a sparse Bayesian inference problem, in which group sparse prior is employed to achieve structured model compression. Then, we propose an expectation maximization (EM) framework to estimate posterior distributions for parameters (E-step) and update hyperparameters (M-step), where the E-step is realized by a newly proposed turbo deep approximate message passing (TDAMP) algorithm. We further extend the EM-TDAMP and propose a novel Bayesian federated learning framework, in which the clients perform TDAMP to efficiently calculate the local posterior distributions based on the local data, and the central server first aggregates the local posterior distributions to update the global posterior distributions and then update hyperparameters based on EM to accelerate convergence. We detail the application of EM-TDAMP to Boston housing price prediction and handwriting recognition, and present extensive numerical results to demonstrate the advantages of EM-TDAMP.