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.

Often the data that a model needs to be trained on is distributed among multiple computing agents and it cannot be accrued in a single server location because of logistical constraints such as memory, efficient data sharing means, or confidentiality requirements due to sensitive nature of the data. However, the need arises to train the same model with the entire distributed data. Isolated training individually by the agents with their local data may lead to overfitted models as the training data is limited. Besides, training such isolated models on different agents is redundant as more parameter updates have to be performed by the isolated models to reach a certain level of accuracy as compared to what can be achieved by sharing information. Distributed learning aims to leverage the full distributed data by a coordinated training among all the agents where the agents are allowed to share partial information (usually the learned model parameters or their gradients) without sharing any raw data.