Research map / Probabilistic and scientific modeling / Variational and generative sampling
Particle-based Variational Inference with Preconditioned Functional Gradient Flow
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use PFG instead of SVGD or SGLD | Hierarchical logistic regression · covtype and german | accuracy: covtype: 75.1 -> 75.7; german: 65.1 -> 67.6 | Helped |
| Use PFG instead of SVGD or SGLD | Hierarchical logistic regression · covtype and german | nll: covtype: 0.58 -> 0.51; german: 0.71 -> 0.64 | Helped |
| Use PFG instead of M-SVGD or pSGLD | Bayesian neural networks · Boston | test RMSE: 2.72$_{\pm0.17}$ -> 2.47$_{\pm0.11}$ | Helped |
| Use PFG instead of M-SVGD or pSGLD | Bayesian neural networks · Energy | test RMSE: 0.89$_{\pm0.10}$ -> 0.48$_{\pm0.04}$ | Helped |
| Use PFG instead of SVGD | Particle-based inference · Sonar, 1,000 particles | time: 19.10$_{\pm0.52}$ -> 11.56$_{\pm0.24}$ | Helped |
| Use PFG instead of SVGD | Particle-based inference · Sonar, 5 particles | time: 5.20$_{\pm0.10}$ -> 7.87$_{\pm0.16}$ | Hurt |
| Use PFG instead of JKO methods | Bayesian logistic regression · Covtype | accuracy: JKO-ICNN: 75.0 -> 75.7; JKO-Variational: 75.3 -> 75.7 | Helped |
| Use diagonal preconditioning rather than identity preconditioning (ablation) | PFG · ill-conditioned Gaussian sampling | KL divergence | Helped |
| Use Hessian-aware preconditioning rather than identity (ablation) | PFG · Gaussian sampling | KL convergence bound: (1-σ²_d/(2σ²_1))^(2t) C_0 -> 1/4^t C_0 | Helped |
| Use a neural-network function class rather than an RBF kernel function class (ablation) | Particle-based VI · 10-cluster Gaussian mixture | sampling quality | Helped |
| Use an RBF function class rather than a linear function class (ablation) | SVGD · 20-dim N(0,I) variance fitting | variance: 1.01 -> 0.35 | Hurt |
| Use a neural-network function class rather than a linear function class (ablation) | PFG · 20-dim N(0,I) variance fitting | variance: 1.00 -> 0.99 | No clear effect |
Closest papers by meaning
- Particle-based Variational Inference with Generalized Wasserstein Gradient Flow (NeurIPS 2023 · similarity 0.94)
- Functional Gradient Flows for Constrained Sampling (NeurIPS 2024 · similarity 0.93)
- Approximate Bayesian Inference with Stein Functional Variational Gradient Descent (ICLR 2023 · similarity 0.92)
- Particle Semi-Implicit Variational Inference (NeurIPS 2024 · similarity 0.90)
- Globally Convergent Variational Inference (NeurIPS 2024 · similarity 0.89)
- Theoretical Guarantees for Variational Inference with Fixed-Variance Mixture of Gaussians (ICML 2024 · similarity 0.88)
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