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Black-Box Alpha Divergence Minimization

ICML 2016 · Optimization › Optimizers · approach: Stein variational gradient descent · 40 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
alpha=-1.0 instead of alpha=1.0 (ablation)BB-α · MNISTaverage test error/100: 1.51 -> 1.33Helped
alpha=-1.0 instead of alpha=1.0 (ablation)BB-α · MNISTaverage test log-likelihood/100: -5.51 -> -4.47Helped
alpha=10^-6 vs BB-VB (ablation)BB-α · MNISTaverage test error/100: 1.36 -> 1.36No clear effect
alpha 0.5 instead of 1.0 (ablation)BB-α · Clean Energy Projectaverage test error: 1.28 -> 1.08Helped
alpha 0.5 instead of 1.0 (ablation)BB-α · Clean Energy Projectaverage test log-likelihood: -0.93 -> -0.74Helped
alpha=10^-6 vs BB-VB (ablation)BB-α · Clean Energy Projectaverage test error: 1.13 -> 1.14No clear effect
alpha 1.0 instead of BB-VB (ablation)BB-α · Probit regression, Madelonaverage test log-likelihood: -0.953 -> -0.799Helped
alpha 1.0 instead of BB-VB (ablation)BB-α · Probit regression, Ionosphereaverage test log-likelihood: -0.333 -> -0.333No clear effect
alpha 1.0 instead of alpha 10^-6 (ablation)BB-α · Probit regressionaverage rank (test log-likelihood): 2.970 -> 1.895Helped
alpha=10^-6 vs BB-VB (ablation)BB-α · Probit regressionaverage rank (test log-likelihood): 2.970 -> 2.845No clear effect
increase Monte Carlo samples K from 1 to 10 (ablation)BB-α=1.0 · Boston housing gradientaverage bias: 0.2774 -> 0.0077Helped
alpha 10^-6 instead of 1.0 at K=1 (ablation)BB-α · Boston housing gradientaverage bias: 0.2774 -> 0.0460Helped

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