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Importance Sampling Tree for Large-scale Empirical Expectation

ICML 2016 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Importance sampling and quadrature · 16 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
sample with IST using gradient norm instead of uniformANN · Synthetic 2D oscillating boundarytest error: 2.64 -> 0.62Helped
use loss per sample instead of gradient norm as importance (ablation)ANN-IST · Synthetic 2D oscillating boundarytest error: 0.62 -> 1.58Hurt
IST-L vs uniform baselineANN-IST-L · Synthetic 2D oscillating boundarytest error: 2.64 -> 1.58Helped
resample uniformly for each stump (Boost-U)Boost · Adaboost synthetic 2Dtraining/validation lossHurt
sample with IST for each stump (Boost-IST)Boost · Adaboost synthetic 2Dvalidation lossHelped
fixed uniform training set (Boost baseline)Boost · Adaboost synthetic 2Dvalidation lossHurt
IST sampling instead of uniformCNN · CIFAR100.75-quantile gradient norm: 2.64 × 10−4 -> 0.52Helped
number of epochs of trainingIST CNN runs · CIFAR10weight correlation between runs: -0.017 -> 0.9897Helped
increase number of samplings TIST SVM · Covertypetest errorHelped
IST instead of uniform sampling for SVM predictionIST SVM · Covertypetest error vs inner productsHelped
apply IST to webspam or a9aIST SVM · webspam, a9acomputation costHurt
close-bound bifurcation policy vs mean and maxIST SVM · synthetic checkerboardsampling aggressivenessNo clear effect

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