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Research map / Probabilistic and scientific modeling / Variational and generative sampling

Variational Inference for Monte Carlo Objectives

ICML 2016 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 141 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
VIMCO per-sample learning signals (leave-one-out geometric-mean baseline) instead of NVILmulti-sample objective training of SBN · MNIST generative, test NLLnegative log-likelihood (nats): NVIL 93.4 vs VIMCO 92.6 at 10 samples; 96.2 vs 91.9 at 50 samplesHelped
Increasing number of samples in the objective with VIMCO (ablation)VIMCO multi-sample objective · MNIST generative, test NLLnegative log-likelihood (nats): 93.5 at 2 samples to 91.9 at 50 samplesHelped
Increasing number of samples with NVIL (ablation)NVIL multi-sample objective · MNIST generative, test NLLnegative log-likelihood (nats): 93.6 at 2 samples to 96.2 at 50 samplesHurt
VIMCO instead of RWS (wake-only update) for proposal learningmulti-sample generative training · MNIST generative, test NLLnegative log-likelihood (nats): VIMCO better at 2 samples (93.5 vs 94.6); RWS better at 50 samples (92.5 vs 91.9 favoring VIMCO, actually VIMCO lower)Mixed
Learned proposal distribution instead of prior proposal (ablation)VIMCO structured output prediction · MNIST bottom-half completion, NLL with 100 samplesnegative log-likelihood (nats): 56.5 (prior) to 46.1 (learned)Helped
VIMCO per-sample learning signals versus NVIL baseline (learning-signal magnitude) (ablation)multi-sample training of SBN on MNIST · MNIST generative, learning signal RMSlearning signal magnitude: about 3 times lower than NVIL at 10 samplesHelped

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