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

Minibatch Gibbs Sampling on Large Graphical Models

ICML 2018 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Stochastic gradient MCMC · 7 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Estimate total energy with a bias-adjusted Poisson minibatch and cache the current estimateMIN-Gibbs · Factor graphscompute cost/iteration: $O(D \Delta) -> O(D \Psi^2)$Helped
Use a minibatched Gibbs proposal with a Metropolis-Hastings correctionMGPMH · Factor graphscompute cost/iteration: $O(D \Delta) -> O(D L^2 + \Delta)$Helped
Combine minibatched proposals with a second minibatch energy estimateDoubleMIN-Gibbs · Factor graphscompute cost/iteration: $O(D \Delta) -> O(D L^2 + \Psi^2)$Helped
Increase the MIN-Gibbs minibatch sizeMIN-Gibbs · Fully connected Ising modelmarginal-estimate convergenceHelped
Increase the local minibatch sizeLocal Minibatch Gibbs · Fully connected Ising modelmarginal-estimate convergenceHelped
Increase the MGPMH minibatch sizeMGPMH · Fully connected Potts modelmarginal-estimate convergenceHelped
Increase the second minibatch sizeDoubleMIN-Gibbs · Fully connected Potts modelmarginal-estimate convergenceHelped
Use an energy estimator whose error is bounded by $\delta$MIN-Gibbs · Factor graphsspectral gap relative to Gibbs: $\bar \gamma \ge \exp(-6 \delta) \cdot \gamma$Hurt
Use a minibatch size satisfying $L \le \lambda$MGPMH · Factor graphsspectral gap relative to Gibbs: $\bar \gamma \ge \exp\left(-L^2 / \lambda\right) \cdot \gamma$Hurt
Use a second energy estimator whose error is bounded by $\delta$DoubleMIN-Gibbs · Factor graphsspectral gap relative to MGPMH: $\bar \gamma \ge \exp(-4 \delta) \cdot \gamma$Hurt

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