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Stein Variational Gradient Descent Without Gradient
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use an over-dispersed surrogate with its mean matched to the target (ablation) | GF-SVGD · 2D multivariate Gaussian | MMD: σρ ≈ 3σ | Helped |
| Use an over-dispersed surrogate with its mean matched to the target (ablation) | GF-SVGD · 2D multivariate Gaussian | mean square error of variance estimation: σρ ≈ 3σ | Mixed |
| Set the surrogate to the improper constant function ρ(x) = 1 (ablation) | GF-SVGD · 2D multivariate Gaussian | MMD | Hurt |
| Set the surrogate to the improper constant function ρ(x) = 1 (ablation) | GF-SVGD · 2D multivariate Gaussian | mean square error of variance estimation | Hurt |
| Add simulated annealing and construct a surrogate at each intermediate distribution (ablation) | GF-SVGD · 25-dimensional GMM | MMD | Helped |
| Use annealed GF-SVGD instead of gradient-free annealed importance sampling | AGF-SVGD · 25-dimensional GMM | MMD | Helped |
| Use annealed GF-SVGD instead of standard GF-SVGD (ablation) | AGF-SVGD · 25-dimensional GMM | MMD | Helped |
| Use annealed GF-SVGD instead of gradient-based SVGD | AGF-SVGD · 25-dimensional GMM | MMD | Hurt |
| Use GF-SVGD instead of standard importance sampling with the same surrogate | GF-SVGD · 2D multivariate Gaussian | MMD | Helped |
| Choose the surrogate variance to be approximately three times the target variance (ablation) | GF-SVGD · 2D multivariate Gaussian | MMD: σρ ≈ 3σ | Helped |
| Use AGF-SVGD instead of KAMH or KHMC | AGF-SVGD · Gauss-Bernoulli RBM | MMD | Helped |
| Use AGF-SVGD instead of KAMH or KHMC | AGF-SVGD · Gauss-Bernoulli RBM | mean square error of mean and variance estimation | Helped |
Closest papers by meaning
- Stein Variational Gradient Descent With Matrix-Valued Kernels (NeurIPS 2019 · similarity 0.94)
- Stein Variational Gradient Descent as Moment Matching (NeurIPS 2018 · similarity 0.93)
- A Stein variational Newton method (NeurIPS 2018 · similarity 0.93)
- A Non-Asymptotic Analysis for Stein Variational Gradient Descent (NeurIPS 2020 · similarity 0.92)
- Towards Understanding the Dynamics of Gaussian-Stein Variational Gradient Descent (NeurIPS 2023 · similarity 0.92)
- ELBOing Stein: Variational Bayes with Stein Mixture Inference (ICLR 2025 · similarity 0.90)
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