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Stein Variational Gradient Descent Without Gradient

ICML 2018 · Optimization › Optimizers · approach: Stein variational gradient descent · 25 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use an over-dispersed surrogate with its mean matched to the target (ablation)GF-SVGD · 2D multivariate GaussianMMD: σρ ≈ 3σHelped
Use an over-dispersed surrogate with its mean matched to the target (ablation)GF-SVGD · 2D multivariate Gaussianmean square error of variance estimation: σρ ≈ 3σMixed
Set the surrogate to the improper constant function ρ(x) = 1 (ablation)GF-SVGD · 2D multivariate GaussianMMDHurt
Set the surrogate to the improper constant function ρ(x) = 1 (ablation)GF-SVGD · 2D multivariate Gaussianmean square error of variance estimationHurt
Add simulated annealing and construct a surrogate at each intermediate distribution (ablation)GF-SVGD · 25-dimensional GMMMMDHelped
Use annealed GF-SVGD instead of gradient-free annealed importance samplingAGF-SVGD · 25-dimensional GMMMMDHelped
Use annealed GF-SVGD instead of standard GF-SVGD (ablation)AGF-SVGD · 25-dimensional GMMMMDHelped
Use annealed GF-SVGD instead of gradient-based SVGDAGF-SVGD · 25-dimensional GMMMMDHurt
Use GF-SVGD instead of standard importance sampling with the same surrogateGF-SVGD · 2D multivariate GaussianMMDHelped
Choose the surrogate variance to be approximately three times the target variance (ablation)GF-SVGD · 2D multivariate GaussianMMD: σρ ≈ 3σHelped
Use AGF-SVGD instead of KAMH or KHMCAGF-SVGD · Gauss-Bernoulli RBMMMDHelped
Use AGF-SVGD instead of KAMH or KHMCAGF-SVGD · Gauss-Bernoulli RBMmean square error of mean and variance estimationHelped

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