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Variational Inference and Model Selection with Generalized Evidence Bounds

ICML 2018 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 26 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace ELBO-based importance-weighted objective with CLBO (chi-evidence bound, T=200)VAE · MNIST / OMNIGLOT / Frey / Caltech test log-likelihoodtest log-likelihood: e.g. MNIST L=1 K=5: -84.71 vs IW-VAE -85.41Helped
Use CLBO (T=2) instead of ELBO/Rényi objective for Bayesian NN regressionBayesian neural net regression · 10 UCI datasetstest RMSE and log-likelihood: Boston RMSE 2.71 vs Rényi 2.86Helped
Apply GLBO objective to AVBAVB on MNIST · MNISTELBO: -79.97 vs -82.7Helped
Increase K (number of samples) or decrease temperature T in CLBO (ablation)CLBO on toy distribution · toy bound sharpnessbound valueHelped
Use Rényi VI bound (RVB) with T>1 instead of importance-weighted ELBO (ablation)RVB on toy distribution · toy bound sharpnessbound valueHurt
Model-selection refinement phase with saturating log-log evidence function after AVB convergence (ablation)AVB on MNIST · MNIST train/test log-evidencelog-evidence: testing +1.47 vs training +0.58 natsHelped
Use high SNR update rule (separate K-sample objectives for alpha and beta) on vanilla ELBO-VAE (ablation)VAE on CelebA · CelebAlog-evidenceNo clear effect

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