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

Variance Reduction and Quasi-Newton for Particle-Based Variational Inference

ICML 2020 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 11 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
variance reduction (SVRG, SPIDER, SQN-VR) applied to SVGD-based ParVISVGD with linear kernel, Bayesian linear regression · noise datasetMMD (log10): about 10^-0.85 best baseline vs 10^-1.38 to 10^-1.63Helped
variance reduction alone (SVRG) without quasi-NewtonSVGD with linear kernel, Bayesian linear regression · parkinson datasetMMD (log10): SVRG ~10^-1.06 vs SGD/AdaGrad ~10^-1.3No clear effect
adding quasi-Newton (L-BFGS) preconditioning to variance reduction (SQN-VR) (ablation)SVGD with linear kernel, Bayesian linear regression · parkinson datasetMMD (log10): SQN-VR 10^-1.56 vs others ~10^-1.3Helped
adding quasi-Newton (L-BFGS) preconditioning to variance reduction (SQN-VR) (ablation)SVGD with linear kernel, Bayesian linear regression · toms dataset (ill-conditioned, cond 45,923)MMD (log10): SQN-VR 10^-1.34 vs AdaGrad 10^-0.52 and others no better than 10^-0.18Helped
variance reduction (SVRG, SPIDER, SQN-VR) applied to SVGDSVGD with linear kernel, Bayesian logistic regression · MNIST 7 vs 9MMD (log10): about 10^-1.85 vs AdaGrad 10^-0.81 and SGD 10^-1.01Helped
variance reduction / quasi-Newton applied to SVGDSVGD with linear kernel, Bayesian logistic regression · covtypeMMD (log10): SQN-VR and SPIDER ~10^-1.7 vs SGD 10^-1.19 and AdaGrad 10^-0.19Helped

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