Research map / Probabilistic and scientific modeling / Variational and generative sampling
Variance Reduction and Quasi-Newton for Particle-Based Variational Inference
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| variance reduction (SVRG, SPIDER, SQN-VR) applied to SVGD-based ParVI | SVGD with linear kernel, Bayesian linear regression · noise dataset | MMD (log10): about 10^-0.85 best baseline vs 10^-1.38 to 10^-1.63 | Helped |
| variance reduction alone (SVRG) without quasi-Newton | SVGD with linear kernel, Bayesian linear regression · parkinson dataset | MMD (log10): SVRG ~10^-1.06 vs SGD/AdaGrad ~10^-1.3 | No clear effect |
| adding quasi-Newton (L-BFGS) preconditioning to variance reduction (SQN-VR) (ablation) | SVGD with linear kernel, Bayesian linear regression · parkinson dataset | MMD (log10): SQN-VR 10^-1.56 vs others ~10^-1.3 | Helped |
| 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^-0.18 | Helped |
| variance reduction (SVRG, SPIDER, SQN-VR) applied to SVGD | SVGD with linear kernel, Bayesian logistic regression · MNIST 7 vs 9 | MMD (log10): about 10^-1.85 vs AdaGrad 10^-0.81 and SGD 10^-1.01 | Helped |
| variance reduction / quasi-Newton applied to SVGD | SVGD with linear kernel, Bayesian logistic regression · covtype | MMD (log10): SQN-VR and SPIDER ~10^-1.7 vs SGD 10^-1.19 and AdaGrad 10^-0.19 | Helped |
Closest papers by meaning
- Particle Semi-Implicit Variational Inference (NeurIPS 2024 · similarity 0.90)
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- Theoretical Guarantees for Variational Inference with Fixed-Variance Mixture of Gaussians (ICML 2024 · similarity 0.89)
- Variational Inference with Mixtures of Isotropic Gaussians (NeurIPS 2025 · similarity 0.89)
- ELBOing Stein: Variational Bayes with Stein Mixture Inference (ICLR 2025 · similarity 0.88)
- GAD-PVI: A General Accelerated Dynamic-Weight Particle-Based Variational Inference Framework (AAAI 2024 · similarity 0.88)
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