Research map / Probabilistic and scientific modeling / Variational and generative sampling
Variational Inference for Sequential Data with Future Likelihood Estimates
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use future likelihood estimates as baselines and replace high-variance term (VIFLE estimator) vs. VIMCO/REINFORCE | IWAE gradient estimator on discrete-latent state-space models (synthetic Bernoulli dynamics) · Synthetic 20-dim Bernoulli dynamics, sequence length 10-200 | ELBO per time step (log scale) | Helped |
| Use future likelihood estimates only as baselines (VIFLE_U) instead of full VIFLE (ablation) | IWAE score-function gradient estimator · Synthetic dynamics | ELBO per time step | No clear effect |
| Replace high-variance term with future-likelihood-based term (full VIFLE) on top of baseline (ablation) | IWAE gradient estimator · Synthetic dynamics | ELBO per time step | Helped |
| Full replacement (FR) of all particle coefficients using future likelihoods | IWAE gradient estimator · Synthetic 20-dim Gaussian dynamics, 200-step sequences | ELBO per time step | Hurt |
| Add VIFLE gradient estimator to IWAE training of continuous-latent SSM (N=4) | continuous latent SSM on polyphonic music · JSB / Nottingham / MuseData / Piano-midi.de | test marginal log-likelihood bound | Mixed |
| Add VIFLE gradient estimator to IWAE training of discrete-latent SSM (N=4) | discrete latent SSM on polyphonic music · JSB / Nottingham / MuseData / Piano-midi.de | test marginal log-likelihood bound | Helped |
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