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

Variational Inference for Sequential Data with Future Likelihood Estimates

ICML 2020 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use future likelihood estimates as baselines and replace high-variance term (VIFLE estimator) vs. VIMCO/REINFORCEIWAE gradient estimator on discrete-latent state-space models (synthetic Bernoulli dynamics) · Synthetic 20-dim Bernoulli dynamics, sequence length 10-200ELBO 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 dynamicsELBO per time stepNo clear effect
Replace high-variance term with future-likelihood-based term (full VIFLE) on top of baseline (ablation)IWAE gradient estimator · Synthetic dynamicsELBO per time stepHelped
Full replacement (FR) of all particle coefficients using future likelihoodsIWAE gradient estimator · Synthetic 20-dim Gaussian dynamics, 200-step sequencesELBO per time stepHurt
Add VIFLE gradient estimator to IWAE training of continuous-latent SSM (N=4)continuous latent SSM on polyphonic music · JSB / Nottingham / MuseData / Piano-midi.detest marginal log-likelihood boundMixed
Add VIFLE gradient estimator to IWAE training of discrete-latent SSM (N=4)discrete latent SSM on polyphonic music · JSB / Nottingham / MuseData / Piano-midi.detest marginal log-likelihood boundHelped

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