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Kernel Stein Discrepancy Descent

ICML 2021 · Optimization › Optimizers · approach: Stein variational gradient descent · 5 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use KSD Descent instead of SVGDBayesian logistic regression · 13 datasetstest accuracyNo clear effect
Use KSD Descent instead of SVGDBayesian independent component analysis · ICA, p in {2, 4, 8}Amari distanceHurt
Use KSD Descent instead of SVGDKSD Descent · Standard 2D Gaussian toy exampledistribution approximationNo clear effect
Use a high-temperature run with β = 0.1, then rerun at β = 1KSD Descent · Symmetric two-Gaussian mixtureconvergence to targetHelped
Use annealingKSD Descent · Bayesian independent component analysisAmari distanceNo clear effect
Initialize particles on the mixture's axis of symmetryKSD Descent · Symmetric two-Gaussian mixtureconvergence to targetHurt
Initialize all particles on one side of the symmetry axisKSD Descent · Symmetric two-Gaussian mixturemixture-component coverageHurt
Use a step size that is too largeSVGD · 1D Gaussian toy exampleconvergenceHurt
Use a step size that is too smallSVGD · 1D Gaussian toy exampleconvergence speedHurt

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