Research map / Probabilistic and scientific modeling / Variational and generative sampling
On Signal-to-Noise Ratio Issues in Variational Inference for Deep Gaussian Processes
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace REG with DREG | Two-layer latent-variable DGP · forest | test log-likelihood: 0.59 -> 0.63 | Helped |
| Replace REG with DREG | Two-layer latent-variable DGP · solar | test log-likelihood: 2.33 -> 2.57 | Helped |
| Replace REG with DREG | Two-layer latent-variable DGP · pol | test log-likelihood: 2.99 -> 2.99 | No clear effect |
| Replace REG with DREG | Two-layer latent-variable DGP · power | test log-likelihood: 0.21 -> 0.21 | No clear effect |
| Replace REG with DREG | Two-layer latent-variable DGP · winewhite | test log-likelihood: -1.11 -> -1.11 | No clear effect |
| Replace REG with DREG | Two-layer latent-variable DGP · winered | test log-likelihood: 0.57 -> 0.61 | No clear effect |
| Increase the number of importance samples K | REG latent-variable gradient estimator in DGP-IWVI · Real-world datasets and DGP depths | gradient SNR: O(√(M/K)) | Hurt |
| Use DREG instead of REG | Latent-variable gradient estimator in DGP-IWVI · Real-world datasets and DGP depths | gradient SNR: O(1/√K) -> O(√K) | Helped |
Closest papers by meaning
- Deep Gaussian Processes with Importance-Weighted Variational Inference (ICML 2019 · similarity 0.91)
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- Beyond the Mean-Field: Structured Deep Gaussian Processes Improve the Predictive Uncertainties (NeurIPS 2020 · similarity 0.89)
- Sticking the Landing: Simple, Lower-Variance Gradient Estimators for Variational Inference (NeurIPS 2017 · similarity 0.88)
- Sparse Inducing Points in Deep Gaussian Processes: Enhancing Modeling with Denoising Diffusion Variational Inference (ICML 2024 · similarity 0.88)
- Forward $\chi^2$ Divergence Based Variational Importance Sampling (ICLR 2024 · similarity 0.88)
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