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On Signal-to-Noise Ratio Issues in Variational Inference for Deep Gaussian Processes

ICML 2021 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Annealing and divergence-based variational objectives · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace REG with DREGTwo-layer latent-variable DGP · foresttest log-likelihood: 0.59 -> 0.63Helped
Replace REG with DREGTwo-layer latent-variable DGP · solartest log-likelihood: 2.33 -> 2.57Helped
Replace REG with DREGTwo-layer latent-variable DGP · poltest log-likelihood: 2.99 -> 2.99No clear effect
Replace REG with DREGTwo-layer latent-variable DGP · powertest log-likelihood: 0.21 -> 0.21No clear effect
Replace REG with DREGTwo-layer latent-variable DGP · winewhitetest log-likelihood: -1.11 -> -1.11No clear effect
Replace REG with DREGTwo-layer latent-variable DGP · wineredtest log-likelihood: 0.57 -> 0.61No clear effect
Increase the number of importance samples KREG latent-variable gradient estimator in DGP-IWVI · Real-world datasets and DGP depthsgradient SNR: O(√(M/K))Hurt
Use DREG instead of REGLatent-variable gradient estimator in DGP-IWVI · Real-world datasets and DGP depthsgradient SNR: O(1/√K) -> O(√K)Helped

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