Research map / Probabilistic and scientific modeling / Variational and generative sampling
On the difficulty of unbiased alpha divergence minimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use α ≠ 0 instead of the α → 0 limit | Unbiased alpha-divergence gradient estimators · Fully-factorized distributions and Gaussian distributions | gradient SNR | Hurt |
| Use α → 0 rather than α ≠ 0 | Unbiased alpha-divergence gradient estimators · Fully-factorized distributions | gradient SNR | Helped |
| Use α → 0 rather than α ≠ 0 | Unbiased alpha-divergence gradient estimators · Full-rank Gaussians | gradient SNR | Helped |
| Use double reparameterization instead of reparameterization (ablation) | Unbiased alpha-divergence optimization · Gaussian target and factorized Gaussian approximation | final optimization performance | Helped |
| Increase α from 0 toward 0.3 | Unbiased alpha-divergence optimization · Australian logistic regression, d=14 | optimization convergence | Hurt |
| Increase α from 0 toward the tested nonzero values | Unbiased alpha-divergence optimization · Iris logistic regression, d=4 | optimization convergence | No clear effect |
| Increase dimensionality while α ≠ 0 | Unbiased alpha-divergence optimization with double reparameterization · Standard Gaussian target and factorized Gaussian approximation | optimization convergence | Hurt |
| Use Adam instead of SGD (ablation) | Unbiased alpha-divergence optimization · Gaussian and logistic-regression experiments | optimization convergence | No clear effect |
| Increase the number of gradient samples | Unbiased alpha-divergence optimization · Standard Gaussian target, d=32, α=1.5 | optimization convergence | No clear effect |
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