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On the difficulty of unbiased alpha divergence minimization

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
Use α ≠ 0 instead of the α → 0 limitUnbiased alpha-divergence gradient estimators · Fully-factorized distributions and Gaussian distributionsgradient SNRHurt
Use α → 0 rather than α ≠ 0Unbiased alpha-divergence gradient estimators · Fully-factorized distributionsgradient SNRHelped
Use α → 0 rather than α ≠ 0Unbiased alpha-divergence gradient estimators · Full-rank Gaussiansgradient SNRHelped
Use double reparameterization instead of reparameterization (ablation)Unbiased alpha-divergence optimization · Gaussian target and factorized Gaussian approximationfinal optimization performanceHelped
Increase α from 0 toward 0.3Unbiased alpha-divergence optimization · Australian logistic regression, d=14optimization convergenceHurt
Increase α from 0 toward the tested nonzero valuesUnbiased alpha-divergence optimization · Iris logistic regression, d=4optimization convergenceNo clear effect
Increase dimensionality while α ≠ 0Unbiased alpha-divergence optimization with double reparameterization · Standard Gaussian target and factorized Gaussian approximationoptimization convergenceHurt
Use Adam instead of SGD (ablation)Unbiased alpha-divergence optimization · Gaussian and logistic-regression experimentsoptimization convergenceNo clear effect
Increase the number of gradient samplesUnbiased alpha-divergence optimization · Standard Gaussian target, d=32, α=1.5optimization convergenceNo clear effect

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