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Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes

Scalable Spike-and-Slab

ICML 2022 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Variational Bayesian deep learning · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use S^3 precomputation and state updates instead of recomputing the sampler matrices from scratchBayesian spike-and-slab regression · Synthetic binary classification, n=4000, p=40000, s=400runtime per iteration: 335000ms -> 1100msHelped
Use S^3 instead of the SOTA samplerBayesian logistic regression · Synthetic binary classification, n=4000, p=40000, s=400runtime per iteration: 335000ms -> 21500msHelped
Use S^3 instead of Skinny GibbsBayesian logistic regression · Synthetic binary classification, n=4000, p=40000, s=400runtime per iteration: 55600ms -> 21500msHelped
Use exact S^3 sampling instead of Skinny GibbsBayesian variable selection · Synthetic binary classification, higher dimensionstrue positive rateHelped
Use exact S^3 sampling instead of Skinny GibbsBayesian variable selection · Synthetic binary classification, higher dimensionsfalse discovery rateHelped
Use S^3 instead of SOTABayesian logistic regression · Gordon microarrayruntime per iteration: 20 times fasterHelped
Use S^3 instead of SOTABayesian probit regression · Gordon microarrayruntime per iteration: 6 times fasterHelped
Use S^3 logistic instead of Skinny GibbsBayesian logistic regression · Gordon microarrayruntime per iteration: 100 times fasterHelped
Use S^3 instead of the SOTA samplerBayesian linear regression · Maize GWASruntime per iteration: 31300ms -> 650msHelped

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