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Free-Form Variational Inference for Gaussian Process State-Space Models

ICML 2023 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Annealing and divergence-based variational objectives · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
collapsing inducing variables (FFVDCM vs FFVDM) (ablation)FFVD SGHMC · six system identification benchmarkstest RMSEMixed
free-form coupled posterior with SGHMC (FFVDM) vs baselinesFFVD · Furnacetest RMSE: 0.571 vs VCDT 1.166Helped
collapsing inducing variables (ablation)FFVD · Furnacetest RMSE at 1000 iterations/convergence speedMixed
particle MCMC for latent states (FFVDP) (ablation)FFVD · Drivetest RMSE: 0.342 vs 0.673 for FFVDMHelped
particle MCMC for latent states (FFVDP) (ablation)FFVD · Ballbeamtest RMSE: 0.199 vs 0.019 for FFVDMHurt
SGHMC free-form posterior vs VCDT, NMLLFFVD · FurnaceNMLL: -0.43 vs 7.49Helped
SGHMC free-form posterior vs VCDT, NMLLFFVD · Ballbeam and ActuatorNMLL: Ballbeam 0.09 vs VCDT -0.65; Actuator -0.03 vs VCDT -0.36Hurt
SGHMC free-form posterior vs VCDT, running timeFFVD · Furnacetraining time per 1000 iterations (s): 238.68 vs 3374.78Helped

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