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Efficient Mixture Learning in Black-Box Variational Inference
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Proposes MISVAE, a mixture VAE whose encoder amortizes all mixture components via one-hot encodings, plus two cheaper unbiased/lower-bound MISELBO estimators (Some-to-All and Some-to-Some) that scale to hundreds of mixture components.
Problem
Mixture variational distributions in black-box variational inference scale poorly: learnable parameters grow linearly with the number of components A and ELBO evaluation (MISELBO) cost grows quadratically with A.
Approach
An encoder shares all weights across mixture components, conditioning on one-hot component encodings as biases (MISVAE), and two subset-sampling estimators of MISELBO (S2A, unbiased for S<A; S2S, a lower bound) reduce cost from A×A to S×A or S×S.
Key results
- On MNIST, MISVAE S2A with A=800, S=1 reaches NLL 74.07 with 798,781 parameters, beating prior SOTA composite SEMVAE (77.23).
- MISVAE S2A (A=200, S=1) trains in 73.06 s/epoch versus 261.71 s/epoch for A=800, showing marginal time growth with A.
- On eight phylogenetic datasets, S2A and S2S with fewer likelihood and variational evaluations match the A2A VBPI-mixture NLL values within reported standard deviations.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Increase the number of mixture components A while holding S fixed in S2S (ablation) | MISVAE · MNIST | NLL | Helped |
| Increase A while holding S fixed in S2S (ablation) | MISVAE · CIFAR-10 | NLL | Mixed |
| Vary S while holding A fixed in S2A (ablation) | MISVAE · MNIST and CIFAR-10 | NLL | No clear effect |
| Increase S from 1 to 4 in S2A (ablation) | MISVAE · MNIST test set | FID: 10.87 -> 9.70 | Helped |
| Use S2A instead of A2A with fewer sampled components | VBPI with NFs and Mixtures · Bayesian phylogenetics | NLL | No clear effect |
| Increase S in S2S toward A (ablation) | MISVAE · MNIST | NLL | Mixed |
| Use MISVAE with S2S (A=50, S=20) instead of the cited MNIST VAE baselines | MNIST VAE models · MNIST | NLL: 77.23 -> 76.67 | Helped |
| Use MISVAE with S2A (A=800, S=1) instead of the cited MNIST VAE baselines | MNIST VAE models · MNIST | NLL: 76.93 -> 74.07 | Helped |
Surprising findings
- S2S with large fixed A and small S can outperform A2A with equal number of components in NLL, which the authors attribute to ensemble effects.
- For CIFAR-10, MISVAE (NLL/BPD 3.19-3.23) is reported well behind the best cited CR-NVAE (2.51).
Limitations
- Restricted to uniformly weighted mixtures; weighted mixtures tend to mode-collapse per cited analyses.
- Gap to the best CIFAR-10 results reported in the appendix.
- Theoretical convergence results for mixture BBVI are left to future work.
Experimental setup
Datasets: MNIST FashionMNIST CIFAR-10 synthetic toy posterior (Neal's funnel with Bernoulli likelihood) eight phylogenetic datasets (DS1-DS8)
Benchmarks: MNIST FashionMNIST CIFAR-10 eight phylogenetic datasets (DS1-DS8)
Metrics: negative log-likelihood bits per dimension FID training time per epoch number of network parameters MISELBO
Baselines: SEMVAE IWAE NVAE VampPrior hierarchical VAE MAE CR-NVAE A2A estimator MrBayes GGNN EDGE
Builds on: MISELBO IWAE VBPI with normalizing flows and mixtures SEMVAE VIMCO
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