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Efficient Mixture Learning in Black-Box Variational Inference

ICML 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 0 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Increase the number of mixture components A while holding S fixed in S2S (ablation)MISVAE · MNISTNLLHelped
Increase A while holding S fixed in S2S (ablation)MISVAE · CIFAR-10NLLMixed
Vary S while holding A fixed in S2A (ablation)MISVAE · MNIST and CIFAR-10NLLNo clear effect
Increase S from 1 to 4 in S2A (ablation)MISVAE · MNIST test setFID: 10.87 -> 9.70Helped
Use S2A instead of A2A with fewer sampled componentsVBPI with NFs and Mixtures · Bayesian phylogeneticsNLLNo clear effect
Increase S in S2S toward A (ablation)MISVAE · MNISTNLLMixed
Use MISVAE with S2S (A=50, S=20) instead of the cited MNIST VAE baselinesMNIST VAE models · MNISTNLL: 77.23 -> 76.67Helped
Use MISVAE with S2A (A=800, S=1) instead of the cited MNIST VAE baselinesMNIST VAE models · MNISTNLL: 76.93 -> 74.07Helped

Surprising findings

Limitations

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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