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Kernel Semi-Implicit 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 KSIVI, which solves SIVI-SM's inner maximization in closed form using an RKHS so the objective becomes a computable kernel Stein discrepancy for semi-implicit variational inference.

Problem

Semi-implicit variational inference (SIVI) trained with ELBO surrogates is biased, and the score-matching variant SIVI-SM needs an additional inner-loop adversarial optimization that is unstable and expensive.

Approach

Optimize the Fisher-divergence minimax objective over an RKHS so the lower-level problem has an explicit solution; the upper-level objective becomes the squared kernel Stein discrepancy, which is estimated with samples from the hierarchical variational family using the denoising-score-matching trick (conditional scores only).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use KSIVI instead of SIVIBayesian neural network · UCI benchmarks: Boston, Concrete, Power, Wine, Yacht, ProteinTest RMSEMixed
Use KSIVI instead of SIVI-SMBayesian neural network · UCI benchmarks: Boston, Concrete, Power, Wine, Yacht, ProteinTest NLLMixed
Use KSIVI instead of SIVI-SMKSIVI · Conditioned diffusion, dimensions 50 and 100Sliced-WD: 0.0917 -> 0.0140; 0.0640 -> 0.0115Helped
Use KSIVI instead of SIVI-SMKSIVI · Conditioned diffusion, dimension 200Sliced-WD: 0.0628 -> 0.0493Helped
Replace Gaussian kernel with Reisz kernel (ablation)KSIVI · Product of two Student’s t-distributions, edge width 5Wasserstein distance: 0.1048 ± 0.03 -> 0.0451 ± 0.01Helped
Replace Gaussian kernel with Reisz kernel (ablation)KSIVI · Product of two Student’s t-distributions, edge width 8Wasserstein distance: 0.1976 ± 0.08 -> 0.0816 ± 0.04Helped
Replace Gaussian kernel with Reisz kernel (ablation)KSIVI · Product of two Student’s t-distributions, edge width 10Wasserstein distance: 0.2546 ± 0.09 -> 0.1136 ± 0.05Helped
Use KSIVI instead of SIVI-SMKSIVI · Conditioned diffusionTraining time per 10,000 iterations: 70.42 vs 56.67; 128.13 vs 90.48; 149.61 vs 107.84Helped
Use the U-statistic gradient estimator instead of the vanilla estimator (ablation)KSIVI · Conditioned diffusion, dimensions 50, 100, and 200Training time per 10,000 iterations: 56.67 -> 39.09; 90.48 -> 58.13; 107.84 -> 64.17Helped

Surprising findings

Limitations

Experimental setup

Datasets: Banana Multimodal X-shaped waveform UCI regression datasets (Boston, Concrete, Power, Wine, Yacht, Protein) conditioned diffusion process (synthetic)

Benchmarks: Banana Multimodal X-shaped waveform Bayesian logistic regression conditioned diffusion process UCI Bayesian neural network regression

Metrics: KL divergence MMD sliced Wasserstein distance Wasserstein distance test RMSE test NLL training time pairwise correlation error

Baselines: SIVI SIVI-SM SGLD UIVI MIED KSDD

Builds on: SIVI SIVI-SM kernel Stein discrepancy denoising score matching UIVI

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