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Kernel Semi-Implicit Variational Inference
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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
- On the conditioned diffusion process (dim 50/100/200), KSIVI (vanilla) reaches sliced-WD 0.0140/0.0115/0.0493 versus SIVI-SM 0.0917/0.0640/0.0628 and SIVI 0.1266/0.0981/0.0756.
- Per 10k iterations at dimension 100, KSIVI takes 90.48 s versus SIVI-SM 128.13 s and SIVI 88.12 s.
- On UCI BNN benchmarks KSIVI is on par with SIVI and SIVI-SM (e.g., Boston RMSE 2.555 vs 2.785 for SIVI-SM), without a clear overall advantage.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use KSIVI instead of SIVI | Bayesian neural network · UCI benchmarks: Boston, Concrete, Power, Wine, Yacht, Protein | Test RMSE | Mixed |
| Use KSIVI instead of SIVI-SM | Bayesian neural network · UCI benchmarks: Boston, Concrete, Power, Wine, Yacht, Protein | Test NLL | Mixed |
| Use KSIVI instead of SIVI-SM | KSIVI · Conditioned diffusion, dimensions 50 and 100 | Sliced-WD: 0.0917 -> 0.0140; 0.0640 -> 0.0115 | Helped |
| Use KSIVI instead of SIVI-SM | KSIVI · Conditioned diffusion, dimension 200 | Sliced-WD: 0.0628 -> 0.0493 | Helped |
| Replace Gaussian kernel with Reisz kernel (ablation) | KSIVI · Product of two Student’s t-distributions, edge width 5 | Wasserstein distance: 0.1048 ± 0.03 -> 0.0451 ± 0.01 | Helped |
| Replace Gaussian kernel with Reisz kernel (ablation) | KSIVI · Product of two Student’s t-distributions, edge width 8 | Wasserstein distance: 0.1976 ± 0.08 -> 0.0816 ± 0.04 | Helped |
| Replace Gaussian kernel with Reisz kernel (ablation) | KSIVI · Product of two Student’s t-distributions, edge width 10 | Wasserstein distance: 0.2546 ± 0.09 -> 0.1136 ± 0.05 | Helped |
| Use KSIVI instead of SIVI-SM | KSIVI · Conditioned diffusion | Training time per 10,000 iterations: 70.42 vs 56.67; 128.13 vs 90.48; 149.61 vs 107.84 | Helped |
| Use the U-statistic gradient estimator instead of the vanilla estimator (ablation) | KSIVI · Conditioned diffusion, dimensions 50, 100, and 200 | Training time per 10,000 iterations: 56.67 -> 39.09; 90.48 -> 58.13; 107.84 -> 64.17 | Helped |
Surprising findings
- KSIVI does not show a significant advantage over SIVI and SIVI-SM on Bayesian neural network predictive metrics, which the authors attribute partly to the metrics.
- On the heavy-tailed Student-t ablation, MIED outperforms KSIVI at small edge widths, and a Riesz kernel helps KSIVI more than the Gaussian kernel.
Limitations
- KSD-based stationary points may differ from the target distribution, especially in high-dimensional non-convex settings.
- The Gaussian kernel may be less effective in high dimensions due to fast-decaying tails.
- Convergence theory relies on strong assumptions such as Lipschitz smoothness of the neural network mapping.
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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