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Operator Variational Inference

NeurIPS 2016 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 57 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace KL operator with Langevin-Stein operator while keeping a mean-field Gaussian family (ablation)Logistic factor analysis posterior approximation · Binarized MNIST, missing-data reconstructionCompleted data log-likelihood: -59.3 to -75.3Hurt
Use a variational program (neural network transform of noise) with the Langevin-Stein operator instead of a mean-field Gaussian (ablation)Langevin-Stein OPVI posterior approximation · Binarized MNIST, missing-data reconstructionCompleted data log-likelihood: -75.3 to -58.9Helped
Variational program with Langevin-Stein operator vs mean-field Gaussian with KLLogistic factor analysis · Binarized MNIST, missing-data reconstructionCompleted data log-likelihood: -59.3 to -58.9Helped
Langevin-Stein operator vs KL on mixture of Gaussians with Gaussian familyBimodal mixture posterior · 1D mixture of two Gaussiansqualitative fit (mode capture)No clear effect
Variational program with Langevin-Stein operator instead of Gaussian familyBimodal mixture posterior · 1D mixture of two Gaussiansqualitative fit (mode capture)Helped
Langevin-Stein operator objective instead of Gaussian-family KLOptimization difficulty · Mixture of Gaussiansoptimization easeHurt

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