Research map / Probabilistic and scientific modeling / Variational and generative sampling
Towards Unifying Hamiltonian Monte Carlo and Slice Sampling
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| increase monomial parameter a from 1 to 2 in MG-HMC (ablation) | MG-HMC on 1D bimodal distribution · 1D bimodal (U=x^4-2x^2) | ESS: 10157 -> 24298 | Helped |
| increase monomial parameter a from 1 to 2 in MG-HMC (ablation) | MG-HMC on 2D bimodal distribution · 2D bimodal | ESS: 16349 -> 18007 | Helped |
| set a=1 (standard HMC/slice-equivalent kinetic) rather than a=2 on real data (ablation) | MG-HMC on Bayesian logistic regression · BLR datasets minimum ESS | minimum ESS: a=1 best on A,G,H,P,R; a=2 worse on A (1490 vs 4308) and R and C | Mixed |
| set a=1 instead of a=0.5 or a=2 for ICA (ablation) | MG-HMC on MEG ICA · ICA (25 dim) minimum ESS | minimum ESS: 3029 vs 2677 (a=0.5) and 1534 (a=2) | Helped |
| increase monomial parameter a (heavier-tailed momentum) in analytic MG-SS on 1D unimodal targets | analytic MG-SS · Exponential distribution, one-step autocorrelation | rho_x(1): rho = 1/(a+1) decreases toward zero | Helped |
| increase monomial parameter a in MG-HMC with numerical integrator on 1D unimodal targets | MG-HMC (leapfrog) · Gamma distribution, one-step autocorrelation | rho_x(1): rho first decreases then increases with a | Mixed |
| increase monomial parameter a in MG-HMC with numerical integrator (acceptance rate effect) | MG-HMC on 1D unimodal targets · 1D unimodal (exponential, truncated Gaussian, Gamma) | acceptance rate: 0.98 -> 0.77 as a goes 0.5 to 4 (exponential/Gaussian) | Hurt |
| set a=1 instead of a=2 for high-dimensional targets (practical compromise) (ablation) | MG-HMC on Caravan (87 dim) BLR · BLR Caravan minimum ESS | minimum ESS: 36 (a=1) vs 7 (a=2) | Helped |
| apply step-size decay schedule for MG-HMC with large a | MG-HMC with a>1 · general convergence | qualitative burn-in/convergence | Helped |
Closest papers by meaning
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