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Fast Black-box Variational Inference through Stochastic Trust-Region Optimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use TrustVI instead of ADVI | Variational inference on the study models · 183 statistical models and datasets | models where the method found a better median optimal ELBO: 51 models (28%) | Helped |
| Use TrustVI instead of ADVI | Variational inference on the study models · 183 statistical models and datasets | models where the method found a worse median optimal ELBO: 6 models (3%) | Hurt |
| Use TrustVI instead of ADVI | Variational inference on the runtime-comparison models · ADVI runtime comparison | runtime: 136 of 137 models (99%); 69 models (50%) at least 12x faster; 34 models (25%) at least 36x faster | Helped |
| Use TrustVI instead of HFSGVI | Variational inference on the study models · 160 statistical models and datasets | models where the method found a better median optimal ELBO: 51 models (28%) | Helped |
| Use TrustVI instead of HFSGVI | Variational inference on the study models · 160 statistical models and datasets | models where the method found a worse median optimal ELBO: 1 model (0.5%) | Hurt |
| Use TrustVI instead of HFSGVI | Variational inference on runtime-comparison models · HFSGVI runtime comparison | runtime: 61 models; HFSGVI was faster for 54 models | Mixed |
| Use trust-region step assessment and rejection | TrustVI · HFSGVI comparison | numerical overflow failures: 23 of the 183 models | Helped |
| Increase ADVI adaptation iterations | ADVI · ADVI optimization | uniform improvement across settings | No clear effect |
Closest papers by meaning
- Robust, Accurate Stochastic Optimization for Variational Inference (NeurIPS 2020 · similarity 0.92)
- Nearly Dimension-Independent Convergence of Mean-Field Black-Box Variational Inference (NeurIPS 2025 · similarity 0.90)
- Least squares variational inference (NeurIPS 2025 · similarity 0.89)
- Natural Gradient VI: Guarantees for Non-Conjugate Models (NeurIPS 2025 · similarity 0.89)
- Revisiting Unbiased Implicit Variational Inference (ICML 2025 · similarity 0.89)
- EigenVI: score-based variational inference with orthogonal function expansions (NeurIPS 2024 · similarity 0.89)
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