Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes
PASS-GLM: polynomial approximate sufficient statistics for scalable Bayesian GLM inference
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use quadratic polynomial approximate sufficient statistics for logistic regression | PASS-LR2 · Criteo | negative test log-likelihood: 0.07 -> 0.045 | Helped |
| Use quadratic polynomial approximate sufficient statistics instead of SGD | logistic regression · Criteo | AUC | Hurt |
| Use quadratic polynomial approximate sufficient statistics instead of repeated-pass Laplace inference | logistic regression · ChemReact, Webspam, CovType, and CodRNA | runtime: an order of magnitude faster than SGD; 2--3 orders of magnitude faster than the Laplace approximation | Helped |
| Use quadratic polynomial approximate sufficient statistics | logistic regression · ChemReact, Webspam, and CovType | posterior mean estimates | Mixed |
| Use quadratic polynomial approximate sufficient statistics | logistic regression · ChemReact, Webspam, and CovType | posterior variance estimates | No clear effect |
| Use quadratic polynomial approximate sufficient statistics instead of MALA | logistic regression · ChemReact and Webspam | negative test log-likelihood: 10--100x longer for MALA to produce comparable results | No clear effect |
| Use quadratic polynomial approximate sufficient statistics instead of SGD | logistic regression · CovType | negative test log-likelihood: a tenth of the time | No clear effect |
| Use quadratic polynomial approximate sufficient statistics instead of MALA | logistic regression · CovType | negative test log-likelihood: 1000x longer for comparable results | No clear effect |
| Use quadratic polynomial approximate sufficient statistics | logistic regression · CodRNA | overall performance | Hurt |
| Stream inference over 40 million examples with PASS-LR2 instead of SGD | logistic regression · Criteo | runtime: about 10x slower | Hurt |
| Distribute PASS-LR2 computation across cores | PASS-LR2 · Criteo, 6M examples | speedup: K/2 | Helped |
Closest papers by meaning
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