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PASS-GLM: polynomial approximate sufficient statistics for scalable Bayesian GLM inference

NeurIPS 2017 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Simulation-based inference · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use quadratic polynomial approximate sufficient statistics for logistic regressionPASS-LR2 · Criteonegative test log-likelihood: 0.07 -> 0.045Helped
Use quadratic polynomial approximate sufficient statistics instead of SGDlogistic regression · CriteoAUCHurt
Use quadratic polynomial approximate sufficient statistics instead of repeated-pass Laplace inferencelogistic regression · ChemReact, Webspam, CovType, and CodRNAruntime: an order of magnitude faster than SGD; 2--3 orders of magnitude faster than the Laplace approximationHelped
Use quadratic polynomial approximate sufficient statisticslogistic regression · ChemReact, Webspam, and CovTypeposterior mean estimatesMixed
Use quadratic polynomial approximate sufficient statisticslogistic regression · ChemReact, Webspam, and CovTypeposterior variance estimatesNo clear effect
Use quadratic polynomial approximate sufficient statistics instead of MALAlogistic regression · ChemReact and Webspamnegative test log-likelihood: 10--100x longer for MALA to produce comparable resultsNo clear effect
Use quadratic polynomial approximate sufficient statistics instead of SGDlogistic regression · CovTypenegative test log-likelihood: a tenth of the timeNo clear effect
Use quadratic polynomial approximate sufficient statistics instead of MALAlogistic regression · CovTypenegative test log-likelihood: 1000x longer for comparable resultsNo clear effect
Use quadratic polynomial approximate sufficient statisticslogistic regression · CodRNAoverall performanceHurt
Stream inference over 40 million examples with PASS-LR2 instead of SGDlogistic regression · Criteoruntime: about 10x slowerHurt
Distribute PASS-LR2 computation across coresPASS-LR2 · Criteo, 6M examplesspeedup: K/2Helped

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