Research map / Probabilistic and scientific modeling / Variational and generative sampling
Variational Inference via $\chi$ Upper Bound Minimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use chiVI instead of BBVI | Bayesian probit regression · Pima | classification error: 0.235 $\pm$ 0.006 -> 0.222 $\pm$ 0.048 | Helped |
| Use chiVI instead of EP | Bayesian probit regression · Ionos | classification error: 0.124 $\pm$ 0.008 -> 0.116 $\pm$ 0.05 | Helped |
| Use chiVI instead of EP | Bayesian probit regression · Madelon | classification error: 0.445 $\pm$ 0.005 -> 0.453 $\pm$ 0.029 | Hurt |
| Use chiVI instead of BBVI | Bayesian probit regression · Covertype | classification error: 0.157 $\pm$ 0.01 -> 0.154 $\pm$ 0.014 | Helped |
| Use chiVI instead of Laplace | Gaussian process classification · Crabs | classification error: 0.02 -> 0.03 $\pm$ 0.03 | Hurt |
| Use chiVI instead of EP | Gaussian process classification · Sonar | classification error: 0.139 -> 0.055 $\pm$ 0.035 | Helped |
| Use chiVI instead of EP | Gaussian process classification · Ionos | classification error: 0.08 $\pm$ 0.04 -> 0.069 $\pm$ 0.034 | Helped |
| Use chiVI instead of BBVI | Cox process posterior uncertainty estimation · Curry | average L1 error: 0.066 -> 0.060 | Helped |
| Use chiVI instead of BBVI | Cox process posterior uncertainty estimation · Demarcus | average L1 error: 0.082 -> 0.073 | Helped |
| Use chiVI instead of BBVI | Cox process posterior uncertainty estimation · Lebron | average L1 error: 0.0812 -> 0.0825 | Hurt |
| Use chiVI instead of BBVI | Cox process posterior uncertainty estimation · Duncan | average L1 error: 0.0871 -> 0.0849 | Helped |
| Minimize the exponentiated CUBO using an unbiased Monte Carlo estimate rather than directly optimizing the biased Monte Carlo CUBO estimate | chiVI optimization · Variational inference | optimization objective bias | Helped |
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