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Variational Inference via $\chi$ Upper Bound Minimization

NeurIPS 2017 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 15 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use chiVI instead of BBVIBayesian probit regression · Pimaclassification error: 0.235 $\pm$ 0.006 -> 0.222 $\pm$ 0.048Helped
Use chiVI instead of EPBayesian probit regression · Ionosclassification error: 0.124 $\pm$ 0.008 -> 0.116 $\pm$ 0.05Helped
Use chiVI instead of EPBayesian probit regression · Madelonclassification error: 0.445 $\pm$ 0.005 -> 0.453 $\pm$ 0.029Hurt
Use chiVI instead of BBVIBayesian probit regression · Covertypeclassification error: 0.157 $\pm$ 0.01 -> 0.154 $\pm$ 0.014Helped
Use chiVI instead of LaplaceGaussian process classification · Crabsclassification error: 0.02 -> 0.03 $\pm$ 0.03Hurt
Use chiVI instead of EPGaussian process classification · Sonarclassification error: 0.139 -> 0.055 $\pm$ 0.035Helped
Use chiVI instead of EPGaussian process classification · Ionosclassification error: 0.08 $\pm$ 0.04 -> 0.069 $\pm$ 0.034Helped
Use chiVI instead of BBVICox process posterior uncertainty estimation · Curryaverage L1 error: 0.066 -> 0.060Helped
Use chiVI instead of BBVICox process posterior uncertainty estimation · Demarcusaverage L1 error: 0.082 -> 0.073Helped
Use chiVI instead of BBVICox process posterior uncertainty estimation · Lebronaverage L1 error: 0.0812 -> 0.0825Hurt
Use chiVI instead of BBVICox process posterior uncertainty estimation · Duncanaverage L1 error: 0.0871 -> 0.0849Helped
Minimize the exponentiated CUBO using an unbiased Monte Carlo estimate rather than directly optimizing the biased Monte Carlo CUBO estimatechiVI optimization · Variational inferenceoptimization objective biasHelped

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