Research map / Probabilistic and scientific modeling / Variational and generative sampling
Large-Scale Stochastic Sampling from the Probability Simplex
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use SCIR instead of SGRLD | Simplex sampling on sparse Dirichlet posterior · Sparse synthetic Dirichlet posterior | Kolmogorov-Smirnov distance | Helped |
| Use SCIR instead of SGRLD | Simplex sampling on dense Dirichlet posterior · Dense synthetic Dirichlet posterior | Kolmogorov-Smirnov distance | No clear effect |
| Use SCIR instead of SGRLD | LDA · Wikipedia documents | Perplexity | Helped |
| Use SCIR instead of SGRLD | Bayesian nonparametric mixture model · Anonymous Microsoft user dataset | Log predictive test score | Helped |
| Use stochastic-gradient samplers instead of the Gibbs slice sampler | Bayesian nonparametric mixture model · Anonymous Microsoft user dataset | Log predictive test score | Hurt |
| Use SCIR instead of SGRLD | Simplex sampling · Sparse Dirichlet posterior | Ability to sample small simplex components | Helped |
| Use SCIR instead of SGRLD | Simplex sampling · Sparse versus dense synthetic Dirichlet posteriors | Sampler performance | Mixed |
| Use a larger vocabulary | LDA with SCIR · Wikipedia documents | Perplexity | Mixed |
| Use a decreasing stepsize scheme (ablation) | SCIR · LDA | Perplexity | Helped |
| Increase the Dirichlet process concentration parameter (ablation) | SGRLD · Anonymous Microsoft user dataset | Log predictive test score | Hurt |
| Use SCIR without discretizing the underlying CIR process | SCIR · Gamma target | Asymptotic bias | Helped |
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