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Using Large Ensembles of Control Variates for Variational Inference

NeurIPS 2018 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 8 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add all seven control variates combined via regularized rule to base RP1 gradient (ablation)RP1 base gradient · IonosphereELBO after 500 iterations: −157.3 -> −72Helped
add all seven control variates combined via regularized rule to base RP1 gradient (ablation)RP1 base gradient · AustralianELBO after 500 iterations: −378.2 -> −251.8Helped
add all seven control variates combined via regularized rule to base RP1 gradient (ablation)RP1 base gradient · SonarELBO after 500 iterations: −442.4 -> −117.1Helped
use all 7 CVs instead of the best single CV c7 (ablation)combined CVs · IonosphereELBO after 500 iterations: −75.6 -> −72Helped
use all 7 CVs instead of the best single CV c7 (ablation)combined CVs · SonarELBO after 500 iterations: −120.2 -> −117.1Helped
use all 7 CVs instead of 4 weakest CVs (S4) (ablation)combined CVs · SonarELBO after 500 iterations: −270.2 -> −117.1Helped
add c5 to S5 to form S6 (five to six CVs) (ablation)combined CVs · AustralianELBO after 500 iterations: −255.1 -> −255No clear effect

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