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Research map / Probabilistic and scientific modeling / Variational and generative sampling

Importance Weighted Hierarchical Variational Inference

NeurIPS 2019 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 6 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the learned inverse proposal τ(ψ|z,x) instead of the hyperprior q(ψ|x) for estimating the hierarchical posterior densityIWHVI versus SIVI-like · MNIST-trained VAEmarginal log-likelihood boundHelped
Increase K during training (ablation)IWHVI-VAE · MNISTmarginal log-likelihoodHelped
Increase K during training (ablation)IWHVI-VAE · MNISTKL(τ(ψ|z,x) || q(ψ))Helped
Use the IWHVI-DReG gradient estimator (ablation)IWHVI-VAE · MNIST validationmarginal log-likelihoodHelped
Use the IWHVI-DReG gradient estimator (ablation)IWHVI-VAE · MNISTKL(τ(ψ|z) || q(ψ))Helped
Replace the learned τ(ψ|z,x) with the prior q(ψ|x)IWHVI · MNIST-trained VAEmarginal log-likelihood boundHurt
Use SIVI sample reuse (ablation)SIVI · MNIST-trained VAEmarginal log-likelihood boundNo clear effect
Increase K in the marginal log-density upper bound (ablation)IWHVI · 50-dimensional factorized Laplace distributionnegative differential entropy bound gapHelped
Use IWHVI instead of HVMVAE · MNISTKL(τ(ψ|z,x) || q(ψ)): extremely close to zero -> approximately 6.2 natsHelped
Use IWHVI instead of HVMVAE · OMNIGLOTKL(τ(ψ|z,x) || q(ψ)): ≈ 1.98 nats -> ≈ 9.97 natsHelped
Omit the ψ₀-based B term from IWHVI-DReG (ablation)IWHVI-DReG · Toy gradient-SNR taskgradient signal-to-noise ratioHelped
Use the standard autodiff gradient instead of IWHVI-DReG (ablation)IWHVI · Toy gradient-SNR taskgradient signal-to-noise ratio as K growsHurt

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