Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes
Sparse Variational Inference: Bayesian Coresets from Scratch
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use SparseVI instead of fixed-reference Hilbert coreset construction | Bayesian coresets · Synthetic Gaussian posterior inference | KL divergence to the exact posterior | Helped |
| Use SparseVI instead of GIGA with an optimal weighting distribution | Bayesian coresets · UK housing-price radial basis function regression | KL divergence to the exact posterior | Mixed |
| Use GIGA with a realistic weighting distribution instead of uniform random subsampling | Bayesian coresets · UK housing-price radial basis function regression | KL divergence to the exact posterior | Hurt |
| Use SparseVI instead of GIGA | Bayesian coresets · Logistic and Poisson regression datasets | KL divergence to the exact posterior | Helped |
| Use SparseVI instead of GIGA | Bayesian coresets · Logistic and Poisson regression datasets | computation time | Hurt |
| Use SparseVI instead of practical coreset construction methods | Bayesian coresets · Logistic and Poisson regression datasets | KL divergence to the exact posterior | Helped |
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