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Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes

Spike and slab variational Bayes for high dimensional logistic regression

NeurIPS 2020 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Variational Bayesian deep learning · 11 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Laplace rather than Gaussian prior slabs in the spike-and-slab VB method (ablation)Mean-field spike-and-slab VB · Gaussian design, n=250, p=500FDR: 0.84 ± 0.04 -> 0.03 ± 0.10Helped
Use Laplace rather than Gaussian prior slabs in the spike-and-slab VB method (ablation)Mean-field spike-and-slab VB · Gaussian design, n=250, p=500ℓ2-error: 3.34 ± 0.46 -> 0.57 ± 0.37Helped
Use Laplace rather than Gaussian prior slabs in the spike-and-slab VB method (ablation)Mean-field spike-and-slab VB · Gaussian design, n=250, p=500MSPE: 0.25 ± 0.03 -> 0.04 ± 0.02Helped
Use Laplace rather than Gaussian prior slabs in the spike-and-slab VB method (ablation)Mean-field spike-and-slab VB · Gaussian design, n=250, p=500Time: 0.98 ± 0.51 -> 12.10 ± 0.49Hurt
Use Laplace rather than Gaussian prior slabs (ablation)Mean-field spike-and-slab VB · Additional simulation testsℓ2-errorMixed
Use Laplace rather than Gaussian prior slabs (ablation)Mean-field spike-and-slab VB · Additional simulation testsTimeHurt
Increase the slab scale hyperparameter λ (ablation)VB (Lap) · Gaussian design, n=250, p=500Estimation performanceHurt

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