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Differentiable Annealed Importance Sampling and the Perils of Gradient Noise
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use stochastic rather than full-batch gradients | DAIS · Bayesian linear regression | log marginal likelihood bound gap: \liminf_{K \rightarrow \infty} |\log p(\mathcal{D}) - \mathcal{L}_\text{DAIS}| > 0 | Hurt |
| Use full-batch gradients with equally spaced annealing and η ∼ 1/K^c, c = 1/4 | DAIS · Bayesian linear regression | log marginal likelihood bound gap: \mathcal{O}(1/\sqrt{K}) | Helped |
| Increase the number of intermediate distributions K | DAVI · Dynamically binarized MNIST | test negative log-likelihood | Helped |
| Use DAVI instead of IWAE at the low-compute setting S×K=5 | Dynamically binarized MNIST · Dynamically binarized MNIST, S×K=5 | test negative log-likelihood: 85.43 -> 86.51 | Hurt |
| Use DAVI instead of IWAE at S×K=500, K=10 | Dynamically binarized MNIST · Dynamically binarized MNIST, S×K=500, K=10 | test negative log-likelihood: 83.87 -> 83.62 | Helped |
| Learn the annealing scheme (ablation) | DAVI · Dynamically binarized MNIST | test negative log-likelihood: 86.51 -> 86.49; 84.49 -> 84.42; 84.45 -> 84.39; 85.23 -> 85.00; 83.62 -> 83.56; 83.65 -> 83.69 | Mixed |
| Remove the Metropolis-Hastings correction | DAIS versus AIS · VAE model evaluation | negative log-likelihood | No clear effect |
| Increase compute for annealing-based evaluation rather than using low-budget importance weighting | DAIS, AIS, and HAIS versus IWAE · VAE-, IWAE-, or DAIS-trained models | negative log-likelihood | Mixed |
Closest papers by meaning
- Differentiable Annealed Importance Sampling Minimizes The Jensen-Shannon Divergence Between Initial and Target Distribution (ICML 2024 · similarity 0.92)
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- Adaptive Annealed Importance Sampling with Constant Rate Progress (ICML 2023 · similarity 0.89)
- Forward $\chi^2$ Divergence Based Variational Importance Sampling (ICLR 2024 · similarity 0.87)
- The Polynomial Stein Discrepancy for Assessing Moment Convergence (ICML 2025 · similarity 0.86)
- Scalable Discrete Diffusion Samplers: Combinatorial Optimization and Statistical Physics (ICLR 2025 · similarity 0.86)
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