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

Variational Inference with Gaussian Score Matching

NeurIPS 2023 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational inference theory and gradients · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use GSM-VI instead of reparameterization BBVIGaussian variational inference · Synthetic and posteriorDB modelsgradient evaluations to converge: 10-100x fewer gradient evaluationsHelped
Use GSM-VI instead of reparameterization BBVIGaussian variational inference · Gaussian targets with varying dimensionsconvergence speed: 100 times more iterationsHelped
Use GSM-VI instead of reparameterization BBVIGaussian variational inference · 10-dimensional Gaussian targets with varying condition numbersconvergence robustness: c>100Helped
Use GSM-VI instead of reparameterization BBVIGaussian variational inference · Sinh-arcsinh targetsconvergence speed: at least 10 times fasterHelped
Use GSM-VI instead of reparameterization BBVIGaussian variational inference · Sinh-arcsinh targetsaverage FKLNo clear effect
Apply GSM-VI to highly non-Gaussian targetsGSM-VI · Sinh-arcsinh targets (s ≥ 1 or |t-1| ≥ 0.8)convergence stability: s ≥ 1 or |t-1| ≥ 0.8Hurt
Use batch size 2 instead of batch size 1 (ablation)GSM-VI · Experiments across the paperperformanceHelped
Increase batch size beyond 2 (ablation)GSM-VI · Experiments across the paperperformanceNo clear effect
Vary the initialization of the variational distribution (ablation)GSM-VI · posteriorDB modelsqualitative conclusionsNo clear effect
Use GSM-VI instead of reparameterization BBVIGaussian variational inference · posteriorDB models with Gaussian posteriorssolution stabilityHelped
Use GSM-VI instead of reparameterization BBVIGaussian variational inference · posteriorDB models with non-Gaussian posteriorsvariational approximation qualityNo clear effect

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