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Kernel Stein Discrepancy thinning: a theoretical perspective of pathologies and a practical fix with regularization

NeurIPS 2023 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Importance sampling and quadrature · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add entropic log-density regularization to KSD (regularized Stein thinning)Stein thinning · Breast W. Bayesian logistic regression, NUTS, m=50AUC: 0.88 -> 0.96Helped
add entropic regularization to KSDStein thinning · Liver Bayesian logistic regression, NUTS, m=50AUC: 0.53 -> 0.69Helped
add entropic regularization to KSDStein thinning · Breast W. Bayesian logistic regression, MALA, m=50AUC: 0.68 -> 0.93Helped
add entropic regularization to KSDStein thinning · Liver Bayesian logistic regression, MALA, m=300AUC: 0.57 -> 0.62Helped
add entropic regularization to KSDStein thinning · Diabetes Bayesian logistic regression, NUTS, m=50AUC: 0.52 -> 0.50Hurt
add entropic regularization to KSDStein thinning · Diabetes Bayesian logistic regression, MALA, m=50AUC: 0.51 -> 0.48Hurt
add entropic regularization to KSDStein thinning · Sonar Bayesian logistic regression, NUTS, m=300AUC: 0.81 -> 0.81No clear effect
add entropic regularization to KSDStein thinning · Sonar Bayesian logistic regression, MALA, m=50AUC: 0.80 -> 0.80No clear effect
add entropic regularization to KSDStein thinning · Haberman Bayesian logistic regression, NUTS, m=300AUC: 0.53 -> 0.58Helped
add entropic regularization to KSDStein thinning · Diabetes Bayesian logistic regression, NUTS, m=300AUC: 0.53 -> 0.57Helped
use slower regularization rate lambda = 1/log(m) instead of 1/m (ablation)regularized Stein thinning · 4-mode Gaussian mixture, MALA, MMDMMDHurt
use faster regularization rate lambda = 1/m^2 instead of 1/m (ablation)regularized Stein thinning · 4-mode Gaussian mixture, MALA, MMDMMDNo clear effect

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