Advances in variational inference

C Zhang, J Bütepage, H Kjellström… - IEEE transactions on …, 2018 - ieeexplore.ieee.org
Many modern unsupervised or semi-supervised machine learning algorithms rely on
Bayesian probabilistic models. These models are usually intractable and thus require …

Virtual adversarial training: a regularization method for supervised and semi-supervised learning

T Miyato, S Maeda, M Koyama… - IEEE transactions on …, 2018 - ieeexplore.ieee.org
We propose a new regularization method based on virtual adversarial loss: a new measure
of local smoothness of the conditional label distribution given input. Virtual adversarial loss …

Challenges and opportunities in high dimensional variational inference

AK Dhaka, A Catalina, M Welandawe… - Advances in …, 2021 - proceedings.neurips.cc
Current black-box variational inference (BBVI) methods require the user to make numerous
design choices–such as the selection of variational objective and approximating family–yet …

A brief introduction to machine learning for engineers

O Simeone - Foundations and Trends® in Signal Processing, 2018 - nowpublishers.com
This monograph aims at providing an introduction to key concepts, algorithms, and
theoretical results in machine learning. The treatment concentrates on probabilistic models …

Tighter variational bounds are not necessarily better

T Rainforth, A Kosiorek, TA Le… - International …, 2018 - proceedings.mlr.press
We provide theoretical and empirical evidence that using tighter evidence lower bounds
(ELBOs) can be detrimental to the process of learning an inference network by reducing the …

Importance weighting and variational inference

J Domke, DR Sheldon - Advances in neural information …, 2018 - proceedings.neurips.cc
Recent work used importance sampling ideas for better variational bounds on likelihoods.
We clarify the applicability of these ideas to pure probabilistic inference, by showing the …

A framework for improving the reliability of black-box variational inference

M Welandawe, MR Andersen, A Vehtari… - Journal of Machine …, 2024 - jmlr.org
Black-box variational inference (BBVI) now sees widespread use in machine learning and
statistics as a fast yet flexible alternative to Markov chain Monte Carlo methods for …

Markov chain score ascent: A unifying framework of variational inference with markovian gradients

K Kim, J Oh, J Gardner, AB Dieng… - Advances in Neural …, 2022 - proceedings.neurips.cc
Abstract Minimizing the inclusive Kullback-Leibler (KL) divergence with stochastic gradient
descent (SGD) is challenging since its gradient is defined as an integral over the posterior …

Wasserstein variational inference

L Ambrogioni, U Güçlü, Y Güçlütürk… - Advances in …, 2018 - proceedings.neurips.cc
This paper introduces Wasserstein variational inference, a new form of approximate
Bayesian inference based on optimal transport theory. Wasserstein variational inference …

Debiasing evidence approximations: On importance-weighted autoencoders and jackknife variational inference

S Nowozin - International conference on learning representations, 2018 - openreview.net
The importance-weighted autoencoder (IWAE) approach of Burda et al. defines a sequence
of increasingly tighter bounds on the marginal likelihood of latent variable models. Recently …