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The Kullback-Leibler (KL) divergence is a fundamental equation of information theory that quantifies the proximity of two probability distributions. Although difficult to understand by examining the equation, an intuition and understanding…

Information Theory · Computer Science 2014-04-09 Jonathon Shlens

In this paper, we develop the notion of evidence lower bound difference (ELBD), based on which an efficient score algorithm is presented to implement feature selection on latent variables of VAE and its variants. Further, we propose weak…

Machine Learning · Statistics 2022-10-11 Yiran Dong , Chuanhou Gao

Stochastic variational Bayes algorithms have become very popular in the machine learning literature, particularly in the context of nonparametric Bayesian inference. These algorithms replace the true but intractable posterior distribution…

Methodology · Statistics 2024-10-04 Pedro Regueiro , Abel Rodríguez , Juan Sosa

In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As application, we formulate a goodness-of-fit test and an…

Methodology · Statistics 2018-05-21 Papa Ngom , Freedath Djibril Moussa , Jean de Dieu Nkurunziza

We propose a greedy mixture reduction algorithm which is capable of pruning mixture components as well as merging them based on the Kullback-Leibler divergence (KLD). The algorithm is distinct from the well-known Runnalls' KLD based method…

Machine Learning · Statistics 2015-08-25 Tohid Ardeshiri , Umut Orguner , Emre Özkan

Generative flow networks (GFNs) are a class of models for sequential sampling of composite objects, which approximate a target distribution that is defined in terms of an energy function or a reward. GFNs are typically trained using a flow…

Machine Learning · Statistics 2022-10-17 Heiko Zimmermann , Fredrik Lindsten , Jan-Willem van de Meent , Christian A. Naesseth

Semi-implicit variational inference (SIVI) extends traditional variational families with semi-implicit distributions defined in a hierarchical manner. Due to the intractable densities of semi-implicit distributions, classical SIVI often…

Machine Learning · Statistics 2024-05-30 Ziheng Cheng , Longlin Yu , Tianyu Xie , Shiyue Zhang , Cheng Zhang

We derive a deterministic, non-asymptotic upper bound on the Kullback-Leibler (KL) divergence of the flow-matching distribution approximation. In particular, if the $L_2$ flow-matching loss is bounded by $\epsilon^2 > 0$, then the KL…

Machine Learning · Computer Science 2025-11-10 Maojiang Su , Jerry Yao-Chieh Hu , Sophia Pi , Han Liu

In this work, we propose learnable Bernoulli dropout (LBD), a new model-agnostic dropout scheme that considers the dropout rates as parameters jointly optimized with other model parameters. By probabilistic modeling of Bernoulli dropout,…

Machine Learning · Computer Science 2020-02-13 Shahin Boluki , Randy Ardywibowo , Siamak Zamani Dadaneh , Mingyuan Zhou , Xiaoning Qian

One of the challenges in training generative models such as the variational auto encoder (VAE) is avoiding posterior collapse. When the generator has too much capacity, it is prone to ignoring latent code. This problem is exacerbated when…

Machine Learning · Computer Science 2019-10-30 Talip Ucar

Variational inference has become one of the most widely used methods in latent variable modeling. In its basic form, variational inference employs a fully factorized variational distribution and minimizes its KL divergence to the posterior.…

Machine Learning · Statistics 2020-01-29 Robert Bamler , Cheng Zhang , Manfred Opper , Stephan Mandt

Transfer learning, or domain adaptation, is concerned with machine learning problems in which training and testing data come from possibly different probability distributions. In this work, we give an information-theoretic analysis of the…

Information Theory · Computer Science 2024-08-09 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

Variational Bayes (VB) inference is one of the most important algorithms in machine learning and widely used in engineering and industry. However, VB is known to suffer from the problem of local optima. In this Letter, we generalize VB by…

Machine Learning · Statistics 2018-09-12 Hideyuki Miyahara , Yuki Sughiyama

We show how to use Stein variational gradient descent (SVGD) to carry out inference in Gaussian process (GP) models with non-Gaussian likelihoods and large data volumes. Markov chain Monte Carlo (MCMC) is extremely computationally intensive…

Machine Learning · Statistics 2022-01-20 Thomas Pinder , Christopher Nemeth , David Leslie

We present a latent variable model for classification that provides a novel probabilistic interpretation of neural network softmax classifiers. We derive a variational objective to train the model, analogous to the evidence lower bound…

Machine Learning · Computer Science 2024-01-10 Shehzaad Dhuliawala , Mrinmaya Sachan , Carl Allen

We present new and improved non-asymptotic deviation bounds for Dirichlet processes (DPs), formulated using the Kullback-Leibler (KL) divergence, which is known for its optimal characterization of the asymptotic behavior of DPs. Our method…

Probability · Mathematics 2025-03-24 Pierre Perrault

The digital telecommunications receiver is an important context for inference methodology, the key objective being to minimize the expected loss function in recovering the transmitted information. For that criterion, the optimal decision is…

Information Theory · Computer Science 2018-11-07 Viet Hung Tran

Several scalable sample-based methods to compute the Kullback Leibler (KL) divergence between two distributions have been proposed and applied in large-scale machine learning models. While they have been found to be unstable, the…

Machine Learning · Computer Science 2021-09-07 Sandesh Ghimire , Prashnna K Gyawali , Linwei Wang

This paper presents studies on a deterministic annealing algorithm based on quantum annealing for variational Bayes (QAVB) inference, which can be seen as an extension of the simulated annealing for variational Bayes (SAVB) inference. QAVB…

Machine Learning · Computer Science 2014-08-12 Issei Sato , Kenichi Kurihara , Shu Tanaka , Hiroshi Nakagawa , Seiji Miyashita

This paper presents studies on a deterministic annealing algorithm based on quantum annealing for variational Bayes (QAVB) inference, which can be seen as an extension of the simulated annealing for variational Bayes (SAVB) inference. QAVB…

Disordered Systems and Neural Networks · Physics 2009-05-28 Issei Sato , Kenichi Kurihara , Shu Tanaka , Hiroshi Nakagawa , Seiji Miyashita
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