Related papers: Alpha-Divergences in Variational Dropout

Training generative models to sample from unnormalized density functions is an important and challenging task in machine learning. Traditional training methods often rely on the reverse Kullback-Leibler (KL) divergence due to its…

Diffusion alignment adapts pretrained diffusion models to sample from reward-tilted distributions along the denoising trajectory. This process naturally admits a Sequential Monte Carlo (SMC) interpretation, where the denoising model acts as…

Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…

In statistical classification and machine learning, classification error is an important performance measure, which is minimized by the Bayes decision rule. In practice, the unknown true distribution is usually replaced with a model…

We showcase how dropout variational inference can be applied to a large-scale deep learning model that predicts price movements from limit order books (LOBs), the canonical data source representing trading and pricing movements. We…

Existing rotated object detectors are mostly inherited from the horizontal detection paradigm, as the latter has evolved into a well-developed area. However, these detectors are difficult to perform prominently in high-precision detection…

The LogSumExp function, dual to the Kullback-Leibler (KL) divergence, plays a central role in many important optimization problems, including entropy-regularized optimal transport (OT) and distributionally robust optimization (DRO). In…

Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy…

An initial screening experiment may lead to ambiguous conclusions regarding the factors which are active in explaining the variation of an outcome variable: thus adding follow-up runs becomes necessary. We propose a fully Bayes objective…

Designing experiments that systematically gather data from complex physical systems is central to accelerating scientific discovery. While Bayesian experimental design (BED) provides a principled, information-based framework that integrates…

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Variational inference consists in finding the best approximation of a target distribution within a certain family, where `best' means (typically) smallest Kullback-Leiber divergence. We show that, when the approximation family is…

In the loss function of Variational Autoencoders there is a well known tension between two components: the reconstruction loss, improving the quality of the resulting images, and the Kullback-Leibler divergence, acting as a regularizer of…

The Importance-Weighted Evidence Lower Bound (IW-ELBO) has emerged as an effective objective for variational inference (VI), tightening the standard ELBO and mitigating the mode-seeking behaviour. However, optimizing the IW-ELBO in…

Particle-based variational inference methods (ParVIs) such as Stein variational gradient descent (SVGD) update the particles based on the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL) divergence. However, the design of…

The Kullback-Leibler (KL) divergence is a foundational measure for comparing probability distributions. Yet in multivariate settings, its single value often obscures the underlying reasons for divergence, conflating mismatches in individual…

Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…

When used as a surrogate objective for maximum likelihood estimation in latent variable models, the evidence lower bound (ELBO) produces state-of-the-art results. Inspired by this, we consider the extension of the ELBO to a family of lower…

Reverse Kullback-Leibler (RKL) divergence has recently emerged as the preferred objective for large language model (LLM) distillation, consistently outperforming forward KL (FKL), particularly in regimes with large vocabularies and…

In this paper, we discuss a property of the Kullback--Leibler divergence measured between two models of the family of the location-scale distributions. We show that, if model $M_1$ and model $M_2$ are represented by location-scale…