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Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of…

Machine Learning · Statistics 2016-05-31 Stephan Mandt , James McInerney , Farhan Abrol , Rajesh Ranganath , David Blei

The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several…

Machine Learning · Computer Science 2023-10-25 Ankush Ganguly , Sanjana Jain , Ukrit Watchareeruetai

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

Machine Learning · Computer Science 2016-06-02 Andriy Mnih , Danilo J. Rezende

We develop nested variational inference (NVI), a family of methods that learn proposals for nested importance samplers by minimizing an forward or reverse KL divergence at each level of nesting. NVI is applicable to many commonly-used…

Machine Learning · Statistics 2021-06-22 Heiko Zimmermann , Hao Wu , Babak Esmaeili , Jan-Willem van de Meent

A key advance in learning generative models is the use of amortized inference distributions that are jointly trained with the models. We find that existing training objectives for variational autoencoders can lead to inaccurate amortized…

Machine Learning · Computer Science 2018-05-31 Shengjia Zhao , Jiaming Song , Stefano Ermon

Variational inference is a popular technique to approximate a possibly intractable Bayesian posterior with a more tractable one. Recently, boosting variational inference has been proposed as a new paradigm to approximate the posterior by a…

Machine Learning · Computer Science 2018-03-08 Francesco Locatello , Rajiv Khanna , Joydeep Ghosh , Gunnar Rätsch

Optimization problems with an auxiliary latent variable structure in addition to the main model parameters occur frequently in computer vision and machine learning. The additional latent variables make the underlying optimization task…

Machine Learning · Computer Science 2020-03-13 Christopher Zach , Huu Le

We study zeroth-order optimization where solutions must minimize a cost $d(s)$ while maintaining high probability under a complex generative prior $L(s)$ (e.g., a parameterized model). This reduces to sampling from a target distribution…

Machine Learning · Computer Science 2026-05-06 Pranjal Awasthi , Sreenivas Gollapudi , Ravi Kumar , Kamesh Munagala

Complex computer simulators are increasingly used across fields of science as generative models tying parameters of an underlying theory to experimental observations. Inference in this setup is often difficult, as simulators rarely admit a…

Machine Learning · Statistics 2020-04-17 Gilles Louppe , Joeri Hermans , Kyle Cranmer

Hierarchical methods in reinforcement learning have the potential to reduce the amount of decisions that the agent needs to perform when learning new tasks. However, finding reusable useful temporal abstractions that facilitate fast…

Machine Learning · Computer Science 2023-04-05 David Kuric , Herke van Hoof

We introduce the thermodynamic variational objective (TVO) for learning in both continuous and discrete deep generative models. The TVO arises from a key connection between variational inference and thermodynamic integration that results in…

Machine Learning · Computer Science 2021-04-09 Vaden Masrani , Tuan Anh Le , Frank Wood

This paper is concerned with Bayesian inference when the likelihood is analytically intractable but can be unbiasedly estimated. We propose an annealed importance sampling procedure for estimating expectations with respect to the posterior.…

Methodology · Statistics 2014-02-26 M. -N. Tran , C. Strickland , M. K. Pitt , R. Kohn

Multimodal variational autoencoders (VAEs) aim to capture shared latent representations by integrating information from different data modalities. A significant challenge is accurately inferring representations from any subset of modalities…

Machine Learning · Computer Science 2024-10-16 Yuta Oshima , Masahiro Suzuki , Yutaka Matsuo

Unsupervised multi-object representation learning depends on inductive biases to guide the discovery of object-centric representations that generalize. However, we observe that methods for learning these representations are either…

Computer Vision and Pattern Recognition · Computer Science 2021-06-08 Patrick Emami , Pan He , Sanjay Ranka , Anand Rangarajan

We present the Variational Adaptive Newton (VAN) method which is a black-box optimization method especially suitable for explorative-learning tasks such as active learning and reinforcement learning. Similar to Bayesian methods, VAN…

Machine Learning · Statistics 2017-11-16 Mohammad Emtiyaz Khan , Wu Lin , Voot Tangkaratt , Zuozhu Liu , Didrik Nielsen

Variational inference methods often focus on the problem of efficient model optimization, with little emphasis on the choice of the approximating posterior. In this paper, we review and implement the various methods that enable us to…

Machine Learning · Statistics 2017-07-11 Siddhartha Saxena , Shibhansh Dohare , Jaivardhan Kapoor

Variational inference (VI) provides a principled framework for estimating posterior distributions over model parameters, enabling explicit modeling of weight uncertainty during optimization. By capturing this uncertainty, VI improves the…

Audio and Speech Processing · Electrical Eng. & Systems 2026-01-21 Haolin Chen

We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a…

Machine Learning · Statistics 2015-05-26 San Gultekin , Aonan Zhang , John Paisley

Amortized inference allows latent-variable models trained via variational learning to scale to large datasets. The quality of approximate inference is determined by two factors: a) the capacity of the variational distribution to match the…

Machine Learning · Computer Science 2018-05-29 Chris Cremer , Xuechen Li , David Duvenaud

Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a…

Machine Learning · Computer Science 2018-07-26 Joseph Marino , Yisong Yue , Stephan Mandt
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