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A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…

Machine Learning · Computer Science 2020-02-25 Victor Gallego , David Rios Insua

Binary Neural Networks (BiNNs), which employ single-bit precision weights, have emerged as a promising solution to reduce memory usage and power consumption while maintaining competitive performance in large-scale systems. However, training…

Quantum Physics · Physics 2025-11-18 Luca Nepote , Alix Lhéritier , Nicolas Bondoux , Marios Kountouris , Maurizio Filippone

Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…

Machine Learning · Computer Science 2026-05-22 Minyoung Kim

While Deep Neural Networks (DNNs) achieve remarkable performance, their tendency to produce overconfident predictions. Evidential Deep Learning (EDL) mitigates this by formulating predictions as a Dirichlet distribution over class…

Machine Learning · Computer Science 2026-05-27 Jiawei Tang , Xinyan Du , Hui Liu , Junhui Hou , Yuheng Jia

This paper introduces the variational R\'enyi bound (VR) that extends traditional variational inference to R\'enyi's alpha-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth…

Machine Learning · Statistics 2016-10-31 Yingzhen Li , Richard E. Turner

Variational inference for latent variable models is prevalent in various machine learning problems, typically solved by maximizing the Evidence Lower Bound (ELBO) of the true data likelihood with respect to a variational distribution.…

Machine Learning · Computer Science 2018-07-11 Guoqing Zheng , Yiming Yang , Jaime Carbonell

Inference in both brains and machines can be formalized by optimizing a shared objective: maximizing the evidence lower bound (ELBO) in machine learning, or minimizing variational free energy (F) in neuroscience (ELBO = -F). While this…

Artificial Intelligence · Computer Science 2025-10-27 Hadi Vafaii , Dekel Galor , Jacob L. Yates

Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…

Machine Learning · Statistics 2019-06-12 Nikolaos Gianniotis , Christoph Schnörr , Christian Molkenthin , Sanjay Singh Bora

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

Stochastic variational inference (SVI) plays a key role in Bayesian deep learning. Recently various divergences have been proposed to design the surrogate loss for variational inference. We present a simple upper bound of the evidence as…

Machine Learning · Computer Science 2019-12-03 Chunlin Ji , Haige Shen

Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate…

Machine Learning · Computer Science 2021-11-23 Ankush Ganguly , Samuel W. F. Earp

In this paper, we propose CI-VI an efficient and scalable solver for semi-implicit variational inference (SIVI). Our method, first, maps SIVI's evidence lower bound (ELBO) to a form involving a nonlinear functional nesting of expected…

Machine Learning · Computer Science 2021-01-18 Vincent Moens , Hang Ren , Alexandre Maraval , Rasul Tutunov , Jun Wang , Haitham Ammar

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling

We propose a second-order (Hessian or Hessian-free) based optimization method for variational inference inspired by Gaussian backpropagation, and argue that quasi-Newton optimization can be developed as well. This is accomplished by…

Machine Learning · Statistics 2017-03-30 Kai Fan , Ziteng Wang , Jeff Beck , James Kwok , Katherine Heller

Variational inference is a powerful tool for approximate inference. However, it mainly focuses on the evidence lower bound as variational objective and the development of other measures for variational inference is a promising area of…

Machine Learning · Computer Science 2016-12-06 Michael Figurnov , Kirill Struminsky , Dmitry Vetrov

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 signal-to-noise ratio of the gradient estimator. Our results…

Machine Learning · Statistics 2019-03-07 Tom Rainforth , Adam R. Kosiorek , Tuan Anh Le , Chris J. Maddison , Maximilian Igl , Frank Wood , Yee Whye Teh

We develop unbiased implicit variational inference (UIVI), a method that expands the applicability of variational inference by defining an expressive variational family. UIVI considers an implicit variational distribution obtained in a…

Machine Learning · Statistics 2019-02-07 Michalis K. Titsias , Francisco J. R. Ruiz

When training large models on limited data, avoiding overfitting is paramount. Common grid search or smarter search methods rely on expensive separate runs for each candidate hyperparameter, while carving out a validation set that reduces…

Machine Learning · Computer Science 2026-04-02 Ethan Harvey , Mikhail Petrov , Michael C. Hughes

Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a…

Machine Learning · Statistics 2017-12-05 Mohammad Emtiyaz Khan , Zuozhu Liu , Voot Tangkaratt , Yarin Gal

We propose a new Bayesian Neural Net formulation that affords variational inference for which the evidence lower bound is analytically tractable subject to a tight approximation. We achieve this tractability by (i) decomposing ReLU…

Machine Learning · Statistics 2019-06-13 Manuel Haussmann , Fred A. Hamprecht , Melih Kandemir
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