Related papers: On Stein Variational Neural Network Ensembles
Distributed Stein Variational Gradient Descent (DSVGD) is a non-parametric distributed learning framework for federated Bayesian learning, where multiple clients jointly train a machine learning model by communicating a number of non-random…
Most scientific machine learning (SciML) applications of neural networks involve hundreds to thousands of parameters, and hence, uncertainty quantification for such models is plagued by the curse of dimensionality. Using physical…
Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable. However, the computation of a Stein discrepancy can be prohibitive if the Stein operator - often…
Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…
Stein Variational Gradient Descent (SVGD) is an algorithm for sampling from a target density which is known up to a multiplicative constant. Although SVGD is a popular algorithm in practice, its theoretical study is limited to a few recent…
Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…
Policy gradient methods have been successfully applied to many complex reinforcement learning problems. However, policy gradient methods suffer from high variance, slow convergence, and inefficient exploration. In this work, we introduce a…
In this study, we propose a Bayesian seismic tomography inference method using physics-informed neural networks (PINN). PINN represents a recent advance in deep learning, offering the possibility to enhance physics-based simulations and…
Stein Variational Gradient Descent (SVGD) is a popular sampling algorithm used in various machine learning tasks. It is well known that SVGD arises from a discretization of the kernelized gradient flow of the Kullback-Leibler divergence…
In this project, we propose a Variational Inference algorithm to approximate posterior distributions. Building on prior methods, we develop the Gradient-Steered Stein Variational Gradient Descent (G-SVGD) approach. This method introduces a…
Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…
Stein Variational Gradient Descent (SVGD) is an important alternative to the Langevin-type algorithms for sampling from probability distributions of the form $\pi(x) \propto \exp(-V(x))$. In the existing theory of Langevin-type algorithms…
Deep feedforward neural networks (DFNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a DFNN. The…
In this paper, we propose an infinite-dimensional version of the Stein variational gradient descent (iSVGD) method for solving Bayesian inverse problems. The method can generate approximate samples from posteriors efficiently. Based on the…
Ensembles of deep neural networks demonstrate improved performance over single models. For enhancing the diversity of ensemble members while keeping their performance, particle-based inference methods offer a promising approach from a…
We focus on the problem of efficient sampling and learning of probability densities by incorporating symmetries in probabilistic models. We first introduce Equivariant Stein Variational Gradient Descent algorithm -- an equivariant sampling…
Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…
Variational particle-based Bayesian learning methods have the advantage of not being limited by the bias affecting more conventional parametric techniques. This paper proposes to leverage the flexibility of non-parametric Bayesian…
Stein Variational Gradient Descent (SVGD) is a popular particle-based method for Bayesian inference. However, its convergence suffers from the variance collapse, which reduces the accuracy and diversity of the estimation. In this paper, we…
Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…