相关论文: Stein Variational Gradient Descent: A General Purp…

We develop a theory of finite-dimensional polyhedral subsets over the Wasserstein space and optimization of functionals over them via first-order methods. Our main application is to the problem of mean-field variational inference, which…

Kernelized Stein discrepancy (KSD), though being extensively used in goodness-of-fit tests and model learning, suffers from the curse-of-dimensionality. We address this issue by proposing the sliced Stein discrepancy and its scalable and…

Many core problems in robotics can be framed as constrained optimization problems. Often on these problems, the robotic system has uncertainty, or it would be advantageous to identify multiple high quality feasible solutions. To enable…

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…

We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics. Our key insight is that the time derivative of the…

Stein Variational Gradient Descent (SVGD), a popular sampling algorithm, is often described as the kernelized gradient flow for the Kullback-Leibler divergence in the geometry of optimal transport. We introduce a new perspective on SVGD…

We establish a convergence theorem for a certain type of stochastic gradient descent, which leads to a convergent variant of the back-propagation algorithm

Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular limit where the kernel bandwidth tends to zero. In this…

This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…

In many fields, data appears in the form of direction (unit vector) and usual statistical procedures are not applicable to such directional data. In this study, we propose non-parametric goodness-of-fit testing procedures for general…

In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily…

Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along.…

Particle-based variational inference (VI) minimizes the KL divergence between model samples and the target posterior with gradient flow estimates. With the popularity of Stein variational gradient descent (SVGD), the focus of particle-based…

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…

The gradient descent method aims at finding local minima of a given multivariate function by moving along the direction of its gradient, and hence, the algorithm typically involves computing all partial derivatives of a given function,…

Stein variational gradient descent (SVGD) is a general-purpose optimization-based sampling algorithm that has recently exploded in popularity, but is limited by two issues: it is known to produce biased samples, and it can be slow to…

Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…

An important task in computational statistics and machine learning is to approximate a posterior distribution $p(x)$ with an empirical measure supported on a set of representative points $\{x_i\}_{i=1}^n$. This paper focuses on methods…

Variational algorithms have particular relevance for near-term quantum computers but require non-trivial parameter optimisations. Here we propose Analytic Descent: Given that the energy landscape must have a certain simple form in the local…

Variational inference (VI) can be cast as an optimization problem in which the variational parameters are tuned to closely align a variational distribution with the true posterior. The optimization task can be approached through vanilla…