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Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribution, with impressive empirical performance across various…

机器学习 · 统计学 2023-10-09 Aniket Das , Dheeraj Nagaraj

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…

机器学习 · 计算机科学 2022-06-20 Adil Salim , Lukang Sun , Peter Richtárik

We study the Stein Variational Gradient Descent (SVGD) algorithm, which optimises a set of particles to approximate a target probability distribution $\pi\propto e^{-V}$ on $\mathbb{R}^d$. In the population limit, SVGD performs gradient…

机器学习 · 统计学 2021-01-05 Anna Korba , Adil Salim , Michael Arbel , Giulia Luise , Arthur Gretton

Stein Variational Gradient Descent (SVGD) is a nonparametric particle-based deterministic sampling algorithm. Despite its wide usage, understanding the theoretical properties of SVGD has remained a challenging problem. For sampling from a…

统计理论 · 数学 2023-10-31 Tianle Liu , Promit Ghosal , Krishnakumar Balasubramanian , Natesh S. Pillai

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…

机器学习 · 统计学 2022-04-20 Alex Leviyev , Joshua Chen , Yifei Wang , Omar Ghattas , Aaron Zimmerman

Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…

机器学习 · 计算机科学 2023-02-13 Hoang Phan , Ngoc Tran , Trung Le , Toan Tran , Nhat Ho , Dinh Phung

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

无序系统与神经网络 · 物理学 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally…

机器学习 · 统计学 2017-11-15 Qiang Liu

Stein variational gradient descent (SVGD) is a kernel-based particle method for sampling from a target distribution, e.g., in generative modeling and Bayesian inference. SVGD does not require estimating the gradient of the log-density,…

机器学习 · 统计学 2025-04-10 Viktor Stein , Wuchen Li

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…

机器学习 · 计算机科学 2023-05-19 Jiankui Zhou , Yue Qiu

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

最优化与控制 · 数学 2025-10-02 Viktor Stein , Wuchen Li

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…

偏微分方程分析 · 数学 2026-05-06 José A. Carrillo , Jakub Skrzeczkowski , Jethro Warnett

Stein Variational Gradient Descent (SVGD) is a highly efficient method to sample from an unnormalized probability distribution. However, the SVGD update relies on gradients of the log-density, which may not always be available. Existing…

机器学习 · 计算机科学 2026-03-13 Cornelius V. Braun , Robert T. Lange , Marc Toussaint

Stein variational gradient descent (SVGD) is a non-parametric inference algorithm that evolves a set of particles to fit a given distribution of interest. We analyze the non-asymptotic properties of SVGD, showing that there exists a set of…

机器学习 · 统计学 2018-10-30 Qiang Liu , Dilin Wang

Stein variational gradient descent (SVGD) is a prominent particle-based variational inference method used for sampling a target distribution. SVGD has attracted interest for application in machine-learning techniques such as Bayesian…

机器学习 · 计算机科学 2024-02-26 Yuya Kawamura , Satoshi Takabe

Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…

机器学习 · 计算机科学 2017-06-06 Maxim Raginsky , Alexander Rakhlin , Matus Telgarsky

In this paper we propose and analyze a novel multilevel version of Stein variational gradient descent (SVGD). SVGD is a recent particle based variational inference method. For Bayesian inverse problems with computationally expensive…

数值分析 · 数学 2024-02-05 Simon Weissmann , Jakob Zech

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…

机器学习 · 计算机科学 2022-11-22 Lukang Sun , Peter Richtárik

We are interested in gradient-based Explicit Generative Modeling where samples can be derived from iterative gradient updates based on an estimate of the score function of the data distribution. Recent advances in Stochastic Gradient…

机器学习 · 统计学 2020-07-08 Wei-Cheng Chang , Chun-Liang Li , Youssef Mroueh , Yiming Yang

Stochastic gradient descent (SGD) has been widely used in machine learning due to its computational efficiency and favorable generalization properties. Recently, it has been empirically demonstrated that the gradient noise in several deep…

机器学习 · 统计学 2019-06-24 Thanh Huy Nguyen , Umut Şimşekli , Mert Gürbüzbalaban , Gaël Richard
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