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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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109218326435 · Jun 202019922001200920172026
48 results for variational objectives

Variational inference is an umbrella term for algorithms which cast Bayesian inference as optimization. Classically, variational inference uses the Kullback-Leibler divergence to define the optimization. Though this divergence has been widely used, the resultant posterior approximation can suffer from undesirable stati…

2016-10-27abs ↗pdf ↗

Variational inference improves training of generative flow networks.

problem Training generative flow networks efficiently and accurately.
method Define variational objectives in terms of KL divergences and optimize convex combinations.
result Variational inference methods can reduce the variance of gradients in training generative flow networks.

This paper introduces a variational approximation framework using direct optimization of what is known as the {\it scale invariant Alpha-Beta divergence} (sAB divergence). This new objective encompasses most variational objectives that use the Kullback-Leibler, the R{é}nyi or the gamma divergences. It also gives access…

2018-05-02abs ↗pdf ↗

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 research. This paper proposes a robust modification of evidence and a lower bound for…

2016-11-28abs ↗pdf ↗

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 a tighter lower bound to the log marginal likelihood than the standard variatio…

2019-06-28abs ↗pdf ↗

Study reveals the regularization effect of variational distributions in VAEs.

problem Understanding the regularization role of variational distributions in VAEs.
method Analyzed the role of variational family in VAEs and studied the regularization effect on local geometry.
result Uncovered the implicit regularizer in the ββ-VAE objective and proposed a deterministic autoencoding objective.

This work interprets SFA through variational inference, relaxing linearity constraints.

problem Recover non-linear SFA from variational inference.
method Probabilistic interpretation of SFA through variational inference, relaxing linearity constraints.
result Reinterprets SFA as a variational framework, allowing slowness as a regularizer to reconstruction loss.

This work improves multi-modal generative models by using permutation-invariant neural networks.

problem Improving multi-modal generative models with tighter variational objectives.
method Developed more flexible aggregation schemes based on permutation-invariant neural networks.
result Our variational objective and flexible aggregation models can better approximate the true joint distribution.

Capsule models enforce object pose relationships for robustness, explored with probabilistic generative and variational methods.

problem Enforcing object pose relationships for robustness to viewpoint changes.
method Probabilistic generative model with variational bound, exploring capsule assumptions and inference mechanisms.
result Unified objective and test time optimisation demonstrated for capsule models.

New Holder bounds improve variational inference by flattening thermodynamic curves.

problem Improving variational inference by addressing performance gaps between theory and practice.
method Generalizing thermodynamic integration to weighted Holder mean, introducing Holder bounds.
result Holder bounds promise a one-step approximation of exact marginal log-likelihood.

New MCFOs improve learning generative models and time series inference.

problem Challenges in learning generative models and inferring latent trajectories for time series.
method Proposed Monte Carlo filtering objectives (MCFOs) for joint learning and adaptive proposals.
result MCFOs lead to efficient and stable model learning and explain data well.

This paper examines challenges and solutions for solving variational inequalities.

problem Stability issues in solving variational inequalities, especially in multi-objective scenarios.
method Continuous-time analysis to understand and improve stability of algorithms.
result Understanding continuous-time dynamics can help in designing more stable algorithms for variational inequalities.

The Variational AutoEncoder (VAE) learns simultaneously an inference and a generative model, but only one of these models can be learned at optimum, this behaviour is associated to the ELBO learning objective, that is optimised by a non-informative generator. In order to solve such an issue, we provide a learning objec…

2019-05-25abs ↗pdf ↗

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, using samples from the variational posterior to compute the required gradients. Rec…

2016-02-22abs ↗pdf ↗

Semi-Implicit Variational Inference (SIVI) is improved with SIVI-SM using score matching.

problem Intractable densities in variational distributions hinder SIVI training.
method SIVI-SM uses score matching to handle intractable densities in a minimax formulation.
result SIVI-SM outperforms ELBO-based SIVI methods in Bayesian inference tasks.

We propose a general variational framework of fair clustering, which integrates an original Kullback-Leibler (KL) fairness term with a large class of clustering objectives, including prototype or graph based. Fundamentally different from the existing combinatorial and spectral solutions, our variational multi-term appr…

2019-06-19abs ↗pdf ↗

Kernel SIVI improves variational inference by avoiding lower-level optimization.

problem Intractable densities in semi-implicit variational distributions.
method Kernel SIVI-SM uses a minimax formulation and kernel tricks to avoid lower-level optimization.
result Kernel Stein discrepancy (KSD) objective is computable and leads to convergence guarantees.

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 inference distributions and, in some cases, improving the objective provably degra…

2017-06-07abs ↗pdf ↗

VICE embeds concepts in a vector space using human data.

problem Developing numerical models for mental representations of object concepts.
method Variational Interpretable Concept Embeddings (VICE) using variational inference and triplet odd-one-out task data.
result VICE outperforms SPoSE at predicting human behavior and provides more reproducible object representations.

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are approximated by Gaussian sampling. These approaches are of particular interest …

2018-09-13abs ↗pdf ↗

A new algorithm for optimizing probability distributions converges linearly.

problem Optimizing functionals over families of probability distributions.
method Variational transport: particle-based algorithm approximating Wasserstein gradient descent.
result Variational transport converges linearly to the global minimum of the objective functional.

A body of recent work has focused on constructing a variational family of filtered distributions using Sequential Monte Carlo (SMC). Inspired by this work, we introduce Particle Smoothing Variational Objectives (SVO), a novel backward simulation technique and smoothed approximate posterior defined through a subsampling…

2019-09-20abs ↗pdf ↗

A new method for diverse Pareto solutions in multi-objective learning.

problem Maximizing diversity while maximizing hypervolume in Pareto solutions.
method Annealed Stein Variational Gradient Descent (SVGD) with diverse gradient directions.
result SVH-MOL achieves superior performance in multi-objective and multi-task learning.

We investigate the use of alternative divergences to Kullback-Leibler (KL) in variational inference(VI), based on the Variational Dropout \cite{kingma2015}. Stochastic gradient variational Bayes (SGVB) \cite{aevb} is a general framework for estimating the evidence lower bound (ELBO) in Variational Bayes. In this work, …

2017-11-12abs ↗pdf ↗

Proposes a framework to maximize mutual information in VAE models for better latent code representation.

problem Lack of explicit measurement of the quality of learned representations in VAE models.
method Variational Mutual Information Maximization Framework for VAE.
result Maximizes mutual information between latent codes and observations, improving latent code representation.

A new method for multi-objective Bayesian optimization using entropy search and variational lower bound maximization.

problem Efficiently optimizing multiple objectives in continuous domains.
method Approximates the Pareto-frontier using a mixture distribution and optimizes the balance through variational lower bound maximization.
result Demonstrated effectiveness especially with many objective functions.

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 typically non-convex objective function is locally optimized over the parameters of t…

2015-05-25abs ↗pdf ↗

Score matching fails to train VAEs robustly, revealing autoencoding loss insights.

problem Catastrophic failure of variational score matching on VAE models.
method Analysis of existing variational score matching objectives and their equivalence to autoencoding losses.
result Score matching methods fail to produce robust VAE models, predicting poor performance.

We explore the question of whether the representations learned by classifiers can be used to enhance the quality of generative models. Our conjecture is that labels correspond to characteristics of natural data which are most salient to humans: identity in faces, objects in images, and utterances in speech. We propose …

2016-02-09abs ↗pdf ↗

A new measure helps compute suboptimality in entropy-regularized methods.

problem Computing suboptimality in entropy-regularized variational objectives when unnormalised densities are unavailable.
method Introduced 'kernel gradient discrepancy' (KGD) to compute suboptimality explicitly.
result KGD characterizes kernel Stein discrepancy (KSD) in the standard Bayesian context and measures variational gradient size.