Title
Variational Inference and Model Selection with Generalized Evidence Bounds.
Abstract
Recent advances on the scalability and flexibility of variational inference have made it successful at unravelling hidden patterns in complex data. In this work we propose a new variational bound formulation, yielding an estimator that extends beyond the conventional variational bound. It naturally subsumes the importance-weighted and Renyi bounds as special cases, and it is provably sharper than these counterparts. We also present an improved estimator for variational learning, and advocate a novel high signal-to-variance ratio update rule for the variational parameters. We discuss model-selection issues associated with existing evidence-lower-bound-based variational inference procedures, and show how to leverage the flexibility of our new formulation to address them. Empirical evidence is provided to validate our claims.
Year
Venue
Field
2018
ICML
Computer science,Inference,Model selection,Artificial intelligence,Machine learning
DocType
Citations 
PageRank 
Conference
2
0.37
References 
Authors
0
5
Name
Order
Citations
PageRank
Liqun Chen1284.77
Chenyang Tao287.93
Ruiyi Zhang32110.04
Ricardo Henao428623.85
L. Carin54603339.36