Year: 2019
Type: preprint
Abstract: Variational inference transforms posterior inference into parametric optimization thereby enabling the use of latent variable models where otherwise impractical. However, variational inference can be finicky when different variational parameters control variables that are strongly correlated under the model. Traditional natural gradients based on the variational approximation fail to correct for correlations when the approximation is not the true posterior. To address this, we construct a new natural gradient called the Variational Predictive Natural Gradient (VPNG). Unlike traditional natural gradients for variational inference, this natural gradient accounts for the relationship between model parameters and variational parameters. We demonstrate the insight with a simple example as well as the empirical value on a classification task, a deep generative model of images, and probabilistic matrix factorization for recommendation.
Source: arXiv (Cornell University)
Authors: Tang, Da, Ranganath, Rajesh
Institution: Columbia University
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2919647598