论文标题
兰格文扩散变化推断
Langevin Diffusion Variational Inference
论文作者
论文摘要
许多方法都存在基于未经调整的Langevin过渡的强大变异分布的方法。其中大多数是使用多种不同方法和技术开发的。不幸的是,缺乏统一的分析和推导使开发有关现有方法的新方法和推理成为具有挑战性的任务。我们解决了这一分析,该分析统一并概括了这些现有技术。主要思想是通过数值模拟阻尼不足的Langevin扩散过程及其时间逆转来增强目标和变异性。这种方法的好处是双重的:它为许多现有方法提供了统一的配方,并简化了新的方法。实际上,使用我们的公式,我们提出了一种结合先前现有算法的优势的新方法。它使用了不足的Langevin过渡和通过分数网络参数参数的强大增强。我们的经验评估表明,我们提出的方法在各种任务中始终优于相关基线。
Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis and derivation makes developing new methods and reasoning about existing ones a challenging task. We address this giving a single analysis that unifies and generalizes these existing techniques. The main idea is to augment the target and variational by numerically simulating the underdamped Langevin diffusion process and its time reversal. The benefits of this approach are twofold: it provides a unified formulation for many existing methods, and it simplifies the development of new ones. In fact, using our formulation we propose a new method that combines the strengths of previously existing algorithms; it uses underdamped Langevin transitions and powerful augmentations parameterized by a score network. Our empirical evaluation shows that our proposed method consistently outperforms relevant baselines in a wide range of tasks.