Stein Variational Evolution Strategies
Fuente:
arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866911507193790464 |
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| author | Braun, Cornelius V. Lange, Robert T. Toussaint, Marc |
| author_facet | Braun, Cornelius V. Lange, Robert T. Toussaint, Marc |
| contents | 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 gradient-free versions of SVGD make use of simple Monte Carlo approximations or gradients from surrogate distributions, both with limitations. To improve gradient-free Stein variational inference, we combine SVGD steps with evolution strategy (ES) updates. Our results demonstrate that the resulting algorithm generates high-quality samples from unnormalized target densities without requiring gradient information. Compared to prior gradient-free SVGD methods, we find that the integration of the ES update in SVGD significantly improves the performance on multiple challenging benchmark problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_10390 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Stein Variational Evolution Strategies Braun, Cornelius V. Lange, Robert T. Toussaint, Marc Machine Learning Artificial Intelligence Neural and Evolutionary Computing 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 gradient-free versions of SVGD make use of simple Monte Carlo approximations or gradients from surrogate distributions, both with limitations. To improve gradient-free Stein variational inference, we combine SVGD steps with evolution strategy (ES) updates. Our results demonstrate that the resulting algorithm generates high-quality samples from unnormalized target densities without requiring gradient information. Compared to prior gradient-free SVGD methods, we find that the integration of the ES update in SVGD significantly improves the performance on multiple challenging benchmark problems. |
| title | Stein Variational Evolution Strategies |
| topic | Machine Learning Artificial Intelligence Neural and Evolutionary Computing |
| url | https://arxiv.org/abs/2410.10390 |