Presentation 2023-07-06
Convergence Acceleration of Particle-based Variational Inference by Deep Unfolding
Yuya Kawamura, Satoshi Takabe,
PDF Download Page PDF download Page Link
Abstract(in Japanese) (See Japanese page)
Abstract(in English) Stein Variational Gradient Descent(SVGD) is a prominent particle-based variational inference method used for estimating posterior distributions in probabilistic models . Its remarkable approximation capabilities have attracted considerable attention. In this paper, we propose a trainable algorithm that incorporates a deep learning technique known as deep unfolding into SVGD. This approach enables the learning of internal parameters of SVGD, leading to the acceleration of the convergence speed. To evaluate the proposed two trainable SVGD algorithms, we conducted numerical simulations for three different tasks: sampling from one-dimensional Gaussian mixture, Bayesian logistic regression, and Bayesian neural networks. The results show that our proposed algorithms exhibit faster convergence compared to conventional variants of SVGD.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) particle-based variational inference / deep learning / deep unfolding
Paper # CAS2023-8,VLD2023-8,SIP2023-24,MSS2023-8
Date of Issue 2023-06-29 (CAS, VLD, SIP, MSS)

Conference Information
Committee MSS / CAS / SIP / VLD
Conference Date 2023/7/6(2days)
Place (in Japanese) (See Japanese page)
Place (in English)
Topics (in Japanese) (See Japanese page)
Topics (in English)
Chair Shingo Yamaguchi(Yamaguchi Univ.) / Yasutoshi Aibara(OmniVision) / Takayuki Nakachi(Ryukyu Univ.) / Shigetoshi Nakatake(Univ. of Kitakyushu)
Vice Chair Toshiyuki Miyamoto(Osaka Inst. of Tech.) / Norihiko Shinomiya(Soka Univ.) / Koichi Ichige(Yokohama National Univ.) / Kiyoshi Nishikawa(okyo Metropolitan Univ.) / Yuichi Sakurai(Hitachi)
Secretary Toshiyuki Miyamoto(Osaka Univ.) / Norihiko Shinomiya(NEC) / Koichi Ichige(Soka Univ.) / Kiyoshi Nishikawa(Renesas Electronics) / Yuichi Sakurai(Chiba Univ.)
Assistant Masato Shirai(Shimane Univ.) / Nao Ito(NIT, Toyama college) / Motoi Yamaguchi(TECHNOPRO) / Shinji Shimoda(Sony Semiconductor Solutions) / Shunsuke Koshita(Hachinohe Inst. of Tech.) / Taichi Yoshida(UEC) / Sayaka Shiota(Tokyo Metropolitan Univ.) / Takuma Nishimoto(Hitachi)

Paper Information
Registration To Technical Committee on Mathematical Systems Science and its Applications / Technical Committee on Circuits and Systems / Technical Committee on Signal Processing / Technical Committee on VLSI Design Technologies
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Convergence Acceleration of Particle-based Variational Inference by Deep Unfolding
Sub Title (in English)
Keyword(1) particle-based variational inference
Keyword(2) deep learning
Keyword(3) deep unfolding
1st Author's Name Yuya Kawamura
1st Author's Affiliation Tokyo Institute of Technology(Tokyo Tech)
2nd Author's Name Satoshi Takabe
2nd Author's Affiliation Tokyo Institute of Technology(Tokyo Tech)
Date 2023-07-06
Paper # CAS2023-8,VLD2023-8,SIP2023-24,MSS2023-8
Volume (vol) vol.123
Number (no) CAS-97,VLD-98,SIP-99,MSS-100
Page pp.pp.37-42(CAS), pp.37-42(VLD), pp.37-42(SIP), pp.37-42(MSS),
#Pages 6
Date of Issue 2023-06-29 (CAS, VLD, SIP, MSS)