Gradient-based approximate inference methods, such as Stein variational gradient descent (SVGD), provide simple and general-purpose inference engines for differentiable continuous distributions. However, existing forms of SVGD cannot be directly applied to discrete distributions. In this work, we fill this gap by proposing a simple yet general framework that transforms discrete distributions to equivalent piecewise continuous distributions, on which the gradient-free SVGD is applied to perform efficient approximate inference. The empirical results show that our method outperforms traditional algorithms such as Gibbs sampling and discontinuous Hamiltonian Monte Carlo on various challenging benchmarks of discrete graphical models. We demonstrate that our method provides a promising tool for learning ensembles of binarized neural network (BNN), outperforming other widely used ensemble methods on learning binarized AlexNet on CIFAR-10 dataset. In addition, such transform can be straightforwardly employed in gradient-free kernelized Stein discrepancy to perform goodness-of-fit (GOF) test on discrete distributions. Our proposed method outperforms existing GOF test methods for intractable discrete distributions.
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Lifted Hybrid Variational Inference
Lifted inference algorithms exploit model symmetry to reduce computational cost in probabilistic inference. However, most existing lifted inference algorithms operate only over discrete domains or continuous domains with restricted potential functions. We investigate two approximate lifted variational approaches that apply to domains with general hybrid potentials, and are expressive enough to capture multi-modality. We demonstrate that the proposed variational methods are highly scalable and can exploit approximate model symmetries even in the presence of a large amount of continuous evidence, outperforming existing message-passing-based approaches in a variety of settings. Additionally, we present a sufficient condition for the Bethe variational approximation to yield a non-trivial estimate over the marginal polytope.
more » « less- Award ID(s):
- 1836565
- NSF-PAR ID:
- 10180837
- Date Published:
- Journal Name:
- IJCAI 2020
- Page Range / eLocation ID:
- 4237 to 4244
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.24963/ijcai.2020/585
