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Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
ADAVI: Automatic Dual Amortized Variational Inference App...
2021-06-23 · via stat.ML updates on arXiv.org

Frequently, population studies feature pyramidally-organized data represented using Hierarchical Bayesian Models (HBM) enriched with plates. These models can become prohibitively large in settings such as neuroimaging, where a sample is composed of a functional MRI signal measured on 300 brain locations, across 4 measurement sessions, and 30 subjects, resulting in around 1 million latent parameters.Such high dimensionality hampers the usage of modern, expressive flow-based techniques.To infer parameter posterior distributions in this challenging class of problems, we designed a novel methodology that automatically produces a variational family dual to a target HBM. This variational family, represented as a neural network, consists in the combination of an attention-based hierarchical encoder feeding summary statistics to a set of normalizing flows. Our automatically-derived neural network exploits exchangeability in the plate-enriched HBM and factorizes its parameter space. The resulting architecture reduces by orders of magnitude its parameterization with respect to that of a typical flow-based representation, while maintaining expressivity.Our method performs inference on the specified HBM in an amortized setup: once trained, it can readily be applied to a new data sample to compute the parameters' full posterior.We demonstrate the capability and scalability of our method on simulated data, as well as a challenging high-dimensional brain parcellation experiment. We also open up several questions that lie at the intersection between normalizing flows, SBI, structured Variational Inference, and inference amortization.