Yes, but Did It Work?: Evaluating Variational Inference — mentioned by cfcf14

Sat, 25 Feb 2023 08:32:17 GMT

Amazing post, agree with everything you've said. I've always felt that the problems with advanced MCMC methods (HMC, RM-MC, etc) are even more painful when one looks at approximate bayesian methods - ADVI (variational approximation), SGLD (langevin dynamics), and so on. My grad research was on ABC-SMC methods, probably the last resort of all last resorts. There was a period a few years ago when it was all the rage to take arbitrary probabilistic programming models and just toss ADVI at it blindly with fancy tools like Pymc3 or stan. I feel like everybody eventually came to the conclusion that…

Paper and discussion history. A mention is not an endorsement.

Yes, but Did It Work?: Evaluating Variational Inference · HackerPapers discussions

Yes, but Did It Work?: Evaluating Variational Inference — mentioned by cfcf14