Abstract
While it's always possible to compute a variational approximation to a posterior distribution, it can be difficult to discover problems with this approximation". We propose two diagnostic algorithms to alleviate this problem. The Paretosmoothed importance sampling (PSIS) diagnostic gives a goodness of fit measurement for joint distributions, while simultaneously improving the error in the estimate. The variational simulationbased calibration (VSBC) assesses the average performance of point estimates.
Original language | English |
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Title of host publication | 35th International Conference on Machine Learning, ICML 2018 |
Editors | Jennifer Dy, Andreas Krause |
Publisher | International Machine Learning Society |
Pages | 8887-8895 |
Number of pages | 9 |
Volume | 12 |
ISBN (Electronic) | 9781510867963 |
Publication status | Published - 1 Jan 2018 |
MoE publication type | A4 Conference publication |
Event | International Conference on Machine Learning - Stockholm, Sweden Duration: 10 Jul 2018 → 15 Jul 2018 Conference number: 35 |
Publication series
Name | Proceedings of Machine Learning Research |
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Publisher | PMLR |
Number | 80 |
ISSN (Electronic) | 1938-7228 |
Conference
Conference | International Conference on Machine Learning |
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Abbreviated title | ICML |
Country/Territory | Sweden |
City | Stockholm |
Period | 10/07/2018 → 15/07/2018 |