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 |
| Pages | 8887-8895 |
| Number of pages | 9 |
| Volume | 12 |
| ISBN (Electronic) | 9781510867963 |
| Publication status | Published - 1 Jan 2018 |
| MoE publication type | A4 Article in a 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 |