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Symmetry Guarantees Statistic Recovery in Variational Inference

Marks, Daniel, Paccagnan, Dario, van der Wilk, Mark

arXiv.org Machine Learning

Variational inference (VI) is a central tool in modern machine learning, used to approximate an intractable target density by optimising over a tractable family of distributions. As the variational family cannot typically represent the target exactly, guarantees on the quality of the resulting approximation are crucial for understanding which of its properties VI can faithfully capture. Recent work has identified instances in which symmetries of the target and the variational family enable the recovery of certain statistics, even under model misspecification. However, these guarantees are inherently problem-specific and offer little insight into the fundamental mechanism by which symmetry forces statistic recovery. In this paper, we overcome this limitation by developing a general theory of symmetry-induced statistic recovery in variational inference. First, we characterise when variational minimisers inherit the symmetries of the target and establish conditions under which these pin down identifiable statistics. Second, we unify existing results by showing that previously known statistic recovery guarantees in location-scale families arise as special cases of our theory. Third, we apply our framework to distributions on the sphere to obtain novel guarantees for directional statistics in von Mises-Fisher families. Together, these results provide a modular blueprint for deriving new recovery guarantees for VI in a broad range of symmetry settings.





7990ec44fcf3d7a0e5a2add28362213c-Paper.pdf

Neural Information Processing Systems

We propose in this paper a general framework for deriving loss functions for structured prediction. Inourframework,theuserchooses aconvexsetincluding the output space and provides an oracle forprojectingonto that set.


Efficientconstrainedsamplingviathe mirror-Langevinalgorithm

Neural Information Processing Systems

The sampling problem has attracted considerable attention recently within the machine learning and statistics communities. This renewed interest in sampling is spurred, on one hand, by a wide breadth of applications ranging from Bayesian inference [RC04, DM+19] and its use in inverse problems [DS17], to neural networks [GPAM+14, TR20].


Efficientconstrainedsamplingviathe mirror-Langevinalgorithm

Neural Information Processing Systems

The sampling problem has attracted considerable attention recently within the machine learning and statistics communities. This renewed interest in sampling is spurred, on one hand, by a wide breadth of applications ranging from Bayesian inference [RC04, DM+19] and its use in inverse problems [DS17], to neural networks [GPAM+14, TR20].