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Record W3037766264

Validated Variational Inference via Practical Posterior Error Bounds

2020· article· en· W3037766264 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueOpenBU (Boston University) · 2020
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of British Columbia
FundersArmy Research OfficeOffice of Naval ResearchDefense Advanced Research Projects AgencyEngineering and Physical Sciences Research CouncilNatural Sciences and Engineering Research Council of CanadaNational Science Foundation
KeywordsMarkov chain Monte CarloInferenceComputer scienceMonte Carlo methodBayesian inferenceApproximate inferenceMathematical optimizationApplied mathematicsAlgorithmPosterior probabilityBayesian probabilityMathematicsArtificial intelligenceStatistics
DOInot available

Abstract

fetched live from OpenAlex

Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of post-hoc accuracy measures that are both theoretically justified and computationally efficient. In this paper, we provide rigorous bounds on the error of posterior mean and uncertainty estimates that arise from full-distribution approximations, as in variational inference. Our bounds are widely applicable, as they require only that the approximating and exact posteriors have polynomial moments. Our bounds are also computationally efficient for variational inference because they require only standard values from variational objectives, straightforward analytic calculations, and simple Monte Carlo estimates. We show that our analysis naturally leads to a new and improved workflow for validated variational inference. Finally, we demonstrate the utility of our proposed workflow and error bounds on a robust regression problem and on a real-data example with a widely used multilevel hierarchical model.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.617
Threshold uncertainty score0.998

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.179
GPT teacher head0.383
Teacher spread0.205 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it