arXiv:2511.01064stat.MLcs.LG2025-11被引 4

无论用哪种变分推断,对称性都会让结果自动匹配均值或相关矩阵。

Generalized Guarantees for Variational Inference in the Presence of Even and Elliptical Symmetry

  • 用对称性约束变分推断的极值点,无需假设分布光滑或轻尾。
  • 在偶对称下,任何极值点都准确恢复目标分布的均值。
  • 适用于贝叶斯层次模型等存在部分对称性的复杂场景。

变分推断(VI)通过在可处理的分布族中寻找最接近目标分布 $p$ 的近似 $q$ 来逼近 $p$,最小化某种分布间散度 $D(p||q)$。本文证明,即使不同散度选择导致不同的最优 $q$,它们仍共同遵循特定的对称性匹配原则。这些结论适用于所有 $f$-散度,包括反向和前向 KL 散度、$α$-散度等。当目标分布具有偶对称性时,任意 $f$-散度的驻点均能正确恢复其均值;若具有椭圆对称性,则能恢复其相关矩阵。该理论仅要求 $p$ 与 $q$ 为单峰分布,不需对数凹性、轻尾或处处光滑。此结果推广了此前针对反向 KL 散度且 $p$ 为对数凹分布的结论,并可扩展至仅在部分坐标上具有对称性的场景,此类情形常见于贝叶斯层次模型中,尽管先验带来复杂几何,但仍有对称轴存在。

原文摘要 · Abstract (English)

Variational inference (VI) approximates a target density $p$ by the best match $q$ in a family of tractable distributions. The best variational approximation is found by minimizing a divergence between distributions, $D(p||q)$, and several divergences have been proposed as objective functions for VI, with different choices leading to different approximations. We show that even when these divergences have different minimizers, the resulting approximations all abide by certain symmetry-matching principles. Specifically, our results hold for all $f$-divergences, a broad class which includes the reverse and forward Kullback-Leibler divergences and the $α$-divergences. We show that in the presence of even symmetry, any stationary point of an $f$-divergence is guaranteed to recover the mean of $p$ and likewise, in the presence of elliptical symmetry, any stationary point is guaranteed to recover its correlation matrix. To obtain these guarantees we assume that $p$ and $q$ are unimodal, but notably we do not require them to be log-concave, light-tailed, or even everywhere-smooth. These guarantees generalize a previous result obtained for the reverse Kullback-Leibler divergence when $p$ is log-concave. They also extend to cases where the target density $p$ only exhibits symmetry along some but not all of its coordinates. These partial symmetries arise naturally in Bayesian hierarchical models, where the prior induces a challenging geometry but still possesses axes of symmetry.

变分推断对称性概率建模贝叶斯推断

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