LGFeb 14, 2023
Where to Diffuse, How to Diffuse, and How to Get Back: Automated Learning for Multivariate DiffusionsRaghav Singhal, Mark Goldstein, Rajesh Ranganath
Diffusion-based generative models (DBGMs) perturb data to a target noise distribution and reverse this process to generate samples. The choice of noising process, or inference diffusion process, affects both likelihoods and sample quality. For example, extending the inference process with auxiliary variables leads to improved sample quality. While there are many such multivariate diffusions to explore, each new one requires significant model-specific analysis, hindering rapid prototyping and evaluation. In this work, we study Multivariate Diffusion Models (MDMs). For any number of auxiliary variables, we provide a recipe for maximizing a lower-bound on the MDMs likelihood without requiring any model-specific analysis. We then demonstrate how to parameterize the diffusion for a specified target noise distribution; these two points together enable optimizing the inference diffusion process. Optimizing the diffusion expands easy experimentation from just a few well-known processes to an automatic search over all linear diffusions. To demonstrate these ideas, we introduce two new specific diffusions as well as learn a diffusion process on the MNIST, CIFAR10, and ImageNet32 datasets. We show learned MDMs match or surpass bits-per-dims (BPDs) relative to fixed choices of diffusions for a given dataset and model architecture.
LGJan 27, 2023
On the Feasibility of Machine Learning Augmented Magnetic Resonance for Point-of-Care Identification of DiseaseRaghav Singhal, Mukund Sudarshan, Anish Mahishi et al.
Early detection of many life-threatening diseases (e.g., prostate and breast cancer) within at-risk population can improve clinical outcomes and reduce cost of care. While numerous disease-specific "screening" tests that are closer to Point-of-Care (POC) are in use for this task, their low specificity results in unnecessary biopsies, leading to avoidable patient trauma and wasteful healthcare spending. On the other hand, despite the high accuracy of Magnetic Resonance (MR) imaging in disease diagnosis, it is not used as a POC disease identification tool because of poor accessibility. The root cause of poor accessibility of MR stems from the requirement to reconstruct high-fidelity images, as it necessitates a lengthy and complex process of acquiring large quantities of high-quality k-space measurements. In this study we explore the feasibility of an ML-augmented MR pipeline that directly infers the disease sidestepping the image reconstruction process. We hypothesise that the disease classification task can be solved using a very small tailored subset of k-space data, compared to image reconstruction. Towards that end, we propose a method that performs two tasks: 1) identifies a subset of the k-space that maximizes disease identification accuracy, and 2) infers the disease directly using the identified k-space subset, bypassing the image reconstruction step. We validate our hypothesis by measuring the performance of the proposed system across multiple diseases and anatomies. We show that comparable performance to image-based classifiers, trained on images reconstructed with full k-space data, can be achieved using small quantities of data: 8% of the data for detecting multiple abnormalities in prostate and brain scans, and 5% of the data for knee abnormalities. To better understand the proposed approach and instigate future research, we provide an extensive analysis and release code.
96.9LGApr 24Code
Estimating Tail Risks in Language Model Output DistributionsRico Angell, Raghav Singhal, Zachary Horvitz et al.
Language models are increasingly capable and are being rapidly deployed on a population-level scale. As a result, the safety of these models is increasingly high-stakes. Fortunately, advances in alignment have significantly reduced the likelihood of harmful model outputs. However, when models are queried billions of times in a day, even rare worst-case behaviors will occur. Current safety evaluations focus on capturing the distribution of inputs that yield harmful outputs. These evaluations disregard the probabilistic nature of models and their tail output behavior. To measure this tail risk, we propose a method to efficiently estimate the probability of harmful outputs for any input query. Instead of naive brute-force sampling from the target model, where harmful outputs could be rare, we operationalize importance sampling by creating unsafe versions of the target model. These unsafe versions enable sample-efficient estimation by making harmful outputs more probable. On benchmarks measuring misuse and misalignment, these estimates match brute-force Monte Carlo estimates using 10-20x fewer samples. For example, we can estimate probability of harmful outputs on the order of 10^-4 with just 500 samples. Additionally, we find that these harmfulness estimates can reveal the sensitivity of models to perturbations in model input and predict deployment risks. Our work demonstrates that accurate rare-event estimation is both critical and feasible for safety evaluations. Code is available at https://github.com/rangell/LMTailRisk
CVSep 26, 2024Code
Harnessing Shared Relations via Multimodal Mixup Contrastive Learning for Multimodal ClassificationRaja Kumar, Raghav Singhal, Pranamya Kulkarni et al.
Deep multimodal learning has shown remarkable success by leveraging contrastive learning to capture explicit one-to-one relations across modalities. However, real-world data often exhibits shared relations beyond simple pairwise associations. We propose M3CoL, a Multimodal Mixup Contrastive Learning approach to capture nuanced shared relations inherent in multimodal data. Our key contribution is a Mixup-based contrastive loss that learns robust representations by aligning mixed samples from one modality with their corresponding samples from other modalities thereby capturing shared relations between them. For multimodal classification tasks, we introduce a framework that integrates a fusion module with unimodal prediction modules for auxiliary supervision during training, complemented by our proposed Mixup-based contrastive loss. Through extensive experiments on diverse datasets (N24News, ROSMAP, BRCA, and Food-101), we demonstrate that M3CoL effectively captures shared multimodal relations and generalizes across domains. It outperforms state-of-the-art methods on N24News, ROSMAP, and BRCA, while achieving comparable performance on Food-101. Our work highlights the significance of learning shared relations for robust multimodal learning, opening up promising avenues for future research. Our code is publicly available at https://github.com/RaghavSinghal10/M3CoL.
LGJan 12, 2025Code
A General Framework for Inference-time Scaling and Steering of Diffusion ModelsRaghav Singhal, Zachary Horvitz, Ryan Teehan et al.
Diffusion models produce impressive results in modalities ranging from images and video to protein design and text. However, generating samples with user-specified properties remains a challenge. Recent research proposes fine-tuning models to maximize rewards that capture desired properties, but these methods require expensive training and are prone to mode collapse. In this work, we present Feynman-Kac (FK) steering, an inference-time framework for steering diffusion models with reward functions. FK steering works by sampling a system of multiple interacting diffusion processes, called particles, and resampling particles at intermediate steps based on scores computed using functions called potentials. Potentials are defined using rewards for intermediate states and are selected such that a high value indicates that the particle will yield a high-reward sample. We explore various choices of potentials, intermediate rewards, and samplers. We evaluate FK steering on text-to-image and text diffusion models. For steering text-to-image models with a human preference reward, we find that FK steering a 0.8B parameter model outperforms a 2.6B parameter fine-tuned model on prompt fidelity, with faster sampling and no training. For steering text diffusion models with rewards for text quality and specific text attributes, we find that FK steering generates lower perplexity, more linguistically acceptable outputs and enables gradient-free control of attributes like toxicity. Our results demonstrate that inference-time scaling and steering of diffusion models - even with off-the-shelf rewards - can provide significant sample quality gains and controllability benefits. Code is available at https://github.com/zacharyhorvitz/Fk-Diffusion-Steering .
LGJul 10, 2024
What's the score? Automated Denoising Score Matching for Nonlinear DiffusionsRaghav Singhal, Mark Goldstein, Rajesh Ranganath
Reversing a diffusion process by learning its score forms the heart of diffusion-based generative modeling and for estimating properties of scientific systems. The diffusion processes that are tractable center on linear processes with a Gaussian stationary distribution. This limits the kinds of models that can be built to those that target a Gaussian prior or more generally limits the kinds of problems that can be generically solved to those that have conditionally linear score functions. In this work, we introduce a family of tractable denoising score matching objectives, called local-DSM, built using local increments of the diffusion process. We show how local-DSM melded with Taylor expansions enables automated training and score estimation with nonlinear diffusion processes. To demonstrate these ideas, we use automated-DSM to train generative models using non-Gaussian priors on challenging low dimensional distributions and the CIFAR10 image dataset. Additionally, we use the automated-DSM to learn the scores for nonlinear processes studied in statistical physics.
CLNov 29, 2024Code
Initialization using Update Approximation is a Silver Bullet for Extremely Efficient Low-Rank Fine-TuningKaustubh Ponkshe, Raghav Singhal, Eduard Gorbunov et al.
Low-rank adapters have become standard for efficiently fine-tuning large language models, but they often fall short of achieving the performance of full fine-tuning. We propose a method, LoRA Silver Bullet or LoRA-SB, that approximates full fine-tuning within low-rank subspaces using a carefully designed initialization strategy. We theoretically demonstrate that the architecture of LoRA-XS, which inserts a learnable r x r matrix between B and A while keeping other matrices fixed, provides the precise conditions needed for this approximation. We leverage its constrained update space to achieve optimal scaling for high-rank gradient updates while removing the need for scaling factor tuning. We prove that our initialization offers an optimal low-rank approximation of the initial gradient and preserves update directions throughout training. Extensive experiments across mathematical reasoning, commonsense reasoning, and language understanding tasks demonstrate that our approach exceeds the performance of LoRA (and baselines) while using 27-90 times fewer learnable parameters, and comprehensively outperforms LoRA-XS. Our findings establish that it is possible to simulate full fine-tuning in low-rank subspaces, and achieve significant parameter efficiency gains without sacrificing performance. Our code is publicly available at: https://github.com/CERT-Lab/lora-sb.
DCOct 12, 2024Code
FedEx-LoRA: Exact Aggregation for Federated and Efficient Fine-Tuning of Foundation ModelsRaghav Singhal, Kaustubh Ponkshe, Praneeth Vepakomma
Low-Rank Adaptation (LoRA) is a popular technique for efficient fine-tuning of foundation models. However, applying LoRA in federated learning environments, where data is distributed across multiple clients, presents unique challenges. Existing methods rely on traditional federated averaging of LoRA adapters, resulting in inexact updates. To address this, we propose Federated Exact LoRA, or FedEx-LoRA, which adds a residual error term to the pretrained frozen weight matrix. Our approach achieves exact updates with minimal computational and communication overhead, preserving LoRA's efficiency. We evaluate the method on various models across arithmetic reasoning, commonsense reasoning, natural language understanding and natural language generation tasks, showing consistent performance gains over state-of-the-art methods across multiple settings. Through extensive analysis, we quantify that the deviations in updates from the ideal solution are significant, highlighting the need for exact aggregation. Our method's simplicity, efficiency, and broad applicability position it as a promising solution for accurate and effective federated fine-tuning of foundation models. Our code is publicly available at https://github.com/RaghavSinghal10/fedex-lora.
LGFeb 21, 2025Code
Fed-SB: A Silver Bullet for Extreme Communication Efficiency and Performance in (Private) Federated LoRA Fine-TuningRaghav Singhal, Kaustubh Ponkshe, Rohit Vartak et al.
Low-Rank Adaptation (LoRA) has become ubiquitous for efficiently fine-tuning foundation models. However, federated fine-tuning using LoRA is challenging due to suboptimal updates arising from traditional federated averaging of individual adapters. Existing solutions either incur prohibitively high communication cost that scales linearly with the number of clients or suffer from performance degradation due to limited expressivity. We introduce Federated Silver Bullet (Fed-SB), a novel approach for federated fine-tuning of LLMs using LoRA-SB, a recently proposed low-rank adaptation method. LoRA-SB optimally aligns the optimization trajectory with the ideal low-rank full fine-tuning projection by learning a small square matrix (R) between adapters B and A, keeping other components fixed. Direct averaging of R guarantees exact updates, substantially reducing communication cost, which remains independent of the number of clients, and enables scalability. Fed-SB achieves state-of-the-art performance across commonsense reasoning, arithmetic reasoning, and language inference tasks while reducing communication costs by up to 230x. In private settings, Fed-SB further improves performance by (1) reducing trainable parameters, thereby lowering the noise required for differential privacy and (2) avoiding noise amplification introduced by other methods. Overall, Fed-SB offers a state-of-the-art, efficient, and scalable solution for both private and non-private federated fine-tuning. Our code is publicly available at: https://github.com/CERT-Lab/fed-sb.
LGJan 24, 2025
Humanity's Last ExamLong Phan, Alice Gatti, Ziwen Han et al. · amazon-science, apple-ml
Benchmarks are important tools for tracking the rapid advancements in large language model (LLM) capabilities. However, benchmarks are not keeping pace in difficulty: LLMs now achieve over 90\% accuracy on popular benchmarks like MMLU, limiting informed measurement of state-of-the-art LLM capabilities. In response, we introduce Humanity's Last Exam (HLE), a multi-modal benchmark at the frontier of human knowledge, designed to be the final closed-ended academic benchmark of its kind with broad subject coverage. HLE consists of 2,500 questions across dozens of subjects, including mathematics, humanities, and the natural sciences. HLE is developed globally by subject-matter experts and consists of multiple-choice and short-answer questions suitable for automated grading. Each question has a known solution that is unambiguous and easily verifiable, but cannot be quickly answered via internet retrieval. State-of-the-art LLMs demonstrate low accuracy and calibration on HLE, highlighting a significant gap between current LLM capabilities and the expert human frontier on closed-ended academic questions. To inform research and policymaking upon a clear understanding of model capabilities, we publicly release HLE at https://lastexam.ai.
CLMay 20, 2025Code
ABBA-Adapters: Efficient and Expressive Fine-Tuning of Foundation ModelsRaghav Singhal, Kaustubh Ponkshe, Rohit Vartak et al.
Large Language Models have demonstrated strong performance across a wide range of tasks, but adapting them efficiently to new domains remains a key challenge. Parameter-Efficient Fine-Tuning (PEFT) methods address this by introducing lightweight, trainable modules while keeping most pre-trained weights fixed. The prevailing approach, LoRA, models updates using a low-rank decomposition, but its expressivity is inherently constrained by the rank. Recent methods like HiRA aim to increase expressivity by incorporating a Hadamard product with the frozen weights, but still rely on the structure of the pre-trained model. We introduce ABBA, a new PEFT architecture that reparameterizes the update as a Hadamard product of two independently learnable low-rank matrices. In contrast to prior work, ABBA fully decouples the update from the pre-trained weights, enabling both components to be optimized freely. This leads to significantly higher expressivity under the same parameter budget, a property we validate through matrix reconstruction experiments. Empirically, ABBA achieves state-of-the-art results on arithmetic and commonsense reasoning benchmarks, consistently outperforming existing PEFT methods by a significant margin across multiple models. Our code is publicly available at: https://github.com/CERT-Lab/abba.
LGMay 20, 2025Code
Safety Subspaces are Not Linearly Distinct: A Fine-Tuning Case StudyKaustubh Ponkshe, Shaan Shah, Raghav Singhal et al.
Large Language Models (LLMs) rely on safety alignment to produce socially acceptable responses. However, this behavior is known to be brittle: further fine-tuning, even on benign or lightly contaminated data, can degrade safety and reintroduce harmful behaviors. A growing body of work suggests that alignment may correspond to identifiable directions in weight space, forming subspaces that could, in principle, be isolated or preserved to defend against misalignment. In this work, we conduct a comprehensive empirical study of this perspective. We examine whether safety-relevant behavior is concentrated in specific linear subspaces, whether it can be separated from general-purpose learning, and whether harmfulness arises from distinguishable patterns in activations. Across both weight and activation spaces, our findings are consistent: subspaces that amplify safe behaviors also amplify useful ones, and prompts with different safety implications activate overlapping representations. Rather than residing in distinct directions, we show that safety is highly entangled with the general learning components of the model. This suggests that subspace-based defenses face fundamental limitations and underscores the need for alternative strategies to preserve safety under continued training. We corroborate these findings with multiple experiments on five open-source LLMs from the Llama and Qwen families. Our code is publicly available at: https://github.com/CERT-Lab/safety-subspaces.
LGMar 3, 2025
Regularization-based Framework for Quantization-, Fault- and Variability-Aware TrainingAnmol Biswas, Raghav Singhal, Sivakumar Elangovan et al.
Efficient inference is critical for deploying deep learning models on edge AI devices. Low-bit quantization (e.g., 3- and 4-bit) with fixed-point arithmetic improves efficiency, while low-power memory technologies like analog nonvolatile memory enable further gains. However, these methods introduce non-ideal hardware behavior, including bit faults and device-to-device variability. We propose a regularization-based quantization-aware training (QAT) framework that supports fixed, learnable step-size, and learnable non-uniform quantization, achieving competitive results on CIFAR-10 and ImageNet. Our method also extends to Spiking Neural Networks (SNNs), demonstrating strong performance on 4-bit networks on CIFAR10-DVS and N-Caltech 101. Beyond quantization, our framework enables fault and variability-aware fine-tuning, mitigating stuck-at faults (fixed weight bits) and device resistance variability. Compared to prior fault-aware training, our approach significantly improves performance recovery under upto 20% bit-fault rate and 40% device-to-device variability. Our results establish a generalizable framework for quantization and robustness-aware training, enhancing efficiency and reliability in low-power, non-ideal hardware.
LGMar 9
Reject, Resample, Repeat: Understanding Parallel Reasoning in Language Model InferenceNoah Golowich, Fan Chen, Dhruv Rohatgi et al.
Inference-time methods that aggregate and prune multiple samples have emerged as a powerful paradigm for steering large language models, yet we lack any principled understanding of their accuracy-cost tradeoffs. In this paper, we introduce a route to rigorously study such approaches using the lens of *particle filtering* algorithms such as Sequential Monte Carlo (SMC). Given a base language model and a *process reward model* estimating expected terminal rewards, we ask: *how accurately can we sample from a target distribution given some number of process reward evaluations?* Theoretically, we identify (1) simple criteria enabling non-asymptotic guarantees for SMC; (2) algorithmic improvements to SMC; and (3) a fundamental limit faced by all particle filtering methods. Empirically, we demonstrate that our theoretical criteria effectively govern the *sampling error* of SMC, though not necessarily its final *accuracy*, suggesting that theoretical perspectives beyond sampling may be necessary.
CLOct 28, 2025
Global PIQA: Evaluating Physical Commonsense Reasoning Across 100+ Languages and CulturesTyler A. Chang, Catherine Arnett, Abdelrahman Eldesokey et al. · uw
To date, there exist almost no culturally-specific evaluation benchmarks for large language models (LLMs) that cover a large number of languages and cultures. In this paper, we present Global PIQA, a participatory commonsense reasoning benchmark for over 100 languages, constructed by hand by 335 researchers from 65 countries around the world. The 116 language varieties in Global PIQA cover five continents, 14 language families, and 23 writing systems. In the non-parallel split of Global PIQA, over 50% of examples reference local foods, customs, traditions, or other culturally-specific elements. We find that state-of-the-art LLMs perform well on Global PIQA in aggregate, but they exhibit weaker performance in lower-resource languages (up to a 37% accuracy gap, despite random chance at 50%). Open models generally perform worse than proprietary models. Global PIQA highlights that in many languages and cultures, everyday knowledge remains an area for improvement, alongside more widely-discussed capabilities such as complex reasoning and expert knowledge. Beyond its uses for LLM evaluation, we hope that Global PIQA provides a glimpse into the wide diversity of cultures in which human language is embedded.
LGOct 22, 2025
No Compute Left Behind: Rethinking Reasoning and Sampling with Masked Diffusion ModelsZachary Horvitz, Raghav Singhal, Hao Zou et al.
Masked diffusion language models (MDLMs) are trained to in-fill positions in randomly masked sequences, in contrast to next-token prediction models. Discussions around MDLMs focus on two benefits: (1) any-order decoding and 2) multi-token decoding. However, we observe that for math and coding tasks, any-order algorithms often underperform or behave similarly to left-to-right sampling, and standard multi-token decoding significantly degrades performance. At inference time, MDLMs compute the conditional distribution of all masked positions. A natural question is: How can we justify this additional compute when left-to-right one-token-at-a-time decoding is on par with any-order decoding algorithms? First, we propose reasoning-as-infilling. By using MDLMs to infill a reasoning template, we can structure outputs and distinguish between reasoning and answer tokens. In turn, this enables measuring answer uncertainty during reasoning, and early exits when the model converges on an answer. Next, given an answer, reasoning-as-infilling enables sampling from the MDLM posterior over reasoning traces conditioned on the answer, providing a new source of high-quality data for post-training. On GSM8k, we observe that fine-tuning LLaDA-8B Base on its posterior reasoning traces provides a performance boost on par with fine-tuning on human-written reasoning traces. Additionally, given an answer, reasoning-as-infilling provides a method for scoring the correctness of the reasoning process at intermediate steps. Second, we propose multi-token entropy decoding (MED), a simple adaptive sampler that minimizes the error incurred by decoding positions in parallel based on the conditional entropies of those positions. MED preserves performance across benchmarks and leads to 2.7x fewer steps. Our work demonstrates that the training and compute used by MDLMs unlock many new inference and post-training methods.
CLSep 17, 2025
Apertus: Democratizing Open and Compliant LLMs for Global Language EnvironmentsAlejandro Hernández-Cano, Alexander Hägele, Allen Hao Huang et al. · eth-zurich
We present Apertus, a fully open suite of large language models (LLMs) designed to address two systemic shortcomings in today's open model ecosystem: data compliance and multilingual representation. Unlike many prior models that release weights without reproducible data pipelines or regard for content-owner rights, Apertus models are pretrained exclusively on openly available data, retroactively respecting robots.txt exclusions and filtering for non-permissive, toxic, and personally identifiable content. To mitigate risks of memorization, we adopt the Goldfish objective during pretraining, strongly suppressing verbatim recall of data while retaining downstream task performance. The Apertus models also expand multilingual coverage, training on 15T tokens from over 1800 languages, with ~40% of pretraining data allocated to non-English content. Released at 8B and 70B scales, Apertus approaches state-of-the-art results among fully open models on multilingual benchmarks, rivalling or surpassing open-weight counterparts. Beyond model weights, we release all scientific artifacts from our development cycle with a permissive license, including data preparation scripts, checkpoints, evaluation suites, and training code, enabling transparent audit and extension.
LGNov 18, 2024
Temporal and Spatial Reservoir Ensembling Techniques for Liquid State MachinesAnmol Biswas, Sharvari Ashok Medhe, Raghav Singhal et al.
Reservoir computing (RC), is a class of computational methods such as Echo State Networks (ESN) and Liquid State Machines (LSM) describe a generic method to perform pattern recognition and temporal analysis with any non-linear system. This is enabled by Reservoir Computing being a shallow network model with only Input, Reservoir, and Readout layers where input and reservoir weights are not learned (only the readout layer is trained). LSM is a special case of Reservoir computing inspired by the organization of neurons in the brain and generally refers to spike-based Reservoir computing approaches. LSMs have been successfully used to showcase decent performance on some neuromorphic vision and speech datasets but a common problem associated with LSMs is that since the model is more-or-less fixed, the main way to improve the performance is by scaling up the Reservoir size, but that only gives diminishing rewards despite a tremendous increase in model size and computation. In this paper, we propose two approaches for effectively ensembling LSM models - Multi-Length Scale Reservoir Ensemble (MuLRE) and Temporal Excitation Partitioned Reservoir Ensemble (TEPRE) and benchmark them on Neuromorphic-MNIST (N-MNIST), Spiking Heidelberg Digits (SHD), and DVSGesture datasets, which are standard neuromorphic benchmarks. We achieve 98.1% test accuracy on N-MNIST with a 3600-neuron LSM model which is higher than any prior LSM-based approach and 77.8% test accuracy on the SHD dataset which is on par with a standard Recurrent Spiking Neural Network trained by Backprop Through Time (BPTT). We also propose receptive field-based input weights to the Reservoir to work alongside the Multi-Length Scale Reservoir ensemble model for vision tasks. Thus, we introduce effective means of scaling up the performance of LSM models and evaluate them against relevant neuromorphic benchmarks
LGJun 6, 2024
Adaptive Sampling of k-Space in Magnetic Resonance for Rapid Pathology PredictionChen-Yu Yen, Raghav Singhal, Umang Sharma et al.
Magnetic Resonance (MR) imaging, despite its proven diagnostic utility, remains an inaccessible imaging modality for disease surveillance at the population level. A major factor rendering MR inaccessible is lengthy scan times. An MR scanner collects measurements associated with the underlying anatomy in the Fourier space, also known as the k-space. Creating a high-fidelity image requires collecting large quantities of such measurements, increasing the scan time. Traditionally to accelerate an MR scan, image reconstruction from under-sampled k-space data is the method of choice. However, recent works show the feasibility of bypassing image reconstruction and directly learning to detect disease directly from a sparser learned subset of the k-space measurements. In this work, we propose Adaptive Sampling for MR (ASMR), a sampling method that learns an adaptive policy to sequentially select k-space samples to optimize for target disease detection. On 6 out of 8 pathology classification tasks spanning the Knee, Brain, and Prostate MR scans, ASMR reaches within 2% of the performance of a fully sampled classifier while using only 8% of the k-space, as well as outperforming prior state-of-the-art work in k-space sampling such as EMRT, LOUPE, and DPS.
MLApr 9, 2019
Kernelized Complete Conditional Stein DiscrepancyRaghav Singhal, Xintian Han, Saad Lahlou et al.
Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein discrepancies can be combined with kernels to define kernelized Stein discrepancies (KSDs). While kernels make Stein discrepancies tractable, they pose several challenges in high dimensions. We introduce kernelized complete conditional Stein discrepancies (KCC-SDs). Complete conditionals turn a multivariate distribution into multiple univariate distributions. We show that KCC-SDs distinguish distributions. To show the efficacy of KCC-SDs in distinguishing distributions, we introduce a goodness-of-fit test using KCC-SDs. We empirically show that KCC-SDs have higher power over baselines and use KCC-SDs to assess sample quality in Markov chain Monte Carlo.