PAVI: Plate-Amortized Variational Inference
This work addresses scalability issues in variational inference for large-scale hierarchical models, such as in neuroimaging, by providing a more efficient method, though it is incremental in improving existing VI techniques.
The paper tackles the computational challenge of Bayesian inference in large population studies with massive parameter spaces by introducing plate-amortized variational inference (PAVI), which shares parameterization across model plates to achieve orders of magnitude faster training and enable inference on problems with up to 400 million latent parameters.
Given observed data and a probabilistic generative model, Bayesian inference searches for the distribution of the model's parameters that could have yielded the data. Inference is challenging for large population studies where millions of measurements are performed over a cohort of hundreds of subjects, resulting in a massive parameter space. This large cardinality renders off-the-shelf Variational Inference (VI) computationally impractical. In this work, we design structured VI families that efficiently tackle large population studies. Our main idea is to share the parameterization and learning across the different i.i.d. variables in a generative model, symbolized by the model's \textit{plates}. We name this concept \textit{plate amortization}. Contrary to off-the-shelf stochastic VI, which slows down inference, plate amortization results in orders of magnitude faster to train variational distributions. Applied to large-scale hierarchical problems, PAVI yields expressive, parsimoniously parameterized VI with an affordable training time. This faster convergence effectively unlocks inference in those large regimes. We illustrate the practical utility of PAVI through a challenging Neuroimaging example featuring 400 million latent parameters, demonstrating a significant step towards scalable and expressive Variational Inference.