Papers › Black-box Coreset Variational Inference

Black-box Coreset Variational Inference

4 Nov 2022arXiv:2211.02377archive 2025-07-28

Dionysis Manousakas, Hippolyt Ritter, Theofanis Karaletsos

Recent advances in coreset methods have shown that a selection of representative datapoints can replace massive volumes of data for Bayesian inference, preserving the relevant statistical information and significantly accelerating subsequent downstream tasks. Existing variational coreset constructions rely on either selecting subsets of the observed datapoints, or jointly performing approximate inference and optimizing pseudodata in the observed space akin to inducing points methods in Gaussian Processes. So far, both approaches are limited by complexities in evaluating their objectives for general purpose models, and require generating samples from a typically intractable posterior over the coreset throughout inference and testing. In this work, we present a black-box variational inference framework for coresets that overcomes these constraints and enables principled application of variational coresets to intractable models, such as Bayesian neural networks. We apply our techniques to supervised learning problems, and compare them with existing approaches in the literature for data summarization and inference.

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Bayesian InferenceData SummarizationGaussian ProcessesVariational Inference

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CoresetsVariational Inference

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