{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/grassmann-stein-variational-gradient-descent","title":"Grassmann Stein Variational Gradient Descent","arxiv_id":"2202.03297","date":"2022-02-07","proceeding":null,"authors":["Xing Liu","Harrison Zhu","Jean-François Ton","George Wynne","Andrew Duncan"],"abstract":"Stein variational gradient descent (SVGD) is a deterministic particle inference algorithm that provides an efficient alternative to Markov chain Monte Carlo. However, SVGD has been found to suffer from variance underestimation when the dimensionality of the target distribution is high. Recent developments have advocated projecting both the score function and the data onto real lines to sidestep this issue, although this can severely overestimate the epistemic (model) uncertainty. In this work, we propose Grassmann Stein variational gradient descent (GSVGD) as an alternative approach, which permits projections onto arbitrary dimensional subspaces. Compared with other variants of SVGD that rely on dimensionality reduction, GSVGD updates the projectors simultaneously for the score function and the data, and the optimal projectors are determined through a coupled Grassmann-valued diffusion process which explores favourable subspaces. Both our theoretical and experimental results suggest that GSVGD enjoys efficient state-space exploration in high-dimensional problems that have an intrinsic low-dimensional structure.","url_abs":"https://arxiv.org/abs/2202.03297v2","url_pdf":"https://arxiv.org/pdf/2202.03297v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"grassmann-stein-variational-gradient-descent","repo_url":"https://github.com/imperialcollegelondon/gsvgd","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"jax","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"dimensionality-reduction","task_name":"Dimensionality Reduction"}],"methods":[{"method_slug":"diffusion","method_name":"Diffusion"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2202.03297","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2202.03297"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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