Past talk · AI/ML Seminar Series
MCMC, variational inference, and reverse diffusion Monte Carlo
Assistant Professor, Halıcıoğlu Data Science Institute, University of California, San Diego
- Date & time
- Monday, November 13, 2023 · 1:00 PM
- Location
- Donald Bren Hall 4011
Abstract
I will introduce some recent progress towards understanding the scalability of Markov chain Monte Carlo (MCMC) methods and their comparative advantage with respect to variational inference. I will fact-check the folklore that variational inference is fast but biased, MCMC is unbiased but slow. I will then discuss a combination of the two via reverse diffusion, which holds promise of solving some of the multi-modal problems. This talk will be motivated by the need for Bayesian computation in reinforcement learning problems as well as the differential privacy requirements that we face.
About the speaker
Yian Ma is an assistant professor at the Halıcıoğlu Data Science Institute and an affiliated faculty member at the Computer Science and Engineering Department of UC San Diego. Prior to UCSD, he spent a year as a visiting faculty at Google Research and was a post-doctoral fellow at UC Berkeley, hosted by Mike Jordan. He completed his Ph.D. at University of Washington.