On Divergence Measures for Bayesian Pseudocoresets

Balhae Kim, Jungwon Choi, Seanie Lee, Yoonho Lee, Jung-Woo Ha, Juho Lee

Keywords: Bayesian pseudocoresets, Dataset distillation, Bayesian inference, Divergence measures

Abstract: A Bayesian pseudocoreset is a small synthetic dataset for which the posterior over parameters approximates that of the original dataset. While promising, the scalability of Bayesian pseudocoresets is not yet validated in large-scale problems such as image classification with deep neural networks. On the other hand, dataset distillation methods similarly construct a small dataset such that the optimization with the synthetic dataset converges to a solution similar to optimization with full data. Although dataset distillation has been empirically verified in large-scale settings, the framework is restricted to point estimates, and their adaptation to Bayesian inference has not been explored. This paper casts two representative dataset distillation algorithms as approximations to methods for constructing pseudocoresets by minimizing specific divergence measures: reverse KL divergence and Wasserstein distance. Furthermore, we provide a unifying view of such divergence measures in Bayesian pseudocoreset construction. Finally, we propose a novel Bayesian pseudocoreset algorithm based on minimizing forward KL divergence. Our empirical results demonstrate that the pseudocoresets constructed from these methods reflect the true posterior even in large-scale Bayesian inference problems.

TL;DR: We explored three divergence measures, reverse KLD, Wasserstein distance, and forward KLD to construct a Bayesian pseudocoreset.

Community Implementations: [ 1 code implementation](https://www.catalyzex.com/paper/on-divergence-measures-for-bayesian/code)