New ICML paper: Beyond ELBOs: A Large-Scale Evaluation of Variational Methods for Sampling

Authors:
Denis Blessing, Xiaogang Jia, Johannes Esslinger, Francisco Vargas, Gerhard NeumannAbstract:
Monte Carlo methods, Variational Inference, and their combinations play a pivotal role in sampling from intractable probability distributions. However, current studies lack a unified evaluation framework, relying on disparate performance measures and limited method comparisons across diverse tasks, complicating the assessment of progress and hindering the decision-making of practitioners. In response to these challenges, our work introduces a benchmark that evaluates sampling methods using a standardized task suite and a broad range of performance criteria. Moreover, we study existing metrics for quantifying mode collapse and introduce novel metrics for this purpose. Our findings provide insights into strengths and weaknesses of existing sampling methods, serving as a valuable reference for future developments.