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Stein Variational Gradient Descent with Matrix-Valued Kernels.

ABSTRACT: Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the Hessian and Fisher information matrix, to incorporate geometric information into SVGD updates. We achieve this by presenting a generalization of SVGD that replaces the scalar-valued kernels in vanilla SVGD with more general matrix-valued kernels. This yields a significant extension of SVGD, and more importantly, allows us to flexibly incorporate various preconditioning matrices to accelerate the exploration in the probability landscape. Empirical results show that our method outperforms vanilla SVGD and a variety of baseline approaches over a range of real-world Bayesian inference tasks.

SUBMITTER: Wang D

PROVIDER: S-EPMC6923147 | biostudies-literature | 2019 Dec

REPOSITORIES: biostudies-literature

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Publications

Stein Variational Gradient Descent with Matrix-Valued Kernels.

Wang Dilin D Tang Ziyang Z Bajaj Chandrajit C Liu Qiang Q

Advances in neural information processing systems 20191201

Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the Hessian and Fisher information matrix, to incorporate geometric information into SVGD updates. We achieve this by presenting a generalization of SVGD that replaces the <i>scalar-valued</i> kernels in vanilla SVGD with more general <i>matrix-valued</i> kernels. Th ...[more]

PMID: 31857781

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Project description:BackgroundGene Regulatory Networks (GRNs) have become a major focus of interest in recent years. Elucidating the architecture and dynamics of large scale gene regulatory networks is an important goal in systems biology. The knowledge of the gene regulatory networks further gives insights about gene regulatory pathways. This information leads to many potential applications in medicine and molecular biology, examples of which are identification of metabolic pathways, complex genetic diseases, drug discovery and toxicology analysis. High-throughput technologies allow studying various aspects of gene regulatory networks on a genome-wide scale and we will discuss recent advances as well as limitations and future challenges for gene network modeling. Novel approaches are needed to both infer the causal genes and generate hypothesis on the underlying regulatory mechanisms.MethodologyIn the present article, we introduce a new method for identifying a set of optimal gene regulatory pathways by using structural equations as a tool for modeling gene regulatory networks. The method, first of all, generates data on reaction flows in a pathway. A set of constraints is formulated incorporating weighting coefficients. Finally the gene regulatory pathways are obtained through optimization of an objective function with respect to these weighting coefficients. The effectiveness of the present method is successfully tested on ten gene regulatory networks existing in the literature. A comparative study with the existing extreme pathway analysis also forms a part of this investigation. The results compare favorably with earlier experimental results. The validated pathways point to a combination of previously documented and novel findings.ConclusionsWe show that our method can correctly identify the causal genes and effectively output experimentally verified pathways. The present method has been successful in deriving the optimal regulatory pathways for all the regulatory networks considered. The biological significance and applicability of the optimal pathways has also been discussed. Finally the usefulness of the present method on genetic engineering is depicted with an example.

Dataset Information

Stein Variational Gradient Descent with Matrix-Valued Kernels.

Publications

Stein Variational Gradient Descent with Matrix-Valued Kernels.

Similar Datasets

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