Stein Variational Gradient Descent: Pull and Push
An interactive live film: fifty particles move deterministically over a 2D Gaussian target drawn as a 3D surface, pulled by the kernel-smoothed score and pushed apart by the kernel gradient; switch the repulsion off and they collapse to the mode, drag the mode or the kernel bandwidth and the cloud follows.
Narration
Here is a target density pi, a Gaussian bump over the plane, drawn as a surface. Its mode is the orange star on the floor.
Fifty blue particles start in a tight bunch in the corner, far from the mode.
The rest of the narration is in the book's Companion.
More from Chapter 21
Interactive1:35Fokker-Planck: A Random Cloud, a Deterministic DensityChapter 21
Preview1:29Detailed Balance: Stationary Is Not the Same as StillChapter 21
Preview1:28Forward Diffusion and the Heat Equation: All Distributions Become GaussianChapter 21
Preview1:27Guidance Does Not Sample the Sharpened DistributionChapter 21
Preview1:50Metastability and the Kramers Escape RateChapter 21
Preview1:26Reverse Time: Why We Must Learn the ScoreChapter 21
Preview1:34Unification: SDEs, Probability Flow ODEs, and Fokker-Planck DynamicsChapter 21
Preview1:52Discretization Changes the Stationary DistributionChapter 21