Stein Variational Gradient Descent Without Gradient
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Abstract (arXiv)
Stein variational gradient decent (SVGD) has been shown to be a powerful approximate inference algorithm for complex distributions. However, the standard SVGD requires calculating the gradient of the target density and cannot be applied when the gradient is unavailable. In this work, we develop a gradient-free variant of SVGD (GF-SVGD), which replaces the true gradient with a surrogate gradient, and corrects the induced bias by re-weighting the gradients in a proper form. We show that our GF-SVGD can be viewed as the standard SVGD with a special choice of kernel, and hence directly inherits the theoretical properties of SVGD. We shed insights on the empirical choice of the surrogate gradient and propose an annealed GF-SVGD that leverages the idea of simulated annealing to improve the performance on high dimensional complex distributions. Empirical studies show that our method consistently outperforms a number of recent advanced gradient-free MCMC methods.
Key facts. Cited by 12 papers in the map (data through 7 Oct 2026). First posted on arXiv 7 Jun 2018.
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Citing papers per year: 2021: 5; 2022: 2; 2023: 1; 2024: 2; 2025: 1; 2026: 1.
12 papers.
- 2021Oops I Took A Gradient: Scalable Sampling for Discrete Distributionscited by 92
- 2021Annealed Stein Variational Gradient Descentcited by 24
- 2021Probabilistic Inference of Simulation Parameters via Parallel Differentiable Simulationcited by 17
- 2022Targeted Separation and Convergence with Kernel Discrepanciescited by 15
- 2022Batch Bayesian optimisation via density-ratio estimation with guaranteescited by 9
- 2023Coin Sampling: Gradient-Based Bayesian Inference without Learning Ratescited by 8
- 2024Guided Discrete Diffusion for Electronic Health Record Generationcited by 5
- 2021Stein Variational Gradient Descent with Multiple Kernelcited by 3
- 2024Stein Variational Evolution Strategiescited by 2
- 2025Low Stein Discrepancy via Message-Passing Monte Carlocited by 2
- 2021Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learningcited by 0
- 2026Variational Inference via Entropic Transport Descentcited by 0
- 2026Variational Inference via Entropic Transport Descent24 Jun 2026
- 2025Low Stein Discrepancy via Message-Passing Monte Carlo27 Mar 2025
- 2024Stein Variational Evolution Strategies14 Oct 2024
- 2024Guided Discrete Diffusion for Electronic Health Record Generation18 Apr 2024
- 2023Coin Sampling: Gradient-Based Bayesian Inference without Learning Rates26 Jan 2023
- 2022Targeted Separation and Convergence with Kernel Discrepancies26 Sep 2022
- 2022Batch Bayesian optimisation via density-ratio estimation with guarantees22 Sep 2022
- 2021Probabilistic Inference of Simulation Parameters via Parallel Differentiable Simulation18 Sep 2021
- 2021Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning3 Aug 2021
- 2021Stein Variational Gradient Descent with Multiple Kernel20 Jul 2021
- 2021Oops I Took A Gradient: Scalable Sampling for Discrete Distributions8 Feb 2021
- 2021Annealed Stein Variational Gradient Descent24 Jan 2021