# Transport Score Climbing: Variational Inference Using Forward KL and Adaptive Neural Transport

arXiv: https://arxiv.org/abs/2202.01841 · HTML: https://mlsanity.com/paper/2202.01841/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 23 of its 58 references that are in the map.
- First posted on arXiv 3 Feb 2022.

## Builds on (most cited first, 23 of 23)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Auto-Encoding Variational Bayes](https://mlsanity.com/paper/1312.6114/) (2013)
- [Variational Inference with Normalizing Flows](https://mlsanity.com/paper/1505.05770/) (2015)
- [Unsupervised Representation Learning with Deep Convolutional Generative Adversarial Networks](https://mlsanity.com/paper/1511.06434/) (2015)
- [Density estimation using Real NVP](https://mlsanity.com/paper/1605.08803/) (2016)
- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [Improving Variational Inference with Inverse Autoregressive Flow](https://mlsanity.com/paper/1606.04934/) (2016)
- [Importance Weighted Autoencoders](https://mlsanity.com/paper/1509.00519/) (2015)
- [TensorFlow Distributions](https://mlsanity.com/paper/1711.10604/) (2017)
- [NeuTra-lizing Bad Geometry in Hamiltonian Monte Carlo Using Neural Transport](https://mlsanity.com/paper/1903.03704/) (2019)
- [Reweighted Wake-Sleep](https://mlsanity.com/paper/1406.2751/) (2014)
- [Elements of Sequential Monte Carlo](https://mlsanity.com/paper/1903.04797/) (2019)
- [Yes, but Did It Work?: Evaluating Variational Inference](https://mlsanity.com/paper/1802.02538/) (2018)
- [Avoiding Latent Variable Collapse With Generative Skip Models](https://mlsanity.com/paper/1807.04863/) (2018)
- [Markovian Score Climbing: Variational Inference with KL(p||q)](https://mlsanity.com/paper/2003.10374/) (2020)
- [Hamiltonian Variational Auto-Encoder](https://mlsanity.com/paper/1805.11328/) (2018)
- [On the Quantitative Analysis of Decoder-Based Generative Models](https://mlsanity.com/paper/1611.04273/) (2016)
- [Neural Adaptive Sequential Monte Carlo](https://mlsanity.com/paper/1506.03338/) (2015)
- [Variational Refinement for Importance Sampling Using the Forward Kullback-Leibler Divergence](https://mlsanity.com/paper/2106.15980/) (2021)
- [Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions](https://mlsanity.com/paper/1708.07114/) (2017)
- [Joint Stochastic Approximation and Its Application to Learning Discrete Latent Variable Models](https://mlsanity.com/paper/2005.14001/) (2020)
- [Reweighted Expectation Maximization](https://mlsanity.com/paper/1906.05850/) (2019)
- [Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains](https://mlsanity.com/paper/2010.01845/) (2020)

## Built on by (most cited first, 8 of 8)

- [A Variational Perspective on Generative Flow Networks](https://mlsanity.com/paper/2210.07992/) (2022)
- [Markovian Flow Matching: Accelerating MCMC with Continuous Normalizing Flows](https://mlsanity.com/paper/2405.14392/) (2024)
- [Markov Chain Score Ascent: A Unifying Framework of Variational Inference with Markovian Gradients](https://mlsanity.com/paper/2206.06295/) (2022)
- [Inclusive KL Gradient Flows: Otto-Wasserstein, Fisher-Rao-Gaussian, and Local-Estimator Dynamics](https://mlsanity.com/paper/2411.00214/) (2024)
- [VISA: Variational Inference with Sequential Sample-Average Approximations](https://mlsanity.com/paper/2403.09429/) (2024)
- [Globally Convergent Variational Inference](https://mlsanity.com/paper/2501.08201/) (2025)
- [Neural Posterior Estimation with Autoregressive Tiling for Detecting Objects in Astronomical Images](https://mlsanity.com/paper/2510.03074/) (2025)
- [Amortized Factor Inference Networks for Posterior Inference](https://mlsanity.com/paper/2605.26419/) (2026)

## Abstract (arXiv)

Variational inference often minimizes the "reverse" Kullbeck-Leibler (KL) KL(q||p) from the approximate distribution q to the posterior p. Recent work studies the "forward" KL KL(p||q), which unlike reverse KL does not lead to variational approximations that underestimate uncertainty. This paper introduces Transport Score Climbing (TSC), a method that optimizes KL(p||q) by using Hamiltonian Monte Carlo (HMC) and a novel adaptive transport map. The transport map improves the trajectory of HMC by acting as a change of variable between the latent variable space and a warped space. TSC uses HMC samples to dynamically train the transport map while optimizing KL(p||q). TSC leverages synergies, where better transport maps lead to better HMC sampling, which then leads to better transport maps. We demonstrate TSC on synthetic and real data. We find that TSC achieves competitive performance when training variational autoencoders on large-scale data.
