Are you using test log-likelihood correctly?
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Abstract (arXiv)
Test log-likelihood is commonly used to compare different models of the same data or different approximate inference algorithms for fitting the same probabilistic model. We present simple examples demonstrating how comparisons based on test log-likelihood can contradict comparisons according to other objectives. Specifically, our examples show that (i) approximate Bayesian inference algorithms that attain higher test log-likelihoods need not also yield more accurate posterior approximations and (ii) conclusions about forecast accuracy based on test log-likelihood comparisons may not agree with conclusions based on root mean squared error.
Key facts. Cited by 8 papers in the map (data through 7 Oct 2026). Builds on 23 of its 43 references that are in the map. First posted on arXiv 1 Dec 2022.
Builds on
23 of 43 references.
References · 23
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11 more
- 2022Bayesian Model Selection, the Marginal Likelihood, and Generalizationcited by 56
- 2013Understanding predictive information criteria for Bayesian modelscited by 51
- 2020Global inducing point variational posteriors for Bayesian neural networks and deep Gaussian processescited by 43
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Built on by
Citing papers per year: 2023: 1; 2024: 4; 2025: 2; 2026: 1.
8 papers.
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- 2024Practical multi-fidelity machine learning: fusion of deterministic and Bayesian modelscited by 4
- 2023Variational Bayesian Neural Networks via Resolution of Singularitiescited by 1
- 2024Temperature Optimization for Bayesian Deep Learningcited by 1
- 2024Pathwise Gradient Variance Reduction with Control Variates in Variational Inferencecited by 0
- 2025Understanding the Trade-offs in Accuracy and Uncertainty Quantification: Architecture and Inference Choices in Bayesian Neural Networkscited by 0
- 2025Adaptive Bayesian Data-Driven Design of Reliable Solder Joints for Micro-electronic Devicescited by 0
- 2026Can Microcanonical Langevin Dynamics Leverage Mini-Batch Gradient Noise?6 Feb 2026
- 2025Adaptive Bayesian Data-Driven Design of Reliable Solder Joints for Micro-electronic Devices25 Jul 2025
- 2025Understanding the Trade-offs in Accuracy and Uncertainty Quantification: Architecture and Inference Choices in Bayesian Neural Networks14 Mar 2025
- 2024Temperature Optimization for Bayesian Deep Learning8 Oct 2024
- 2024Pathwise Gradient Variance Reduction with Control Variates in Variational Inference8 Oct 2024
- 2024Practical multi-fidelity machine learning: fusion of deterministic and Bayesian models21 Jul 2024
- 2024Thermometer: Towards Universal Calibration for Large Language Models20 Feb 2024
- 2023Variational Bayesian Neural Networks via Resolution of Singularities13 Feb 2023