Stein Variational Gradient Descent
Also known as SVGD
Momentum
1 paper in the last four weeks, with none the four weeks before. 0.0% of all new papers.
Latest papers 11
Several geometry-aware approaches to low-rank adaptation have emerged for parameter-efficient fine-tuning of large pre-trained models. These methods aim to take full advantage of the geometric structure of low-rank manifolds for improving the efficiency in subspace utilization and reducing redundancy by enforcing orthogonality constraints during optimization. The strong empirical results of these techniques have motivated further study into whether predictions from such geometry-based adaptation methods could be overconfident. In this paper, we build on the singular value decomposition factorization of adapters to develop a framework based on Stein variational gradient descent (SVGD). In this formulation, the low-rank matrices are transported along the Stiefel manifold to match the targeted distributions while retaining their crucial geometric structure. Since this geometry-aware SVGD approach provides multiple solutions during inference, it supports uncertainty quantification and produces better-calibrated adapters on the Stiefel manifold. Extensive experiments show that our method delivers strong model calibration and attains higher prediction accuracy than SVGD and related uncertainty estimation methods that are formulated in Euclidean space.
Riesz-Kernel Stein Variational Gradient Descent: Renormalized Entropy and Long-Time Particle Limits
Stein variational gradient descent (SVGD) transports interacting particles toward a target distribution through deterministic kernelized dynamics. Singular Riesz kernels are attractive because they can provide quantitative population-level convergence, but at the finite-particle level the corresponding Stein energy has infinite self-interaction. We study periodic Riesz SVGD with self-interaction removed and prove a many-particle, long-time sampling theorem. Throughout the range in which the singular Stein energy is locally integrable, under a uniform bound on the initial relative entropy per particle, the time-averaged empirical-measure law converges weakly to the point mass at the target as the particle number and any diverging averaging horizon tend to infinity. We also show that the empirical-measure laws induced by invariant particle laws of finite relative entropy converge weakly to , without a uniform entropy bound. Below the logarithmic singularity threshold, we obtain an explicit algebraic finite-particle error bound. These results extend the joint-entropy approach for smooth-kernel SVGD to singular interactions.
Reinforcement Learning for Flow-Matching Policies with Density Transport
We present an online reinforcement learning (RL) algorithm for fine-tuning flow-matching policies in continuous-control problems. Our key insight is to view RL-based policy improvement as a transport of action densities towards regions of high reward, which naturally aligns with the transport formulation of flow matching models. Prior methods either approximate the current or optimal policy distribution or resort to distillation, which introduces biased gradients or sacrifices multimodal modeling capacity. In contrast, our approach for RL with Density Transport, which we name \emph{RLDT}, constructs a transport field from a maximum-entropy RL objective using Stein Variational Gradient Descent (SVGD). Then, it finetunes a pretrained flow matching policy to align with this field. Training with this alignment objective is nontrivial because flow-matching policies generate actions via a multi-step process, making direct gradient-based optimization challenging. To overcome this challenge and stabilize training, we approximate policy actions from intermediate denoising steps via expected-target estimation. This allows the transport-field update to propagate into the network parameters without unstable backpropagation through time. Experimental results demonstrate that RLDT outperforms competitive baselines in reward quality and convergence speed. This performance holds across diverse continuous-control tasks, encompassing both dense and sparse rewards, as well as state- and vision-based long-horizon robot manipulation. The project webpage is https://rpfey.github.io/rldt/.
Variational Proximal Policy Optimization
Reinforcement Learning from Human Feedback via Proximal Policy Optimization often suffers from policy mode collapse, brittle exploration loops, and distribution drift. This paper introduces Variational Proximal Policy Optimization (), a particle-based variational inference framework that maps policy optimization to Stein Variational Gradient Descent within a Mixture-of-Experts architecture. By leveraging functional kernels over localized expert prototypes alongside an expert orthogonalization loss, introduces a geometry-based proximal-control mechanism that can reduce reliance on fixed clipping or KL schedules. Our results on a 33B/4B sparse Mixture-of-Experts model show several improvements across complex reasoning benchmarks, establishing a ELO gain on Codeforces and a reduction in token count on AIME mathematical reasoning tasks.
Stein Kernelized Molecular Dynamics for Active Learning of Interatomic Potentials
Machine learning interatomic potentials (MLIPs) enable efficient and accurate atomistic simulations but depend critically on the quality and diversity of the training data. We introduce Stein kernelized molecular dynamics (SKMD), an enhanced sampling method that uses interacting particle dynamics to acquire informative training configurations for the active learning and fine-tuning of MLIPs. SKMD corresponds to a stochastic variant of Stein variational gradient descent that is adapted for molecular dynamics by incorporating asynchronous particle updates and a kernel of global atomic descriptors, which provides a symmetry-aware measure of configurational similarity. Unlike other enhanced samplers used in molecular dynamics, SKMD preserves the Boltzmann distribution as the asymptotic distribution of the dynamics. This property enforces a balance between the exploration of diverse configurations and attraction toward high-probability regions of the energy landscape. We further propose an approach to efficient online data acquisition using an adaptive stopping criterion that selects non-redundant training data over the course of simulation. We demonstrate SKMD for the active learning of a neural network model of the Müller-Brown potential and the fine-tuning of a MACE interatomic potential for alanine dipeptide. Compared to active learning baselines, our method achieves higher model accuracy in fewer training iterations with the same number of acquired training samples.
Aligning Few-Step Generative Models by Amortizing Sample-based Variational Inference
Aligning a few-step generative model is challenging, since existing alignment frameworks typically rely on restrictive assumptions: a tractable likelihood, a specific ODE/SDE solver, or a particular model family. We introduce FAV, Few-step Generative Models Alignment via Sample-based Variational Inference, a general alignment framework that requires only sample access to the generator and the reference distribution. We cast alignment as sampling from a reward-tilted distribution anchored to a reference distribution. We leverage Stein Variational Gradient Descent as a sample-based variational inference scheme and amortize its particle updates into the generator parameters via fixed-point regression. We evaluate FAV on two domains: robotics manipulation and image generator alignment. On generative policy alignment for robotic manipulation, FAV outperforms prevailing policy extraction baselines across 56 offline and 30 offline-to-online RL tasks. For image generator alignment, FAV fine-tunes diverse few-step backbones, including GAN, drifting model, consistency models, and flow maps, scaling from ImageNet- to 1024 text-to-image synthesis. Code is available at https://github.com/Jaewoopudding/FAV.
Quantitative Local Convergence of Mean-Field Stein Variational Gradient Flow
Stein Variational Gradient Descent (SVGD) is a deterministic interacting-particle method for sampling from a target probability measure given access to its score function. In the mean-field and continuous-time limit, it is known that the flow converges weakly toward the target, but no quantitative rate is known for the last iterate. In this paper, we establish quantitative local convergence in strong norms for this dynamics, when the interaction kernel is of Riesz type on the -dimensional torus. Specifically, assuming that the initial density and the target are smooth and close in -norm, we obtain explicit polynomial convergence rates in -norm that depend on the dimension and on the regularity parameters of the kernel, the initialization and the target. We further show that these rates are sharp in certain regimes, and support the theory with numerical experiments. In the edge case of kernels with a Coulomb singularity, we recover the global exponential convergence result established in prior work. Our analysis is inspired by recent results on Wasserstein gradient flows of kernel mean discrepancies.
From Particles to Perils: SVGD-Based Hazardous Scenario Generation for Autonomous Driving Systems Testing
Simulation-based testing of autonomous driving systems (ADS) must uncover realistic and diverse failures in dense, heterogeneous traffic. However, existing search-based seeding methods (e.g., genetic algorithms) struggle in high-dimensional spaces, often collapsing to limited modes and missing many failure scenarios. We present PtoP, a framework that combines adaptive random seed generation with Stein Variational Gradient Descent (SVGD) to produce diverse, failure-inducing initial conditions. SVGD balances attraction toward high-risk regions and repulsion among particles, yielding risk-seeking yet well-distributed seeds across multiple failure modes. PtoP is plug-and-play and enhances existing online testing methods (e.g., reinforcement learning--based testers) by providing principled seeds. Evaluation in CARLA on two industry-grade ADS (Apollo, Autoware) and a native end-to-end system shows that PtoP improves safety violation rate (up to 27.68%), scenario diversity (9.6%), and map coverage (16.78%) over baselines.
Stein Variational Black-Box Combinatorial Optimization
Combinatorial black-box optimization in high-dimensional settings demands a careful trade-off between exploiting promising regions of the search space and preserving sufficient exploration to identify multiple optima. Although Estimation-of-Distribution Algorithms (EDAs) provide a powerful model-based framework, they often concentrate on a single region of interest, which may result in premature convergence when facing complex or multimodal objective landscapes. In this work, we incorporate the Stein operator to introduce a repulsive mechanism among particles in the parameter space, thereby encouraging the population to disperse and jointly explore several modes of the fitness landscape. Empirical evaluations across diverse benchmark problems show that the proposed method achieves performance competitive with, and in several cases superior to, leading state-of-the-art approaches, particularly on large-scale instances. These findings highlight the potential of Stein variational gradient descent as a promising direction for addressing large, computationally expensive, discrete black-box optimization problems.
Stein-based Optimization of Sampling Distributions in Model Predictive Path Integral Control
This paper introduces a method for Model Predictive Path Integral (MPPI) control that optimizes sample generation towards an optimal trajectory through Stein Variational Gradient Descent (SVGD). MPPI relies upon predictive rollout of trajectories sampled from a distribution of possible actions. Traditionally, these action distributions are assumed to be unimodal and represented as Gaussian. This assumption can lead to suboptimal rollout predictions due to sample deprivation and, in the case of differentiable simulation, sensitivity to noise in the cost gradients. By introducing SVGD updates in between MPPI environment steps, we present Stein-Optimized Predictive Path-Integral Inference (SOPPI), an MPPI/SVGD algorithm that can dynamically update noise distributions during rollouts to better capture action sampling distributions without an excessive increase in computational requirements. We demonstrate the efficacy of SOPPI through experiments on a planar cart-pole, 7-DOF robot arm, a planar bipedal walker, and a Unitree G1 29-DOF Robot. Results indicate improved inference of an underlying multi-modal action distribution compared to other Stein-based MPPI algorithms, with improved system performance and similar or improved efficiency across a range of hyper-parameters.
Improved Finite-Particle Convergence Rates for Stein Variational Gradient Descent
We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy () and Wasserstein-2 metrics. Our key insight is that the time derivative of the relative entropy between the joint density of particle locations and the -fold product target measure, starting from a regular initial distribution, splits into a dominant
negative part' proportional to $N$ times the expected $\mathsf{KSD}^2$ and a smaller positive part'. This observation leads to rates of order , in both continuous and discrete time, providing a near optimal (in the sense of matching the corresponding i.i.d. rates) double exponential improvement over the recent result by Shi and Mackey (2024). Under mild assumptions on the kernel and potential, these bounds also grow polynomially in the dimension . By adding a bilinear component to the kernel, the above approach is used to further obtain Wasserstein-2 convergence in continuous time. For the case of `bilinear + Matérn' kernels, we derive Wasserstein-2 rates that exhibit a curse-of-dimensionality similar to the i.i.d. setting. We also obtain marginal convergence and long-time propagation of chaos results for the time-averaged particle laws.