Variational Inference via Entropic Transport Descent
Particle-based variational inference (ParVI) methods approximate an intractable target distribution by evolving an ensemble of interacting samples. Existing approaches rely predominantly on kernel-based repulsion (e.g., SVGD), which suffers from variance collapse in high dimensions and mode collapse on multimodal targets -- pathologies caused by the absence of global transport structure. We introduce entropic transport descent (ETD), a ParVI family that frames each particle update as an entropy-
Overview
Particle-based variational inference (ParVI) methods approximate an intractable target distribution by evolving an ensemble of interacting samples. Existing approaches rely predominantly on kernel-based repulsion (e.g., SVGD), which suffers from variance collapse in high dimensions and mode collapse on multimodal targets -- pathologies caused by the absence of global transport structure. We introduce entropic transport descent (ETD), a ParVI family that frames each particle update as an entropy-regularized optimal transport problem. Derived from the JKO proximal scheme by lifting to the space of couplings and relaxing via the KL chain rule, each ETD iteration reduces to a Sinkhorn computation. The resulting transport plan provides global coordination, guiding each particle to nearby high-density proposals and naturally preserving multimodal structure. ETD can operate entirely score-free, requiring only pointwise evaluations of the unnormalized target density. Experiments on variance-collapse diagnostics, Bayesian logistic regression, neural networks, and molecular Boltzmann distributions show that ETD matches or outperforms SVGD, AGF-SVGD, and SGLD, with the largest gains in high-dimensional and multimodal settings.
Source
Originally published at tldr.takara.ai.
