Abstract:Coresets distill large datasets into small, representative subsets for efficient downstream learning. Yet Optimal Transport (OT)-based selection typically requires intensive computation of transport plans, limiting scalability. We introduce a scalable Sinkhorn coreset method that permits closed-form updates of the entropically regularized OT coupling by allowing non-uniform coreset weights. This produces centroids that generalize k-means via soft assignments. We establish asymptotic consistency of the selected measure and Lipschitz stability to data perturbations, providing accuracy and robustness guarantees. Across synthetic and real-world benchmarks, the proposed method achieves competitive or improved approximation quality while substantially reducing runtime compared to Wasserstein- and standard Sinkhorn-based coreset selection, especially at large scale.
Abstract:This paper provides a comprehensive analysis of variational inference in latent variable models for survival analysis, emphasizing the distinctive challenges associated with applying variational methods to survival data. We identify a critical weakness in the existing methodology, demonstrating how a poorly designed variational distribution may hinder the objective of survival analysis tasks--modeling time-to-event distributions. We prove that the optimal variational distribution, which perfectly bounds the log-likelihood, may depend on the censoring mechanism. To address this issue, we propose censor-dependent variational inference (CDVI), tailored for latent variable models in survival analysis. More practically, we introduce CD-CVAE, a V-structure Variational Autoencoder (VAE) designed for the scalable implementation of CDVI. Further discussion extends some existing theories and training techniques to survival analysis. Extensive experiments validate our analysis and demonstrate significant improvements in the estimation of individual survival distributions.