BriefGPT.xyz
Jun, 2012
随机搜索变分贝叶斯推断
Variational Bayesian Inference with Stochastic Search
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John Paisley, David Blei, Michael Jordan
TL;DR
本文介绍了一种基于随机优化的替代算法,可以直接优化变分下界,通过控制变量来减少随机梯度的方差,其在非共轭模型:逻辑回归和HDP近似中的效果得到了证明。
Abstract
mean-field variational inference
is a method for approximate
bayesian posterior inference
. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the m
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