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Apr, 2020
Stein变分梯度下降与黑盒变分推断之间的等价性
The equivalence between Stein variational gradient descent and black-box variational inference
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Casey Chu, Kentaro Minami, Kenji Fukumizu
TL;DR
该研究以内核梯度流为基础，证明了黑盒变分推断与Stein变分梯度下降之间的等同性，并且探讨了内核与各种算法行为的关系。
Abstract
We formalize an equivalence between two popular methods for
bayesian inference
:
stein variational gradient descent
(SVGD) and
black-box variation
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