BriefGPT.xyz
Jun, 2020
黑盒变分推断的进展:归一化流、重要性权重和优化
Advances in Black-Box VI: Normalizing Flows, Importance Weighting, and Optimization
HTML
PDF
Abhinav Agrawal, Daniel Sheldon, Justin Domke
TL;DR
通过在30个Stan模型库中的基准测试中评估与优化,normalizing flows和Monte-Carlo方法的组合显着推进了黑盒VI的状态。
Abstract
Recent research has seen several advances relevant to
black-box vi
, but the current state of automatic posterior inference is unclear. One such advance is the use of
normalizing flows
to define flexible posterior
→