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Mar, 2022
加速随机概率推断
Accelerating Stochastic Probabilistic Inference
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Minta Liu, Suliang Bu
TL;DR
本文提出了一种基于二阶方法的随机变分推断方法,通过求解变分目标函数的Hessian矩阵,选择了两种数值方案来实现这种方法,通过合成和真实数据的实证评估,证实了这种方法的有效性和效率。
Abstract
Recently,
stochastic variational inference
(SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of
probabilistic models
. It optimizes the variational objective with s
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