BriefGPT.xyz
May, 2023
基于虚拟粒子随机逼近的可证明快速 SVGD 有限粒子变体
Provably Fast Finite Particle Variants of SVGD via Virtual Particle Stochastic Approximation
HTML
PDF
Aniket Das, Dheeraj Nagaraj
TL;DR
本文提出了两种计算有效(VP-SVGD和GB-SVGD)的Stein变分梯度下降算法,它们是特定的随机批处理逼近SVG,具有证明的快速有限粒子收敛率。
Abstract
stein variational gradient descent
(SVGD) is a popular
variational inference
algorithm which simulates an interacting
particle system
to a
→