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Dec, 2023
通过在Wasserstein空间中的多面体优化实现均场变分推断的算法
Algorithms for mean-field variational inference via polyhedral optimization in the Wasserstein space
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Yiheng Jiang, Sinho Chewi, Aram-Alexandre Pooladian
TL;DR
有限维多面体子集、Wasserstein空间、均场变分推断、最小化算法和KL散度。
Abstract
We develop a theory of
finite-dimensional polyhedral subsets
over the
wasserstein space
and optimization of functionals over them via first-order methods. Our main application is to the problem of
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