2016
Black-Box Alpha Divergence Minimization
Jose Hernandez-Lobato, Yingzhen Li, Mark Rowland, Thang Bui, Daniel Hernandez-Lobato, Richard Turner
ICML 2016poster
Black-box alpha (BB-α) is a new approximate inference method based on the minimization of α-divergences. BB-αscales to large datasets because it can be implemented using stochastic gradient descent. BB-αcan be applied to complex probabilistic models with little effort since it only requires as input…