Thibaut Lienart

Distributed Bayesian Learning with Stochastic Natural-gradient\n Expectation Propagation and the Posterior Server

2015 · arXiv (Cornell University)

This paper makes two contributions to Bayesian machine learning algorithms.\nFirstly, we propose stochastic natural gradient expectation propagation (SNEP),\na novel alternative to expectation propagation (EP), a popular variational\ninference algorithm. SNEP is a black box variational algorithm, …