Is SGD a Bayesian sampler? Well, almost.
Chris MingardGuillermo Valle PérezJoar SkalseArd A. LouisPublished in: J. Mach. Learn. Res. (2021)
Keyphrases
- sequential monte carlo
- posterior distribution
- markov chain monte carlo
- markov chain
- monte carlo
- bayesian inference
- bayesian estimation
- bayesian networks
- maximum likelihood
- particle filter
- posterior probability
- metropolis hastings
- bayesian decision
- bayesian learning
- probability distribution
- bayesian methods
- gaussian processes
- stochastic gradient descent
- gibbs sampler
- bayesian framework
- least squares