A Scalable Bayesian Sampling Method Based on Stochastic Gradient Descent Isotropization.
Giulio FranzeseDimitrios MiliosMaurizio FilipponePietro MichiardiPublished in: Entropy (2021)
Keyphrases
- stochastic gradient descent
- least squares
- matrix factorization
- loss function
- step size
- random forests
- weight vector
- bayesian networks
- maximum likelihood
- bayesian inference
- online algorithms
- support vector machine
- posterior distribution
- multiple kernel learning
- recommender systems
- importance sampling
- text categorization
- linear combination
- learning algorithm
- collaborative filtering