Fast Black-box Variational Inference through Stochastic Trust-Region Optimization.
Jeffrey RegierMichael I. JordanJon McAuliffePublished in: NIPS (2017)
Keyphrases
- black box
- trust region
- variational inference
- optimization methods
- line search
- bayesian inference
- newton method
- optimization problems
- optimization method
- global optimum
- variational methods
- probabilistic model
- test cases
- posterior distribution
- gaussian process
- latent dirichlet allocation
- closed form
- topic models
- decision trees
- evolutionary algorithm