Pathfinder: Parallel quasi-Newton variational inference.
Lu ZhangBob CarpenterAndrew GelmanAki VehtariPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- quasi newton
- variational inference
- bayesian inference
- probabilistic model
- topic models
- posterior distribution
- mixture model
- latent dirichlet allocation
- step size
- variational methods
- closed form
- optimization method
- gaussian process
- newton method
- optimization methods
- text mining
- genetic algorithm
- graphical models
- simulated annealing
- prior information
- parameter estimation
- maximum likelihood