Loading…
This event has ended. View the official site or create your own event → Check it out
This event has ended. Create your own
View analytic
Monday, December 7 • 19:00 - 23:59
Local Expectation Gradients for Black Box Variational Inference

Sign up or log in to save this to your schedule and see who's attending!

We introduce local expectation gradients which is a general purpose stochastic variational inference algorithm for constructing stochastic gradients by sampling from the variational distribution. This algorithm divides the problem of estimating the stochastic gradients over multiple variational parameters into smaller sub-tasks so that each sub-task explores intelligently the most relevant part of the variational distribution. This is achieved by performing an exact expectation over the single random variable that most correlates with the variational parameter of interest resulting in a Rao-Blackwellized estimate that has low variance. Our method works efficiently for both continuous and discrete random variables. Furthermore, the proposed algorithm has interesting similarities with Gibbs sampling but at the same time, unlike Gibbs sampling, can be trivially parallelized.


Monday December 7, 2015 19:00 - 23:59
210 C #46