Sample Average Approximation for Black-Box VI

We present a novel approach for black-box VI that bypasses the difficulties of stochastic gradient ascent, including the task of selecting step-sizes. Our approach involves using a sequence of sample average approximation (SAA) problems. SAA approximates the solution of stochastic optimization probl...

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Bibliographische Detailangaben

Hauptverfasser:	Burroni, Javier, Domke, Justin, Sheldon, Daniel
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Mathematics - Optimization and Control Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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