While our presentation focuses on this finite-sum structure, most of our convergence results can easily be adapted to the general stochastic setting (see App. D).
Recent research has seen several advances relevant to black-box variational inference (VI), but the current state of automatic posterior inference is unclear.
We propose a new family of adaptive first-order methods for a class of convex minimization problems that may fail to be Lipschitz continuous or smooth.
We propose a new family of adaptive first-order methods for a class of convex minimization problems that may fail to be Lipschitz continuous or smooth.