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Collaborating Authors

 Jon McAuliffe

Fast Black-box Variational Inference through Stochastic Trust-Region Optimization

Neural Information Processing Systems

We introduce TrustVI, a fast second-order algorithm for black-box variational inference based on trust-region optimization and the "reparameterization trick." At each iteration, TrustVI proposes and assesses a step based on minibatches of draws from the variational distribution.

Fast Black-box Variational Inference through Stochastic Trust-Region Optimization

Neural Information Processing Systems

We introduce TrustVI, a fast second-order algorithm for black-box variational inference based on trust-region optimization and the "reparameterization trick." At each iteration, TrustVI proposes and assesses a step based on minibatches of draws from the variational distribution.