Comments (4)
Hi
Thanks for being interesting in our papers. We have a new ICML 2021 paper on natural-gradient descent (including natural-gradient VI and Newton-like methods) on structured Gaussian and its mixtures.
Lin, Wu, et al. "Tractable structured natural gradient descent using local parameterizations." arXiv preprint arXiv:2102.07405 (2021).
Wu
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This is a little late for the discussion, but is there any evidence/personal experience that natural gradient descent is more robust/faster than regular ADVI?
from advancedvi.jl.
Natural gradient descent is just a way of doing, well, gradient descent on parameters of distributions:) ADVI is a very specific VI method. I'm not sure these are even comparable?
from advancedvi.jl.
I think many consider NGVI as a competitor to good ol' ADVI. At least the literature certainly make it look like that.
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Related Issues (20)
- custom training loop implementation help HOT 5
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