Randomized Automatic Differentiation

1 code implementation • ICLR 2021 • Deniz Oktay, Nick McGreivy, Joshua Aduol, Alex Beatson, Ryan P. Adams

The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives.

Stochastic Optimization Variational Inference