Search Results for author: Wu Lin

Found 13 papers, 8 papers with code

Can We Remove the Square-Root in Adaptive Gradient Methods? A Second-Order Perspective

no code implementations5 Feb 2024 Wu Lin, Felix Dangel, Runa Eschenhagen, Juhan Bae, Richard E. Turner, Alireza Makhzani

Adaptive gradient optimizers like Adam(W) are the default training algorithms for many deep learning architectures, such as transformers.

Second-order methods

Simplifying Momentum-based Positive-definite Submanifold Optimization with Applications to Deep Learning

1 code implementation20 Feb 2023 Wu Lin, Valentin Duruisseaux, Melvin Leok, Frank Nielsen, Mohammad Emtiyaz Khan, Mark Schmidt

Riemannian submanifold optimization with momentum is computationally challenging because, to ensure that the iterates remain on the submanifold, we often need to solve difficult differential equations.

Structured second-order methods via natural gradient descent

no code implementations22 Jul 2021 Wu Lin, Frank Nielsen, Mohammad Emtiyaz Khan, Mark Schmidt

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces.

Second-order methods

Tractable structured natural gradient descent using local parameterizations

no code implementations15 Feb 2021 Wu Lin, Frank Nielsen, Mohammad Emtiyaz Khan, Mark Schmidt

Natural-gradient descent (NGD) on structured parameter spaces (e. g., low-rank covariances) is computationally challenging due to difficult Fisher-matrix computations.

Variational Inference

Handling the Positive-Definite Constraint in the Bayesian Learning Rule

1 code implementation ICML 2020 Wu Lin, Mark Schmidt, Mohammad Emtiyaz Khan

The Bayesian learning rule is a natural-gradient variational inference method, which not only contains many existing learning algorithms as special cases but also enables the design of new algorithms.

valid Variational Inference

Stein's Lemma for the Reparameterization Trick with Exponential Family Mixtures

1 code implementation29 Oct 2019 Wu Lin, Mohammad Emtiyaz Khan, Mark Schmidt

Our generalization enables us to establish a connection between Stein's lemma and the reparamterization trick to derive gradients of expectations of a large class of functions under weak assumptions.

LEMMA

Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations

1 code implementation7 Jun 2019 Wu Lin, Mohammad Emtiyaz Khan, Mark Schmidt

Natural-gradient methods enable fast and simple algorithms for variational inference, but due to computational difficulties, their use is mostly limited to \emph{minimal} exponential-family (EF) approximations.

Bayesian Inference Variational Inference

Variational Message Passing with Structured Inference Networks

1 code implementation ICLR 2018 Wu Lin, Nicolas Hubacher, Mohammad Emtiyaz Khan

Recent efforts on combining deep models with probabilistic graphical models are promising in providing flexible models that are also easy to interpret.

Variational Inference

Variational Adaptive-Newton Method for Explorative Learning

no code implementations15 Nov 2017 Mohammad Emtiyaz Khan, Wu Lin, Voot Tangkaratt, Zuozhu Liu, Didrik Nielsen

We present the Variational Adaptive Newton (VAN) method which is a black-box optimization method especially suitable for explorative-learning tasks such as active learning and reinforcement learning.

Active Learning reinforcement-learning +2

Conjugate-Computation Variational Inference : Converting Variational Inference in Non-Conjugate Models to Inferences in Conjugate Models

2 code implementations13 Mar 2017 Mohammad Emtiyaz Khan, Wu Lin

In this paper, we propose a new algorithm called Conjugate-computation Variational Inference (CVI) which brings the best of the two worlds together -- it uses conjugate computations for the conjugate terms and employs stochastic gradients for the rest.

Variational Inference

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