Stochastic natural gradient descent draws posterior samples in function space

25 Jun 2018Samuel L. SmithDaniel DuckworthSemon RezchikovQuoc V. LeJascha Sohl-Dickstein

Recent work has argued that stochastic gradient descent can approximate the Bayesian uncertainty in model parameters near local minima. In this work we develop a similar correspondence for minibatch natural gradient descent (NGD)... (read more)

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