The equivalence between Stein variational gradient descent and black-box variational inference

4 Apr 2020Casey ChuKentaro MinamiKenji Fukumizu

We formalize an equivalence between two popular methods for Bayesian inference: Stein variational gradient descent (SVGD) and black-box variational inference (BBVI). In particular, we show that BBVI corresponds precisely to SVGD when the kernel is the neural tangent kernel... (read more)

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