Variational Tempering

7 Nov 2014Stephan MandtJames McInerneyFarhan AbrolRajesh RanganathDavid Blei

Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of conditionally conjugate exponential family models... (read more)

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