Distributed Bayesian learning with stochastic natural gradient expectation propagation and the posterior server

Leonard Hasenclever, Stefan Webb, Thibaut Lienart, Sebastian Vollmer, Balaji Lakshminarayanan, Charles Blundell, Yee Whye Teh
January 2017
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Abstract

This paper makes two contributions to Bayesian machine learning algorithms. Firstly, we propose stochastic natural gradient expectation propagation (SNEP), a novel alternative to expectation propagation (EP), a popular variational inference algorithm. SNEP is a black …

Type
2
Publication
J. Mach. Learn. Res.
"Variational Inference" "Expectation Propagation" "Markov Chain Monte Carlo" "Posterior Server" "Parameter Server" "Large Scale Learning" "Stochastic Approximation" "Distributed Learning" "Deep Learning" "Bayesian Learning" "Natural Gradient"