Advanced trust region optimization strategies for glass box / black box models
نویسندگان
چکیده
منابع مشابه
Fast Black-box Variational Inference through Stochastic Trust-Region Optimization
We introduce TrustVI, a fast second-order algorithm for black-box variational inference based on trust-region optimization and the “reparameterization trick.” At each iteration, TrustVI proposes and assesses a step based on minibatches of draws from the variational distribution. The algorithm provably converges to a stationary point. We implement TrustVI in the Stan framework and compare it to ...
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ژورنال
عنوان ژورنال: AIChE Journal
سال: 2018
ISSN: 0001-1541,1547-5905
DOI: 10.1002/aic.16364