Automatic Differentiation Variational Inference (ADVI)

The downside of Variational Inference is the need for model-specific derivations and the implementation of a tailored optimization routine that has slowed down widespread adoption.

The recent Automatic Differentiation Variational Inference (ADVI) algorithm automates this process so that the user only specifies the model, expressed as a program, and ADVI automatically generates a corresponding variational algorithm (see references on GitHub for implementation details).

We will see that PyMC3 supports various Variational Inference techniques, including ADVI.

..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.
Reset
3.88.60.5