CCM Colloquium: Bob Carpenter (CCM)

Wednesday Oct 27, 2021, 10:00 AM → 11:00 AM America/New_York

3rd FL Classroom

Pathfinder: Parallel quasi-Newton variational inference

I’ll talk about our new black-box variational inference algorithm for approximately sampling from differentiable target densities. It uses L-BFGS optimization paths to find low-rank plus diagonal variational approximations. 
Paper: https://arxiv.org/abs/2108.03782

If you would like to attend, please email crampersad@flatironinstitute.org for the Zoom link.