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

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 box variational algorithm, in th...

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Bibliographic Details
Main Authors: Hasenclver, L, Webb, S, Lienart, T, Vollmer, S, Lakshminarayanan, B, Blundell, C, Teh, Y
Format: Journal article
Published: Journal of Machine Learning Research 2017

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