• Corpus ID: 236171259

Neural Variational Gradient Descent

@article{Langosco2021NeuralVG,
  title={Neural Variational Gradient Descent},
  author={Lauro Langosco and Vincent Fortuin and Heiko Strathmann},
  journal={ArXiv},
  year={2021},
  volume={abs/2107.10731}
}
Particle-based approximate Bayesian inference approaches such as Stein Variational Gradient Descent (SVGD) combine the flexibility and convergence guarantees of sampling methods with the computational benefits of variational inference. In practice, SVGD relies on the choice of an appropriate kernel function, which impacts its ability to model the target distribution—a challenging problem with only heuristic solutions. We propose Neural Variational Gradient Descent (NVGD), which is based on… 
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