Corpus ID: 2796521

Vprop: Variational Inference using RMSprop

@article{Khan2017VpropVI,
  title={Vprop: Variational Inference using RMSprop},
  author={Mohammad Emtiyaz Khan and Zuozhu Liu and Voot Tangkaratt and Yarin Gal},
  journal={ArXiv},
  year={2017},
  volume={abs/1712.01038}
}
  • Mohammad Emtiyaz Khan, Zuozhu Liu, +1 author Yarin Gal
  • Published in ArXiv 2017
  • Mathematics, Computer Science
  • Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a method for Gaussian variational inference that can be implemented with two minor changes to the off-the-shelf RMSprop optimizer. Vprop also reduces the memory requirements of Black-Box Variational Inference by half. We derive Vprop using the conjugate… CONTINUE READING
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