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Category Archives: Uncategorized
A Divergence Bound For Hybrids of MCMC and Variational Inference and …
At ICML I recently published a paper that I somehow decided to title “A Divergence Bound for Hybrids of MCMC and Variational Inference and an Application to Langevin Dynamics and SGVI”. This paper gives one framework for building “hybrid” algorithms … Continue reading
The second and third best features of LyX you aren’t using.
LyX is a WYSIWYG editor for latex files. It’s a little bit clunky to use at first, and isn’t perfect (thank you, open source developers– I’m not ungrateful!) but after becoming familiar with it, it’s probably the single piece of … Continue reading
You deserve better than twosided finite differences
In calc 101, the derivative is derived as . So, if you want to estimate a derivative, an easy way to do so would be to just pick some small and estimate: This can work OK. Let’s look at an … Continue reading
Sneaking up on Bayesian Inference (A fable in four acts)
Act 1: Magical Monkeys Two monkeys, Alfred () and Betty () live in a parallel universe with two kinds of blocks, green () and yellow (). Alfred likes green blocks, and Betty prefers the yellow blocks. One day, a Wizard … Continue reading
Algorithmic Dimensions
There are many dimensions on which we might compare a machine learning or data mining algorithm. A few of the first that come to mind are: 1) Sample complexity, convergence How much predictive power is the algorithm able to extract … Continue reading
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Favorite things NIPS
I always enjoy reading conference reports, so I thought I’d mention a few papers that caught my eye. (I welcome any corrections to my summaries of any of these.) 1. Recent Progress in the Structure of LargeTreewidth Graphs and Some … Continue reading
Truncated BiLevel Optimization
In 2012, I wrote a paper that I probably should have called “truncated bilevel optimization”. I vaguely remembered telling the reviewers I would release some code, so I’m finally getting around to it. The idea of bilevel optimization is quite … Continue reading
Posted in Uncategorized
Tagged crossvalidation, machine learning, matlab, optimization, regularization
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