BBVI

Large-scale empirical tuning and comparison of default optimizers for variational inference

arXiv:2606.07841v1 Announce Type: cross Abstract: Black-box variational inference (BBVI) is a methodology for posterior approximation that relies on stochastic optimization. In practice, the stochastic optimizers underpinning BBVI generally require extensive problem-specific tuning, which undermines its promise as a truly "black box" inference algorithm. However, over the past decade, many new adaptive stochastic optimization algorithms have been developed that reduce or remove entirely the...