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 need for tuning. In this work, we investigate this new collection of adaptive methods in the context of

Source: arXiv cs.LG — read the full report at the original publisher.

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