Natural Gradient Variational Bayes Without Fisher Matrix Analytic Calculation and Its Inversion
无需解析计算及求逆 Fisher 矩阵的自然梯度变分贝叶斯
This article introduces a method for efficiently approximating the inverse of the Fisher information matrix, a crucial step in achieving effective variational Bayes inference.A notable aspect of our approach is the avoidance of analytically computing the Fisher information matrix and its explicit inversion.Instead, we introduce an iterative procedure for generating a sequence of matrices that converge to the inverse of Fisher information.The natural gradient variational…