Abstract for the talk on 23.07.2019 (10:45 h)

Deep Learning Summer Seminar

Alex Tong Lin (MPI MIS, Leipzig + Department of Mathematics, UCLA)
Affine Natural Proximal Learning

We revisit the natural gradient method for learning. Here we consider the proximal formulation and obtain a closed-form approximation of the proximal term over an affine subspace of functions. We mainly consider the two statistical metrics: the Wasserstein metric, and the Fisher-Rao metric, and we introduce numerical methods for high-dimensional parameter spaces.


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26.07.2019, 11:09