Bayesian Deep Learning and Black Box Variational Inference

Rajesh Ranganath, Princeton
Friday, February 24, 2017 -
3:30pm to 4:30pm

Old Chemistry 116

Abstract: 

Scientists and scholars across many fields seek to answer questions in their respective disciplines using large data sets. One approach to answering such questions is to use probabilistic generative models. Generative models help scientists express domain knowledge, uncover hidden structure, and form predictions. In this talk, I present my work on making generative modeling more expressive and easier to use. First, I present a multi-layer probabilistic model called deep exponential families (DEFs). Deep exponential families uncover coarse-to-fine hidden structure. These models can be used as components of larger models to solve applied problems, such as in recommendation systems or medical diagnosis. Though expressive, DEFs come with an analytical challenge---scientists need to compute the hidden structure given observed data, i.e., posterior inference. Using classical methods for inference in DEFs is tedious and impractical for non-experts. Thus, in the second part of the talk, I will describe my work on black box variational inference (BBVI). BBVI is an optimization based algorithm to approximate the posterior. BBVI expands the reach of variational inference to new models, improves the fidelity of the approximation, and allows for new types of variational inference. We study BBVI in the context of DEFs to fit complex models of text, user behavior data, and medical records. Black box variational methods make probabilistic generative models and Bayesian deep learning more accessible to the broader scientific community.



Series: 
Statistical Science Seminar Series

Description: 

Seminars generally take place in 116 Old Chem Building on Fridays from 3:30 - 4:30 pm. However, please check individual abstracts to confirm time and location. Refreshments will be served after the seminars in Old Chemistry 211. Metered Parking is available at various locations on campus. If you have never visited us before, please see our driving directions and map. The easiest and most convenient parking areas are located at the Bryan Center parking garage near Duke Statistics (recommended) or at the Sarah P. Duke Gardens. Please email or call Karen Whitesell for additional information: karen.whitesell@duke.edu or phone 919-684-8029. Sorry, but we do not have reprints available. Please feel free to contact the authors by email for follow-up information, articles, etc. Reception following seminar in 211 Old Chemistry