natural gradients made quick and dirty companion cookbook jascha sohl dickstein january 23 2010 1 recipes and tricks 1 1 natural gradient the natural gradient is 1 j g j ...
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...Natural gradients made quick and dirty companion cookbook jascha sohl dickstein january recipes tricks gradient the is j g where an objective function to be minimized with parameters a metric on parameter space learning should performed update rule t steps taken in direction given by if negative log likelihood of probabilistic model q x under observed data distribution p hlogq ip then fisher information matrix gij logq i good use not form equation cannot transformed into that greater creativity required see section for some basic hints remember as discussed even you choose approximate it still likely speed over requires averaging models this very dicult do case instead taking average empirical ij provides eective alternative energy approximation e z general since working frequently r tractable partition integral dx there are number techniques which can provide eg contrastive divergence score matching mean eld theory variational bayes minimum prob ability ow turning those though depends...